Merge pull request #271 from ErikQQY/qqy/mirkn_test

Add JET test for MIRKN methods
SciML · Jan 20, 2025 · 8045331 · 8045331
2 parents cb24722 + 22664fc
commit 8045331
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Showing 11 changed files with 130 additions and 93 deletions.
diff --git a/Project.toml b/Project.toml
@@ -25,7 +25,7 @@ ODEInterface = "54ca160b-1b9f-5127-a996-1867f4bc2a2c"
 BoundaryValueDiffEqODEInterfaceExt = "ODEInterface"
 
 [compat]
-ADTypes = "1"
+ADTypes = "1.11"
 Aqua = "0.8.9"
 ArrayInterface = "7.18"
 BoundaryValueDiffEqAscher = "1"

diff --git a/lib/BoundaryValueDiffEqAscher/Project.toml b/lib/BoundaryValueDiffEqAscher/Project.toml
@@ -28,7 +28,7 @@ SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 SparseDiffTools = "47a9eef4-7e08-11e9-0b38-333d64bd3804"
 
 [compat]
-ADTypes = "1.9"
+ADTypes = "1.11"
 Adapt = "4.1.1"
 AlmostBlockDiagonals = "0.1.10"
 ArrayInterface = "7.18"

diff --git a/lib/BoundaryValueDiffEqCore/Project.toml b/lib/BoundaryValueDiffEqCore/Project.toml
@@ -1,7 +1,7 @@
 name = "BoundaryValueDiffEqCore"
 uuid = "56b672f2-a5fe-4263-ab2d-da677488eb3a"
 authors = ["Qingyu Qu <erikqqy123@gmail.com>"]
-version = "1.5.0"
+version = "1.6.0"
 
 [deps]
 ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
@@ -24,7 +24,7 @@ SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 SparseDiffTools = "47a9eef4-7e08-11e9-0b38-333d64bd3804"
 
 [compat]
-ADTypes = "1.9"
+ADTypes = "1.11"
 Adapt = "4.1.1"
 ArrayInterface = "7.18"
 Aqua = "0.8.9"

diff --git a/lib/BoundaryValueDiffEqCore/src/utils.jl b/lib/BoundaryValueDiffEqCore/src/utils.jl
@@ -447,7 +447,7 @@ end
 end
 
 # Construct BVP Solution
-function __build_solution(prob::BVProblem, odesol, nlsol)
+function __build_solution(prob::AbstractBVProblem, odesol, nlsol)
     retcode = ifelse(SciMLBase.successful_retcode(nlsol), odesol.retcode, nlsol.retcode)
     return SciMLBase.solution_new_original_retcode(odesol, nlsol, retcode, nlsol.resid)
 end

diff --git a/lib/BoundaryValueDiffEqFIRK/Project.toml b/lib/BoundaryValueDiffEqFIRK/Project.toml
@@ -27,7 +27,7 @@ SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 SparseDiffTools = "47a9eef4-7e08-11e9-0b38-333d64bd3804"
 
 [compat]
-ADTypes = "1.9"
+ADTypes = "1.11"
 Adapt = "4.1.1"
 Aqua = "0.8.7"
 ArrayInterface = "7.18"

diff --git a/lib/BoundaryValueDiffEqMIRK/Project.toml b/lib/BoundaryValueDiffEqMIRK/Project.toml
@@ -27,7 +27,7 @@ SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 SparseDiffTools = "47a9eef4-7e08-11e9-0b38-333d64bd3804"
 
 [compat]
-ADTypes = "1.9"
+ADTypes = "1.11"
 Adapt = "4.1.1"
 Aqua = "0.8.7"
 ArrayInterface = "7.18"

diff --git a/lib/BoundaryValueDiffEqMIRKN/Project.toml b/lib/BoundaryValueDiffEqMIRKN/Project.toml
@@ -1,7 +1,7 @@
 name = "BoundaryValueDiffEqMIRKN"
 uuid = "9255f1d6-53bf-473e-b6bd-23f1ff009da4"
 authors = ["Qingyu Qu <erikqqy123@gmail.com>"]
-version = "1.2.0"
+version = "1.3.0"
 
 [deps]
 ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
@@ -29,7 +29,7 @@ SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 SparseDiffTools = "47a9eef4-7e08-11e9-0b38-333d64bd3804"
 
 [compat]
-ADTypes = "1.9"
+ADTypes = "1.11"
 Adapt = "4.1.1"
 Aqua = "0.8.7"
 ArrayInterface = "7.18"

diff --git a/lib/BoundaryValueDiffEqMIRKN/src/BoundaryValueDiffEqMIRKN.jl b/lib/BoundaryValueDiffEqMIRKN/src/BoundaryValueDiffEqMIRKN.jl
@@ -38,7 +38,8 @@ using SciMLBase: SciMLBase, AbstractDiffEqInterpolation, AbstractBVProblem,
 using Setfield: @set!, @set
 using SparseArrays: sparse
 using SparseDiffTools: init_jacobian, sparse_jacobian, sparse_jacobian_cache,
-                       sparse_jacobian!, matrix_colors, SymbolicsSparsityDetection
+                       sparse_jacobian!, matrix_colors, SymbolicsSparsityDetection,
+                       NoSparsityDetection
 
 @reexport using ADTypes, BoundaryValueDiffEqCore, SciMLBase
 

diff --git a/lib/BoundaryValueDiffEqMIRKN/src/mirkn.jl b/lib/BoundaryValueDiffEqMIRKN/src/mirkn.jl
@@ -86,19 +86,34 @@ function SciMLBase.__init(prob::SecondOrderBVProblem, alg::AbstractMIRKN;
 
     return MIRKNCache{iip, T}(
         alg_order(alg), stage, M, size(X), f, bc, prob_, prob.problem_type,
-        prob.p, alg, TU, bcresid_prototype, mesh, mesh_dt, k_discrete,
-        y, y₀, residual, fᵢ_cache, fᵢ₂_cache, resid_size, kwargs)
+        prob.p, alg, TU, bcresid_prototype, mesh, mesh_dt, k_discrete, y,
+        y₀, residual, fᵢ_cache, fᵢ₂_cache, resid_size, (; dt, kwargs...))
+end
+
+function __split_mirkn_kwargs(; dt, kwargs...)
+    return ((dt), (; kwargs...))
 end
 
 function SciMLBase.solve!(cache::MIRKNCache{iip, T}) where {iip, T}
-    (; mesh, M, p, prob, kwargs) = cache
-    nlprob = __construct_nlproblem(cache, vec(cache.y₀))
+    (_), kwargs = __split_mirkn_kwargs(; cache.kwargs...)
+    info::ReturnCode.T = ReturnCode.Success
+
+    sol_nlprob, info = __perform_mirkn_iteration(cache; kwargs...)
+
+    solu = ArrayPartition.(
+        cache.y₀.u[1:length(cache.mesh)], cache.y₀.u[(length(cache.mesh) + 1):end])
+    odesol = SciMLBase.build_solution(
+        cache.prob, cache.alg, cache.mesh, solu; retcode = info)
+    return __build_solution(cache.prob, odesol, sol_nlprob)
+end
+
+function __perform_mirkn_iteration(cache::MIRKNCache; nlsolve_kwargs = (;), kwargs...)
+    nlprob::NonlinearProblem = __construct_nlproblem(cache, vec(cache.y₀))
     nlsolve_alg = __concrete_nonlinearsolve_algorithm(nlprob, cache.alg.nlsolve)
-    sol_nlprob = __solve(nlprob, nlsolve_alg; kwargs..., alias_u0 = true)
+    sol_nlprob = __solve(nlprob, nlsolve_alg; kwargs..., nlsolve_kwargs..., alias_u0 = true)
     recursive_unflatten!(cache.y₀, sol_nlprob.u)
-    solu = ArrayPartition.(cache.y₀.u[1:length(mesh)], cache.y₀.u[(length(mesh) + 1):end])
-    return SciMLBase.build_solution(
-        prob, cache.alg, mesh, solu; retcode = sol_nlprob.retcode)
+
+    return sol_nlprob, sol_nlprob.retcode
 end
 
 function __construct_nlproblem(cache::MIRKNCache{iip}, y::AbstractVector) where {iip}
@@ -115,19 +130,18 @@ function __construct_nlproblem(cache::MIRKNCache{iip}, y::AbstractVector) where
     sd = alg.jac_alg.diffmode isa AutoSparse ? SymbolicsSparsityDetection() :
          NoSparsityDetection()
     ad = alg.jac_alg.diffmode
-    lz = reduce(vcat, cache.y₀)
-    jac_cache = __sparse_jacobian_cache(Val(iip), ad, sd, lossₚ, lz, lz)
+    lz = __similar(y)
+    jac_cache = __sparse_jacobian_cache(Val(iip), ad, sd, lossₚ, lz, y)
     jac_prototype = init_jacobian(jac_cache)
     jac = if iip
         @closure (J, u, p) -> __mirkn_mpoint_jacobian!(J, u, ad, jac_cache, lossₚ, lz)
     else
         @closure (u, p) -> __mirkn_mpoint_jacobian(jac_prototype, u, ad, jac_cache, lossₚ)
     end
     resid_prototype = zero(lz)
-    _nlf = NonlinearFunction{iip}(
+    nlf = NonlinearFunction{iip}(
         loss; jac = jac, resid_prototype = resid_prototype, jac_prototype = jac_prototype)
-    nlprob::NonlinearProblem = NonlinearProblem(_nlf, lz, cache.p)
-    return nlprob
+    return __internal_nlsolve_problem(cache.prob, resid_prototype, lz, nlf, lz, cache.p)
 end
 
 function __mirkn_2point_jacobian!(J, x, diffmode, diffcache, loss_fn::L, resid) where {L}

diff --git a/lib/BoundaryValueDiffEqMIRKN/test/mirkn_basic_tests.jl b/lib/BoundaryValueDiffEqMIRKN/test/mirkn_basic_tests.jl
@@ -1,3 +1,94 @@
+@testsetup module MIRKNConvergenceTests
+
+using BoundaryValueDiffEqMIRKN
+
+for order in (4, 6)
+    s = Symbol("MIRKN$(order)")
+    @eval mirkn_solver(::Val{$order}, args...; kwargs...) = $(s)(args...; kwargs...)
+end
+
+function f!(ddu, du, u, p, t)
+    ddu[1] = u[1]
+end
+function f(du, u, p, t)
+    return u[1]
+end
+function bc!(res, du, u, p, t)
+    res[1] = u(0.0)[1] - 1
+    res[2] = u(1.0)[1]
+end
+function bc(du, u, p, t)
+    return [u(0.0)[1] - 1, u(1.0)[1]]
+end
+function bc_indexing!(res, du, u, p, t)
+    res[1] = u[:, 1][1] - 1
+    res[2] = u[:, end][1]
+end
+function bc_indexing(du, u, p, t)
+    return [u[:, 1][1] - 1, u[:, end][1]]
+end
+function bc_a!(res, du, u, p)
+    res[1] = u[1] - 1
+end
+function bc_b!(res, du, u, p)
+    res[1] = u[1]
+end
+function bc_a(du, u, p)
+    return [u[1] - 1]
+end
+function bc_b(du, u, p)
+    return [u[1]]
+end
+analytical_solution = (u0, p, t) -> [
+    (exp(-t) - exp(t - 2)) / (1 - exp(-2)), (-exp(-t) - exp(t - 2)) / (1 - exp(-2))]
+u0 = [1.0]
+tspan = (0.0, 1.0)
+testTol = 0.2
+bvpf1 = DynamicalBVPFunction(f!, bc!, analytic = analytical_solution)
+bvpf2 = DynamicalBVPFunction(f, bc, analytic = analytical_solution)
+bvpf3 = DynamicalBVPFunction(f!, bc_indexing!, analytic = analytical_solution)
+bvpf4 = DynamicalBVPFunction(f, bc_indexing, analytic = analytical_solution)
+bvpf5 = DynamicalBVPFunction(f!, (bc_a!, bc_b!), analytic = analytical_solution,
+    bcresid_prototype = (zeros(1), zeros(1)), twopoint = Val(true))
+bvpf6 = DynamicalBVPFunction(f, (bc_a, bc_b), analytic = analytical_solution,
+    bcresid_prototype = (zeros(1), zeros(1)), twopoint = Val(true))
+probArr = [SecondOrderBVProblem(bvpf1, u0, tspan), SecondOrderBVProblem(bvpf2, u0, tspan),
+    SecondOrderBVProblem(bvpf3, u0, tspan), SecondOrderBVProblem(bvpf4, u0, tspan),
+    TwoPointSecondOrderBVProblem(bvpf5, u0, tspan),
+    TwoPointSecondOrderBVProblem(bvpf6, u0, tspan)]
+dts = 1 .// 2 .^ (3:-1:1)
+
+export probArr, dts, testTol, mirkn_solver
+
+end
+
+@testitem "Convergence on Linear" setup=[MIRKNConvergenceTests] begin
+    using LinearAlgebra, DiffEqDevTools
+
+    @testset "Problem: $i" for i in (1, 2, 3, 4, 5, 6)
+        prob = probArr[i]
+        @testset "MIRKN$order" for order in (4, 6)
+            sim = test_convergence(
+                dts, prob, mirkn_solver(Val(order)); abstol = 1e-8, reltol = 1e-8)
+            @test sim.𝒪est[:final]≈order atol=testTol
+        end
+    end
+end
+
+@testitem "JET tests" setup=[MIRKNConvergenceTests] begin
+    using JET
+
+    @testset "Problem: $i" for i in 1:6
+        prob = probArr[i]
+        @testset "MIRKN$order" for order in (4, 6)
+            solver = mirkn_solver(Val(order); nlsolve = NewtonRaphson(),
+                jac_alg = BVPJacobianAlgorithm(AutoForwardDiff(; chunksize = 2)))
+            @test_call target_modules=(BoundaryValueDiffEqMIRKN,) solve(
+                prob, solver; dt = 0.2)
+        end
+    end
+end
+
 @testitem "Example problem from paper" begin
     using BoundaryValueDiffEqMIRKN
 
@@ -81,72 +172,3 @@
         end
     end
 end
-
-@testitem "Convergence on Linear" begin
-    using LinearAlgebra, DiffEqDevTools
-
-    for order in (4, 6)
-        s = Symbol("MIRKN$(order)")
-        @eval mirkn_solver(::Val{$order}, args...; kwargs...) = $(s)(args...; kwargs...)
-    end
-
-    function f!(ddu, du, u, p, t)
-        ddu[1] = u[1]
-    end
-    function f(du, u, p, t)
-        return u[1]
-    end
-    function bc!(res, du, u, p, t)
-        res[1] = u(0.0)[1] - 1
-        res[2] = u(1.0)[1]
-    end
-    function bc(du, u, p, t)
-        return [u(0.0)[1] - 1, u(1.0)[1]]
-    end
-    function bc_indexing!(res, du, u, p, t)
-        res[1] = u[:, 1][1] - 1
-        res[2] = u[:, end][1]
-    end
-    function bc_indexing(du, u, p, t)
-        return [u[:, 1][1] - 1, u[:, end][1]]
-    end
-    function bc_a!(res, du, u, p)
-        res[1] = u[1] - 1
-    end
-    function bc_b!(res, du, u, p)
-        res[1] = u[1]
-    end
-    function bc_a(du, u, p)
-        return [u[1] - 1]
-    end
-    function bc_b(du, u, p)
-        return [u[1]]
-    end
-    analytical_solution = (u0, p, t) -> [
-        (exp(-t) - exp(t - 2)) / (1 - exp(-2)), (-exp(-t) - exp(t - 2)) / (1 - exp(-2))]
-    u0 = [1.0]
-    tspan = (0.0, 1.0)
-    testTol = 0.2
-    bvpf1 = DynamicalBVPFunction(f!, bc!, analytic = analytical_solution)
-    bvpf2 = DynamicalBVPFunction(f, bc, analytic = analytical_solution)
-    bvpf3 = DynamicalBVPFunction(f!, bc_indexing!, analytic = analytical_solution)
-    bvpf4 = DynamicalBVPFunction(f, bc_indexing, analytic = analytical_solution)
-    bvpf5 = DynamicalBVPFunction(f!, (bc_a!, bc_b!), analytic = analytical_solution,
-        bcresid_prototype = (zeros(1), zeros(1)), twopoint = Val(true))
-    bvpf6 = DynamicalBVPFunction(f, (bc_a, bc_b), analytic = analytical_solution,
-        bcresid_prototype = (zeros(1), zeros(1)), twopoint = Val(true))
-    probArr = [
-        SecondOrderBVProblem(bvpf1, u0, tspan), SecondOrderBVProblem(bvpf2, u0, tspan),
-        SecondOrderBVProblem(bvpf3, u0, tspan), SecondOrderBVProblem(bvpf4, u0, tspan),
-        TwoPointSecondOrderBVProblem(bvpf5, u0, tspan),
-        TwoPointSecondOrderBVProblem(bvpf6, u0, tspan)]
-    dts = 1 .// 2 .^ (3:-1:1)
-    @testset "Problem: $i" for i in (1, 2, 3, 4, 5, 6)
-        prob = probArr[i]
-        @testset "MIRKN$order" for order in (4, 6)
-            sim = test_convergence(
-                dts, prob, mirkn_solver(Val(order)); abstol = 1e-8, reltol = 1e-8)
-            @test sim.𝒪est[:final]≈order atol=testTol
-        end
-    end
-end
diff --git a/lib/BoundaryValueDiffEqShooting/Project.toml b/lib/BoundaryValueDiffEqShooting/Project.toml
@@ -28,7 +28,7 @@ SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 SparseDiffTools = "47a9eef4-7e08-11e9-0b38-333d64bd3804"
 
 [compat]
-ADTypes = "1.9"
+ADTypes = "1.11"
 Adapt = "4.1.1"
 Aqua = "0.8.7"
 ArrayInterface = "7.18"