numra-pde 0.1.1

Partial differential equation solvers for Numra via Method of Lines: heat, advection-diffusion, reaction-diffusion in 1D/2D/3D, Stefan moving-boundary problems.
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
//! Parametric 2D Method of Lines for forward sensitivity analysis.
//!
//! Wraps a 2D heat-equation MOL discretisation as a [`ParametricOdeSystem`],
//! letting users compute `∂y/∂p` for parameters `p = [α, reaction_p_0, ...]`
//! via [`numra_ode::sensitivity::solve_forward_sensitivity`] without
//! hand-rolling the parametric system.
//!
//! # Design
//!
//! For the equation `u_t = α∇²u + R(t, x, y, u, p_react)` discretised on a
//! uniform 2D grid by 5-point central differences, the assembled spatial
//! operator scales linearly with α. So the parametric system stores the
//! *un-scaled* Laplacian `L0` and the un-scaled boundary contribution
//! `bc_rhs_0` once; at each rhs / jacobian call it scales by the current
//! parameter `α`. No per-call matrix re-assembly.
//!
//! Mixed Dirichlet / Neumann boundary conditions both work automatically:
//! the Neumann ghost-point flux contribution `x_minus * 2*dx*flux` carries
//! `x_minus = α / dx²` (for a pure-Laplacian operator), so its α scaling
//! propagates through the full assembly. No split between α-scaled and
//! α-independent boundary terms is needed at v1 scope.
//!
//! # Parameter layout
//!
//! `params() = [α, reaction_p_0, reaction_p_1, ...]`. Slot 0 is reserved
//! for the diffusion coefficient α; the remaining slots are reaction
//! parameters. The reaction closure receives the *full* parameter slice
//! `&[S]` so it can index `p[1..]` for its own params (or `p[0]` for α
//! if the reaction depends on diffusion).
//!
//! Author: Moussa Leblouba
//! Date: 8 May 2026

use crate::boundary2d::BoundaryConditions2D;
use crate::grid::Grid2D;
use crate::sparse_assembly::{assemble_operator_2d, Operator2DCoefficients, SparseScalar};
use numra_linalg::SparseMatrix;
use numra_ode::ParametricOdeSystem;

/// Type alias for a parametric reaction closure: `(t, x, y, u, p) -> R`.
///
/// The full parameter slice is passed; the closure can read `p[0]` for the
/// diffusion coefficient α or `p[1..]` for its reaction-specific parameters.
type ParametricReactionFn<S> = Box<dyn Fn(S, S, S, S, &[S]) -> S + Send + Sync>;

/// Parametric 2D Method of Lines system.
///
/// See the module-level docs for the parameter layout, the linearity
/// argument that makes the scaled-operator path correct, and the
/// boundary-condition handling.
pub struct ParametricMOLSystem2D<S: SparseScalar> {
    grid: Grid2D<S>,
    /// Un-scaled Laplacian (built with α = 1).
    l0: SparseMatrix<S>,
    /// Un-scaled boundary RHS contribution (built with α = 1).
    bc_rhs_0: Vec<S>,
    /// Nominal parameter vector. `params[0]` = α, `params[1..]` = reaction.
    nominal_params: Vec<S>,
    /// Optional parametric reaction term `R(t, x, y, u, &p)`.
    reaction: Option<ParametricReactionFn<S>>,
}

impl<S: SparseScalar> ParametricMOLSystem2D<S> {
    /// Build a parametric heat equation `u_t = α∇²u` with the diffusion
    /// coefficient α as the single parameter.
    pub fn heat(grid: Grid2D<S>, alpha_nominal: S, bc: &BoundaryConditions2D<S>) -> Self {
        let coeffs = Operator2DCoefficients::laplacian();
        let (l0, bc_rhs_0) =
            assemble_operator_2d(&grid, &coeffs, bc).expect("Failed to assemble 2D Laplacian");
        Self {
            grid,
            l0,
            bc_rhs_0,
            nominal_params: vec![alpha_nominal],
            reaction: None,
        }
    }

    /// Build a parametric heat equation with a parametric reaction term.
    ///
    /// The full parameter vector is `[α, reaction_params...]` —
    /// `nominal_reaction_params` supplies nominal values for the reaction
    /// parameters only; α goes in slot 0 separately.
    ///
    /// The reaction closure receives `(t, x, y, u, &p_full)` where `p_full`
    /// is the full parameter slice (`p_full[0]` is α; `p_full[1..]` are the
    /// reaction parameters supplied here).
    pub fn heat_with_reaction<R>(
        grid: Grid2D<S>,
        alpha_nominal: S,
        bc: &BoundaryConditions2D<S>,
        nominal_reaction_params: Vec<S>,
        reaction: R,
    ) -> Self
    where
        R: Fn(S, S, S, S, &[S]) -> S + Send + Sync + 'static,
    {
        let coeffs = Operator2DCoefficients::laplacian();
        let (l0, bc_rhs_0) =
            assemble_operator_2d(&grid, &coeffs, bc).expect("Failed to assemble 2D Laplacian");
        let mut nominal_params = Vec::with_capacity(1 + nominal_reaction_params.len());
        nominal_params.push(alpha_nominal);
        nominal_params.extend(nominal_reaction_params);
        Self {
            grid,
            l0,
            bc_rhs_0,
            nominal_params,
            reaction: Some(Box::new(reaction)),
        }
    }

    /// Get the spatial grid.
    pub fn grid(&self) -> &Grid2D<S> {
        &self.grid
    }

    /// Number of interior points (the ODE state dimension).
    pub fn n_interior(&self) -> usize {
        self.grid.n_interior()
    }
}

impl<S: SparseScalar> ParametricOdeSystem<S> for ParametricMOLSystem2D<S> {
    fn n_states(&self) -> usize {
        self.grid.n_interior()
    }

    fn n_params(&self) -> usize {
        self.nominal_params.len()
    }

    fn params(&self) -> &[S] {
        &self.nominal_params
    }

    fn rhs_with_params(&self, t: S, y: &[S], p: &[S], dydt: &mut [S]) {
        let alpha = p[0];
        // α · (L0·y + bc_rhs_0). Both terms scale linearly with α; see the
        // module-level docs for the linearity argument.
        let matvec = self.l0.mul_vec(y).expect("Sparse matvec failed");
        let n = self.grid.n_interior();
        for i in 0..n {
            dydt[i] = alpha * (matvec[i] + self.bc_rhs_0[i]);
        }

        // Pointwise reaction term, if present. The closure sees the full
        // parameter slice so it can index p[0] for α or p[1..] for its
        // own params.
        if let Some(ref reaction) = self.reaction {
            let nx_int = self.grid.nx_interior();
            for jj in 0..self.grid.ny_interior() {
                for ii in 0..nx_int {
                    let idx = jj * nx_int + ii;
                    let x = self.grid.x_grid.points()[ii + 1];
                    let y_coord = self.grid.y_grid.points()[jj + 1];
                    dydt[idx] = dydt[idx] + reaction(t, x, y_coord, y[idx], p);
                }
            }
        }
    }

    /// Analytical state Jacobian: `α · L0` plus the diagonal reaction
    /// contribution. Same structure as `MOLSystem2D::jacobian`, but the
    /// linear part is scaled by `α` from the parameter vector — and the
    /// reaction sees the full parameter slice.
    fn jacobian_y(&self, t: S, y: &[S], jac: &mut [S]) {
        let n = self.n_states();
        let nn = n * n;
        let alpha = self.nominal_params[0];

        for v in jac.iter_mut().take(nn) {
            *v = S::ZERO;
        }

        // α · L0 → row-major dense.
        let col_ptrs = self.l0.col_ptrs();
        let row_indices = self.l0.row_indices();
        let values = self.l0.values();
        for j in 0..n {
            for idx in col_ptrs[j]..col_ptrs[j + 1] {
                let i = row_indices[idx];
                jac[i * n + j] = alpha * values[idx];
            }
        }

        // Diagonal reaction Jacobian: `∂R_i/∂u_j = δ_ij · ∂R_i/∂u_i`
        // (pointwise reaction ⇒ no off-diagonal entries by structure).
        // FD on the closure at the nominal parameter vector.
        if let Some(ref reaction) = self.reaction {
            let eps = S::from_f64(1e-8);
            let nx_int = self.grid.nx_interior();
            for jj in 0..self.grid.ny_interior() {
                for ii in 0..nx_int {
                    let idx = jj * nx_int + ii;
                    let x = self.grid.x_grid.points()[ii + 1];
                    let y_coord = self.grid.y_grid.points()[jj + 1];
                    let u = y[idx];
                    let h = eps * (S::ONE + u.abs());
                    let r0 = reaction(t, x, y_coord, u, &self.nominal_params);
                    let r1 = reaction(t, x, y_coord, u + h, &self.nominal_params);
                    let dr_du = (r1 - r0) / h;
                    jac[idx * n + idx] = jac[idx * n + idx] + dr_du;
                }
            }
        }
    }

    /// Analytical parameter Jacobian. Column 0 (the α slot) is `L0·y +
    /// bc_rhs_0` analytically, plus any `∂R/∂α` contribution from the
    /// reaction closure (FD-detected). Columns 1..N_s are pure reaction
    /// contributions (FD on the closure with the relevant slot perturbed).
    /// The reaction is pointwise so each column has only diagonal entries
    /// (one nonzero per grid point).
    fn jacobian_p(&self, t: S, y: &[S], jp: &mut [S]) {
        let n = self.n_states();
        let np = self.n_params();

        for v in jp.iter_mut().take(n * np) {
            *v = S::ZERO;
        }

        // Column 0 (α): linear part. ∂(α · L0·y + α · bc_rhs_0)/∂α
        //                          = L0·y + bc_rhs_0.
        let lin = self.l0.mul_vec(y).expect("Sparse matvec failed");
        for i in 0..n {
            jp[i] = lin[i] + self.bc_rhs_0[i];
        }

        // Reaction contribution to every column (including column 0 if R
        // depends on α). FD with the matching parameter slot perturbed.
        // Each grid point contributes only its own row — pointwise R.
        if let Some(ref reaction) = self.reaction {
            let eps = S::from_f64(1e-8);
            let nx_int = self.grid.nx_interior();
            let mut p_pert = self.nominal_params.clone();
            for k in 0..np {
                let pk = self.nominal_params[k];
                let h = eps * (S::ONE + pk.abs());
                p_pert[k] = pk + h;
                for jj in 0..self.grid.ny_interior() {
                    for ii in 0..nx_int {
                        let idx = jj * nx_int + ii;
                        let x = self.grid.x_grid.points()[ii + 1];
                        let y_coord = self.grid.y_grid.points()[jj + 1];
                        let u = y[idx];
                        let r0 = reaction(t, x, y_coord, u, &self.nominal_params);
                        let r1 = reaction(t, x, y_coord, u, &p_pert);
                        let dr_dpk = (r1 - r0) / h;
                        jp[k * n + idx] = jp[k * n + idx] + dr_dpk;
                    }
                }
                p_pert[k] = pk;
            }
        }
    }

    fn has_analytical_jacobian_y(&self) -> bool {
        true
    }

    fn has_analytical_jacobian_p(&self) -> bool {
        true
    }
}

#[cfg(test)]
mod tests {
    use super::*;
    use numra_ode::sensitivity::solve_forward_sensitivity;
    use numra_ode::Radau5;

    /// Trait-default FD Jacobian helper. Used for analytical-vs-FD
    /// agreement regression. Identical to the FD path in
    /// `ParametricOdeSystem::jacobian_y`/`jacobian_p` defaults.
    fn fd_jacobian_y<Sys: ParametricOdeSystem<f64>>(sys: &Sys, t: f64, y: &[f64]) -> Vec<f64> {
        let n = sys.n_states();
        let p = sys.params().to_vec();
        let h_factor = (1e-15_f64).sqrt() * 1.5; // ~sqrt(eps)
        let mut jac = vec![0.0; n * n];
        let mut f0 = vec![0.0; n];
        let mut f1 = vec![0.0; n];
        let mut y_pert = y.to_vec();
        sys.rhs_with_params(t, y, &p, &mut f0);
        for j in 0..n {
            let yj = y_pert[j];
            let h = h_factor * (1.0 + yj.abs());
            y_pert[j] = yj + h;
            sys.rhs_with_params(t, &y_pert, &p, &mut f1);
            y_pert[j] = yj;
            for i in 0..n {
                jac[i * n + j] = (f1[i] - f0[i]) / h;
            }
        }
        jac
    }

    fn fd_jacobian_p<Sys: ParametricOdeSystem<f64>>(sys: &Sys, t: f64, y: &[f64]) -> Vec<f64> {
        let n = sys.n_states();
        let np = sys.n_params();
        let p_nom = sys.params().to_vec();
        let h_factor = (1e-15_f64).sqrt() * 1.5;
        let mut jp = vec![0.0; n * np];
        let mut f0 = vec![0.0; n];
        let mut f1 = vec![0.0; n];
        let mut p_pert = p_nom.clone();
        sys.rhs_with_params(t, y, &p_nom, &mut f0);
        for k in 0..np {
            let pk = p_pert[k];
            let h = h_factor * (1.0 + pk.abs());
            p_pert[k] = pk + h;
            sys.rhs_with_params(t, y, &p_pert, &mut f1);
            p_pert[k] = pk;
            for i in 0..n {
                jp[k * n + i] = (f1[i] - f0[i]) / h;
            }
        }
        jp
    }

    #[test]
    fn test_jacobian_y_agrees_with_fd_no_reaction() {
        let grid = Grid2D::uniform(0.0, 1.0, 7, 0.0, 1.0, 7);
        let bc = BoundaryConditions2D::all_zero_dirichlet();
        let mol = ParametricMOLSystem2D::heat(grid, 0.05_f64, &bc);
        let n = mol.n_states();
        let y: Vec<f64> = (0..n).map(|i| ((i + 1) as f64).sin()).collect();

        let mut jac_a = vec![0.0; n * n];
        mol.jacobian_y(0.0, &y, &mut jac_a);
        let jac_fd = fd_jacobian_y(&mol, 0.0, &y);

        for i in 0..n {
            for j in 0..n {
                let a = jac_a[i * n + j];
                let f = jac_fd[i * n + j];
                let tol = 1e-5_f64.max(1e-5 * a.abs());
                assert!(
                    (a - f).abs() < tol,
                    "jac_y mismatch at ({},{}): analytical={}, fd={}",
                    i,
                    j,
                    a,
                    f
                );
            }
        }
    }

    #[test]
    fn test_jacobian_y_agrees_with_fd_with_reaction() {
        // Parametric reaction: R(u, p) = -p[1] * u^3   (Allen-Cahn-like with
        // a parametric reaction rate at slot 1).
        let grid = Grid2D::uniform(0.0, 1.0, 5, 0.0, 1.0, 5);
        let bc = BoundaryConditions2D::all_zero_dirichlet();
        let mol = ParametricMOLSystem2D::heat_with_reaction(
            grid,
            0.05_f64,
            &bc,
            vec![1.0],
            |_t, _x, _y, u, p: &[f64]| -p[1] * u * u * u,
        );
        let n = mol.n_states();
        let y: Vec<f64> = (0..n).map(|i| 0.1 + (i as f64) * 0.01).collect();

        let mut jac_a = vec![0.0; n * n];
        mol.jacobian_y(0.0, &y, &mut jac_a);
        let jac_fd = fd_jacobian_y(&mol, 0.0, &y);

        for i in 0..n {
            for j in 0..n {
                let a = jac_a[i * n + j];
                let f = jac_fd[i * n + j];
                assert!(
                    (a - f).abs() < 1e-4,
                    "jac_y mismatch at ({},{}): analytical={}, fd={}",
                    i,
                    j,
                    a,
                    f
                );
            }
        }
    }

    #[test]
    fn test_jacobian_p_agrees_with_fd_no_reaction() {
        // Pure heat equation: only one parameter, α. ∂rhs/∂α = L·y + bc_rhs.
        let grid = Grid2D::uniform(0.0, 1.0, 7, 0.0, 1.0, 7);
        let bc = BoundaryConditions2D::all_zero_dirichlet();
        let mol = ParametricMOLSystem2D::heat(grid, 0.05_f64, &bc);
        let n = mol.n_states();
        let np = mol.n_params();
        assert_eq!(np, 1);

        let y: Vec<f64> = (0..n).map(|i| ((i + 1) as f64).sin()).collect();
        let mut jp_a = vec![0.0; n * np];
        mol.jacobian_p(0.0, &y, &mut jp_a);
        let jp_fd = fd_jacobian_p(&mol, 0.0, &y);

        for i in 0..n {
            let a = jp_a[i];
            let f = jp_fd[i];
            let tol = 1e-5_f64.max(1e-5 * a.abs());
            assert!(
                (a - f).abs() < tol,
                "jac_p[α] mismatch at i={}: analytical={}, fd={}",
                i,
                a,
                f
            );
        }
    }

    #[test]
    fn test_jacobian_p_agrees_with_fd_with_reaction() {
        // Two reaction params at slots 1 and 2: R(u, p) = -p[1] * u + p[2].
        let grid = Grid2D::uniform(0.0, 1.0, 5, 0.0, 1.0, 5);
        let bc = BoundaryConditions2D::all_zero_dirichlet();
        let mol = ParametricMOLSystem2D::heat_with_reaction(
            grid,
            0.05_f64,
            &bc,
            vec![0.5, 0.1],
            |_t, _x, _y, u, p: &[f64]| -p[1] * u + p[2],
        );
        let n = mol.n_states();
        let np = mol.n_params();
        assert_eq!(np, 3);

        let y: Vec<f64> = (0..n).map(|i| 0.1 + (i as f64) * 0.01).collect();
        let mut jp_a = vec![0.0; n * np];
        mol.jacobian_p(0.0, &y, &mut jp_a);
        let jp_fd = fd_jacobian_p(&mol, 0.0, &y);

        for k in 0..np {
            for i in 0..n {
                let a = jp_a[k * n + i];
                let f = jp_fd[k * n + i];
                assert!(
                    (a - f).abs() < 1e-4,
                    "jac_p[k={},i={}] mismatch: analytical={}, fd={}",
                    k,
                    i,
                    a,
                    f
                );
            }
        }
    }

    #[test]
    fn test_forward_sensitivity_matches_analytical_decay() {
        // Heat equation u_t = α∇²u on [0,1]² with zero Dirichlet BCs.
        // IC: u(x,y,0) = sin(πx)sin(πy).
        // Exact: u(x,y,t) = sin(πx)sin(πy)·exp(-2π²·α·t).
        // Sensitivity ∂u/∂α = -2π²t · u.
        // We compute the numerical sensitivity at t=0.5, compare to the
        // closed form at the cube centre.
        use numra_ode::SolverOptions;
        let alpha = 0.01_f64;
        let n = 17;
        let grid = Grid2D::uniform(0.0, 1.0, n, 0.0, 1.0, n);
        let bc = BoundaryConditions2D::all_zero_dirichlet();
        let mol = ParametricMOLSystem2D::heat(grid.clone(), alpha, &bc);

        let nx_int = n - 2;
        let n_int = nx_int * nx_int;

        let pi = std::f64::consts::PI;
        let mut u0 = vec![0.0; n_int];
        for jj in 0..nx_int {
            for ii in 0..nx_int {
                let x = grid.x_grid.points()[ii + 1];
                let yc = grid.y_grid.points()[jj + 1];
                u0[jj * nx_int + ii] = (pi * x).sin() * (pi * yc).sin();
            }
        }

        let t_final = 0.5;
        let opts = SolverOptions::default().rtol(1e-7).atol(1e-10);
        let result =
            solve_forward_sensitivity::<Radau5, f64, _>(&mol, 0.0, t_final, &u0, &opts).unwrap();

        // Centre cell.
        let mid = (nx_int / 2) * nx_int + (nx_int / 2);
        let exact_u =
            (pi * 0.5).sin() * (pi * 0.5).sin() * (-2.0 * pi * pi * alpha * t_final).exp();
        let exact_du_dalpha = -2.0 * pi * pi * t_final * exact_u;

        let computed_u = result.final_state()[mid];
        let last_t = result.t.len() - 1;
        let computed_du_dalpha = result.dyi_dpj(last_t, mid, 0);

        // Coarse 17² grid + low-order spatial discretisation: a few percent
        // error at the centre is normal.
        let rel_err_u = (computed_u - exact_u).abs() / exact_u;
        let rel_err_s = (computed_du_dalpha - exact_du_dalpha).abs() / exact_du_dalpha.abs();
        assert!(
            rel_err_u < 0.02,
            "state: computed={}, exact={}, rel_err={}",
            computed_u,
            exact_u,
            rel_err_u
        );
        assert!(
            rel_err_s < 0.02,
            "∂u/∂α: computed={}, exact={}, rel_err={}",
            computed_du_dalpha,
            exact_du_dalpha,
            rel_err_s
        );
    }
}