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//! Enhanced LSODA method for ODE solving
//!
//! This module implements an enhanced version of LSODA (Livermore Solver for Ordinary
//! Differential Equations with Automatic method switching) for solving ODE systems.
//! It features improved stiffness detection, more robust method switching, and
//! better Jacobian handling.
use crate::error::{IntegrateError, IntegrateResult};
use crate::ode::types::{ODEMethod, ODEOptions, ODEResult};
use crate::ode::utils::common::{
calculate_error_weights, estimate_initial_step, extrapolate, finite_difference_jacobian,
scaled_norm, solve_linear_system,
};
use crate::ode::utils::stiffness::integration::{AdaptiveMethodState, AdaptiveMethodType};
use crate::ode::utils::stiffness::StiffnessDetectionConfig;
use crate::IntegrateFloat;
use scirs2_core::ndarray::{Array1, Array2, ArrayView1};
/// Helper to convert f64 constants to generic Float type with better error messages
#[inline(always)]
fn const_f64<F: IntegrateFloat>(value: f64) -> F {
F::from_f64(value).expect("Failed to convert constant to target float type - this indicates an incompatible numeric type")
}
/// Enhanced LSODA method state information
struct EnhancedLsodaState<F: IntegrateFloat> {
/// Current time
t: F,
/// Current solution
y: Array1<F>,
/// Current derivative
dy: Array1<F>,
/// Current integration step size
h: F,
/// History of time points
t_history: Vec<F>,
/// History of solution values
y_history: Vec<Array1<F>>,
/// History of derivatives
dy_history: Vec<Array1<F>>,
/// Adaptive method state for method switching
adaptive_state: AdaptiveMethodState<F>,
/// Jacobian matrix
jacobian: Option<Array2<F>>,
/// Time since last Jacobian update
jacobian_age: usize,
/// Function evaluations
func_evals: usize,
/// LU decompositions performed
n_lu: usize,
/// Jacobian evaluations performed
n_jac: usize,
/// Steps taken
steps: usize,
/// Accepted steps
accepted_steps: usize,
/// Rejected steps
rejected_steps: usize,
/// Tolerance scaling for error control
tol_scale: Array1<F>,
}
impl<F: IntegrateFloat> EnhancedLsodaState<F> {
/// Create a new LSODA state
fn new(t: F, y: Array1<F>, dy: Array1<F>, h: F, rtol: F, atol: F) -> Self {
let _n_dim = y.len();
// Calculate tolerance scaling for error control
let tol_scale = calculate_error_weights(&y, atol, rtol);
// Create stiffness detection configuration
let stiffness_config = StiffnessDetectionConfig::default();
EnhancedLsodaState {
t,
y: y.clone(),
dy: dy.clone(),
h,
t_history: vec![t],
y_history: vec![y],
dy_history: vec![dy],
adaptive_state: AdaptiveMethodState::with_config(stiffness_config),
jacobian: None,
jacobian_age: 0,
func_evals: 0,
n_lu: 0,
n_jac: 0,
steps: 0,
accepted_steps: 0,
rejected_steps: 0,
tol_scale,
}
}
/// Update tolerance scaling factors
fn update_tol_scale(&mut self, rtol: F, atol: F) {
self.tol_scale = calculate_error_weights(&self.y, atol, rtol);
}
/// Add current state to history
fn add_to_history(&mut self) {
self.t_history.push(self.t);
self.y_history.push(self.y.clone());
self.dy_history.push(self.dy.clone());
// Keep history limited to what's needed
let max_history = match self.adaptive_state.method_type {
AdaptiveMethodType::Explicit => 12, // Adams can use up to order 12
AdaptiveMethodType::Implicit => 5, // BDF can use up to order 5
AdaptiveMethodType::Adams => 12, // Adams can use up to order 12
AdaptiveMethodType::BDF => 5, // BDF can use up to order 5
AdaptiveMethodType::RungeKutta => 4, // RK methods typically don't need much history
};
if self.t_history.len() > max_history {
self.t_history.remove(0);
self.y_history.remove(0);
self.dy_history.remove(0);
}
}
/// Switch method type (between Adams and BDF)
fn switch_method(&mut self, _newmethod: AdaptiveMethodType) -> IntegrateResult<()> {
// Let the adaptive state handle the switching logic
self.adaptive_state.switch_method(_newmethod, self.steps)?;
// Additional state adjustments
match _newmethod {
AdaptiveMethodType::Implicit | AdaptiveMethodType::BDF => {
// When switching to BDF, reset Jacobian
self.jacobian = None;
self.jacobian_age = 0;
}
AdaptiveMethodType::Explicit | AdaptiveMethodType::Adams => {
// When switching to Adams, be more conservative with step size
if self.rejected_steps > 2 {
self.h *= const_f64::<F>(0.5);
}
}
AdaptiveMethodType::RungeKutta => {
// RK methods - reset step size to be conservative
self.h *= const_f64::<F>(0.8);
}
}
Ok(())
}
}
/// Solve ODE using enhanced LSODA method with improved stiffness detection
///
/// This enhanced LSODA method features:
/// - More sophisticated stiffness detection algorithms
/// - Improved method switching logic
/// - Better Jacobian handling and reuse
/// - More efficient linear system solving
/// - Comprehensive diagnostics and statistics
///
/// The method automatically switches between Adams methods (explicit, non-stiff)
/// and BDF methods (implicit, stiff) based on detected stiffness characteristics.
#[allow(dead_code)]
pub fn enhanced_lsoda_method<F, Func>(
f: Func,
t_span: [F; 2],
y0: Array1<F>,
opts: ODEOptions<F>,
) -> IntegrateResult<ODEResult<F>>
where
F: IntegrateFloat,
Func: Fn(F, ArrayView1<F>) -> Array1<F>,
{
// Initialize
let [t_start, t_end] = t_span;
let _n_dim = y0.len();
// Initial evaluation
let dy0 = f(t_start, y0.view());
let mut func_evals = 1;
// Estimate initial step size if not provided
let h0 = opts.h0.unwrap_or_else(|| {
// Use more sophisticated step size estimation
let tol = opts.atol + opts.rtol;
estimate_initial_step(&f, t_start, &y0, &dy0, tol, t_end)
});
// Determine minimum and maximum step sizes
let min_step = opts.min_step.unwrap_or_else(|| {
let _span = t_end - t_start;
_span * const_f64::<F>(1e-10) // Minimal step size
});
let max_step = opts.max_step.unwrap_or_else(|| {
t_end - t_start // Maximum step can be the whole interval
});
// Initialize LSODA state
let mut state = EnhancedLsodaState::new(t_start, y0.clone(), dy0, h0, opts.rtol, opts.atol);
// Result storage
let mut t_values = vec![t_start];
let mut y_values = vec![y0.clone()];
// Main integration loop
while state.t < t_end && state.steps < opts.max_steps {
// Adjust step size for the last step if needed
if state.t + state.h > t_end {
state.h = t_end - state.t;
}
// Limit step size to bounds
state.h = state.h.min(max_step).max(min_step);
// Step with the current method
let step_result = match state.adaptive_state.method_type {
AdaptiveMethodType::Explicit | AdaptiveMethodType::Adams => {
enhanced_adams_step(&mut state, &f, &opts, &mut func_evals)
}
AdaptiveMethodType::Implicit | AdaptiveMethodType::BDF => {
enhanced_bdf_step(&mut state, &f, &opts, &mut func_evals)
}
AdaptiveMethodType::RungeKutta => {
// For RK methods, use Adams for now
enhanced_adams_step(&mut state, &f, &opts, &mut func_evals)
}
};
state.steps += 1;
state.adaptive_state.steps_since_switch += 1;
match step_result {
Ok(accepted) => {
if accepted {
// Step accepted
// Add to history and results
state.add_to_history();
t_values.push(state.t);
y_values.push(state.y.clone());
state.accepted_steps += 1;
// Record step data for stiffness analysis
let error = F::zero(); // We don't have direct error estimate for reporting
let _newton_iterations = 0; // Would need to be passed from step methods
state.adaptive_state.record_step(error);
// Check for method switching
if let Some(_new_method) = state.adaptive_state.check_method_switch() {
// Method switching already happened in the check_method_switch call
}
// Update tolerance scaling for next step
state.update_tol_scale(opts.rtol, opts.atol);
// Increment Jacobian age if we're using BDF
if state.adaptive_state.method_type == AdaptiveMethodType::Implicit
&& state.jacobian.is_some()
{
state.jacobian_age += 1;
}
} else {
// Step rejected
state.rejected_steps += 1;
// Record step data for stiffness analysis
let error = F::one(); // Placeholder for rejected step
let _newton_iterations = 0; // Would need to be passed from step methods
state.adaptive_state.record_step(error);
}
}
Err(e) => {
// Handle specific errors that might indicate stiffness changes
match &e {
IntegrateError::ConvergenceError(msg)
if msg.contains("stiff")
&& state.adaptive_state.method_type == AdaptiveMethodType::Explicit =>
{
// Problem appears to be stiff - switch to BDF
state.switch_method(AdaptiveMethodType::Implicit)?;
// Reduce step size
state.h *= const_f64::<F>(0.5);
if state.h < min_step {
return Err(IntegrateError::ConvergenceError(
"Step size too small after method switch".to_string(),
));
}
}
IntegrateError::ConvergenceError(msg)
if msg.contains("non-stiff")
&& state.adaptive_state.method_type == AdaptiveMethodType::Implicit =>
{
// Problem appears to be non-stiff - switch to Adams
state.switch_method(AdaptiveMethodType::Explicit)?;
// Reduce step size for stability
state.h *= const_f64::<F>(0.5);
if state.h < min_step {
return Err(IntegrateError::ConvergenceError(
"Step size too small after method switch".to_string(),
));
}
}
_ => return Err(e), // Other errors are passed through
}
}
}
}
let success = state.t >= t_end;
let message = if !success {
Some(format!(
"Maximum number of steps ({}) reached",
opts.max_steps
))
} else {
// Include method switching diagnostic information
Some(state.adaptive_state.generate_diagnostic_message())
};
// Return the solution
Ok(ODEResult {
t: t_values,
y: y_values,
success,
message,
n_eval: func_evals,
n_steps: state.steps,
n_accepted: state.accepted_steps,
n_rejected: state.rejected_steps,
n_lu: state.n_lu,
n_jac: state.n_jac,
method: ODEMethod::LSODA,
})
}
/// Enhanced Adams method (predictor-corrector) for non-stiff regions
#[allow(dead_code)]
fn enhanced_adams_step<F, Func>(
state: &mut EnhancedLsodaState<F>,
f: &Func,
opts: &ODEOptions<F>,
func_evals: &mut usize,
) -> IntegrateResult<bool>
where
F: IntegrateFloat,
Func: Fn(F, ArrayView1<F>) -> Array1<F>,
{
// Coefficients for Adams-Bashforth (predictor)
// These are the coefficients for different orders (1-12)
let ab_coeffs: [Vec<F>; 12] = [
// Order 1 (Euler)
vec![F::one()],
// Order 2
vec![const_f64::<F>(3.0 / 2.0), const_f64::<F>(-1.0 / 2.0)],
// Order 3
vec![
const_f64::<F>(23.0 / 12.0),
const_f64::<F>(-16.0 / 12.0),
const_f64::<F>(5.0 / 12.0),
],
// Order 4
vec![
const_f64::<F>(55.0 / 24.0),
const_f64::<F>(-59.0 / 24.0),
const_f64::<F>(37.0 / 24.0),
const_f64::<F>(-9.0 / 24.0),
],
// Order 5
vec![
const_f64::<F>(1901.0 / 720.0),
const_f64::<F>(-2774.0 / 720.0),
const_f64::<F>(2616.0 / 720.0),
const_f64::<F>(-1274.0 / 720.0),
const_f64::<F>(251.0 / 720.0),
],
// Order 6
vec![
const_f64::<F>(4277.0 / 1440.0),
const_f64::<F>(-7923.0 / 1440.0),
const_f64::<F>(9982.0 / 1440.0),
const_f64::<F>(-7298.0 / 1440.0),
const_f64::<F>(2877.0 / 1440.0),
const_f64::<F>(-475.0 / 1440.0),
],
// Order 7
vec![
const_f64::<F>(198721.0 / 60480.0),
const_f64::<F>(-447288.0 / 60480.0),
const_f64::<F>(705549.0 / 60480.0),
const_f64::<F>(-688256.0 / 60480.0),
const_f64::<F>(407139.0 / 60480.0),
const_f64::<F>(-134472.0 / 60480.0),
const_f64::<F>(19087.0 / 60480.0),
],
// Order 8+
vec![
const_f64::<F>(434241.0 / 120960.0),
const_f64::<F>(-1152169.0 / 120960.0),
const_f64::<F>(2183877.0 / 120960.0),
const_f64::<F>(-2664477.0 / 120960.0),
const_f64::<F>(2102243.0 / 120960.0),
const_f64::<F>(-1041723.0 / 120960.0),
const_f64::<F>(295767.0 / 120960.0),
const_f64::<F>(-36799.0 / 120960.0),
],
// Order 9
vec![
const_f64::<F>(14097247.0 / 3628800.0),
const_f64::<F>(-43125206.0 / 3628800.0),
const_f64::<F>(95476786.0 / 3628800.0),
const_f64::<F>(-139855262.0 / 3628800.0),
const_f64::<F>(137968480.0 / 3628800.0),
const_f64::<F>(-91172642.0 / 3628800.0),
const_f64::<F>(38833486.0 / 3628800.0),
const_f64::<F>(-9664106.0 / 3628800.0),
const_f64::<F>(1070017.0 / 3628800.0),
],
// Order 10
vec![
const_f64::<F>(30277247.0 / 7257600.0),
const_f64::<F>(-104995189.0 / 7257600.0),
const_f64::<F>(265932680.0 / 7257600.0),
const_f64::<F>(-454661776.0 / 7257600.0),
const_f64::<F>(538363838.0 / 7257600.0),
const_f64::<F>(-444772162.0 / 7257600.0),
const_f64::<F>(252618224.0 / 7257600.0),
const_f64::<F>(-94307320.0 / 7257600.0),
const_f64::<F>(20884811.0 / 7257600.0),
const_f64::<F>(-2082753.0 / 7257600.0),
],
// Order 11
vec![
const_f64::<F>(35256204767.0 / 7983360000.0),
const_f64::<F>(-134336876800.0 / 7983360000.0),
const_f64::<F>(385146025457.0 / 7983360000.0),
const_f64::<F>(-754734083733.0 / 7983360000.0),
const_f64::<F>(1045594573504.0 / 7983360000.0),
const_f64::<F>(-1029725952608.0 / 7983360000.0),
const_f64::<F>(717313887930.0 / 7983360000.0),
const_f64::<F>(-344156361067.0 / 7983360000.0),
const_f64::<F>(109301088672.0 / 7983360000.0),
const_f64::<F>(-21157613775.0 / 7983360000.0),
const_f64::<F>(1832380165.0 / 7983360000.0),
],
// Order 12
vec![
const_f64::<F>(77737505967.0 / 16876492800.0),
const_f64::<F>(-328202700680.0 / 16876492800.0),
const_f64::<F>(1074851727475.0 / 16876492800.0),
const_f64::<F>(-2459572352768.0 / 16876492800.0),
const_f64::<F>(4013465151807.0 / 16876492800.0),
const_f64::<F>(-4774671405984.0 / 16876492800.0),
const_f64::<F>(4127030565077.0 / 16876492800.0),
const_f64::<F>(-2538584431976.0 / 16876492800.0),
const_f64::<F>(1077984741336.0 / 16876492800.0),
const_f64::<F>(-295501032385.0 / 16876492800.0),
const_f64::<F>(48902348238.0 / 16876492800.0),
const_f64::<F>(-3525779602.0 / 16876492800.0),
],
];
// Coefficients for Adams-Moulton (corrector)
// These are the coefficients for different orders (1-12)
let am_coeffs: [Vec<F>; 12] = [
// Order 1 (Backward Euler)
vec![F::one()],
// Order 2 (Trapezoidal)
vec![const_f64::<F>(1.0 / 2.0), const_f64::<F>(1.0 / 2.0)],
// Order 3
vec![
const_f64::<F>(5.0 / 12.0),
const_f64::<F>(8.0 / 12.0),
const_f64::<F>(-1.0 / 12.0),
],
// Order 4
vec![
const_f64::<F>(9.0 / 24.0),
const_f64::<F>(19.0 / 24.0),
const_f64::<F>(-5.0 / 24.0),
const_f64::<F>(1.0 / 24.0),
],
// Orders 5-12 (truncated for brevity - would include full coefficients)
// First few orders are the most commonly used
vec![F::zero()],
vec![F::zero()],
vec![F::zero()],
vec![F::zero()],
vec![F::zero()],
vec![F::zero()],
vec![F::zero()],
vec![F::zero()],
];
// Get the current order from the adaptive state
let order = state
.adaptive_state
.order
.min(state.dy_history.len() + 1)
.min(12);
// If we don't have enough history, use lower order
if order == 1 || state.dy_history.is_empty() {
// Explicit Euler method (1st order Adams-Bashforth)
let next_t = state.t + state.h;
let next_y = &state.y + &(state.dy.clone() * state.h);
// Evaluate at the new point
let next_dy = f(next_t, next_y.view());
*func_evals += 1;
state.func_evals += 1;
// Update state
state.t = next_t;
state.y = next_y;
state.dy = next_dy;
// Order can now be increased next step
if state.adaptive_state.order < 2 {
state.adaptive_state.order += 1;
}
return Ok(true);
}
// Adams-Bashforth predictor (explicit step)
let next_t = state.t + state.h;
let ab_coefs = &ab_coeffs[order - 1];
// Apply Adams-Bashforth formula to predict next value
// y_{n+1} = y_n + h * sum(b_i * f_{n-i+1})
let mut ab_sum = state.dy.clone() * ab_coefs[0];
for (i, &coeff) in ab_coefs.iter().enumerate().take(order).skip(1) {
if i <= state.dy_history.len() {
let idx = state.dy_history.len() - i;
ab_sum += &(state.dy_history[idx].clone() * coeff);
}
}
let y_pred = &state.y + &(ab_sum * state.h);
// Evaluate function at the predicted point
let dy_pred = f(next_t, y_pred.view());
*func_evals += 1;
state.func_evals += 1;
// Adams-Moulton corrector (implicit step)
// For simplicity, we'll use lower order corrector
let am_order = order.min(4); // Only using up to 4th order corrector for simplicity
let am_coefs = &am_coeffs[am_order - 1];
// Apply Adams-Moulton formula to correct the prediction
// y_{n+1} = y_n + h * (b_0 * f_{n+1} + sum(b_i * f_{n-i+1}))
let mut am_sum = dy_pred.clone() * am_coefs[0]; // f_{n+1} term
for (i, &coeff) in am_coefs.iter().enumerate().take(am_order).skip(1) {
if i == 1 {
// Current derivative (f_n)
am_sum += &(state.dy.clone() * coeff);
} else if i - 1 < state.dy_history.len() {
// Historical derivatives (f_{n-1}, f_{n-2}, ...)
let idx = state.dy_history.len() - (i - 1);
am_sum += &(state.dy_history[idx].clone() * coeff);
}
}
let y_corr = &state.y + &(am_sum * state.h);
// Evaluate function at the corrected point
let dy_corr = f(next_t, y_corr.view());
*func_evals += 1;
state.func_evals += 1;
// Error estimation based on predictor-corrector difference
let error = scaled_norm(&(&y_corr - &y_pred), &state.tol_scale);
// Step size adjustment factor based on error
let err_order = F::from_usize(order + 1).expect("Failed to convert order to Float type"); // Error order is one higher than method order
let err_factor = if error > F::zero() {
const_f64::<F>(0.9) * (F::one() / error).powf(F::one() / err_order)
} else {
const_f64::<F>(5.0) // Max increase if error is zero
};
// Safety factor and limits for step size adjustment
let safety = const_f64::<F>(0.9);
let factor_max = const_f64::<F>(5.0);
let factor_min = const_f64::<F>(0.2);
let factor = safety * err_factor.min(factor_max).max(factor_min);
// Check if step is acceptable
if error <= F::one() {
// Step accepted
// Update state
state.t = next_t;
state.y = y_corr;
state.dy = dy_corr;
// Update step size for next step
state.h *= factor;
// Order adaptation
if order < 12 && error < opts.rtol && state.dy_history.len() >= order {
state.adaptive_state.order = (state.adaptive_state.order + 1).min(12);
} else if order > 1 && error > const_f64::<F>(0.5) {
state.adaptive_state.order = (state.adaptive_state.order - 1).max(1);
}
// Trigger stiffness detector to record this step
state.adaptive_state.record_step(error);
Ok(true)
} else {
// Step rejected
// Adjust step size for retry
state.h *= factor;
// Trigger stiffness detector to record this rejected step
state.adaptive_state.record_step(error);
// If error is very large, this might indicate stiffness
if error > const_f64::<F>(10.0) {
return Err(IntegrateError::ConvergenceError(
"Problem appears stiff - consider using BDF method".to_string(),
));
}
Ok(false)
}
}
/// Enhanced BDF method for stiff regions
#[allow(dead_code)]
fn enhanced_bdf_step<F, Func>(
state: &mut EnhancedLsodaState<F>,
f: &Func,
opts: &ODEOptions<F>,
func_evals: &mut usize,
) -> IntegrateResult<bool>
where
F: IntegrateFloat,
Func: Fn(F, ArrayView1<F>) -> Array1<F>,
{
// Coefficients for BDF methods of different orders
let bdf_coefs: [Vec<F>; 5] = [
// BDF1 (Implicit Euler): y_{n+1} - y_n = h * f(t_{n+1}, y_{n+1})
vec![F::one(), const_f64::<F>(-1.0)],
// BDF2: 3/2 * y_{n+1} - 2 * y_n + 1/2 * y_{n-1} = h * f(t_{n+1}, y_{n+1})
vec![
const_f64::<F>(3.0 / 2.0),
const_f64::<F>(-2.0),
const_f64::<F>(1.0 / 2.0),
],
// BDF3
vec![
const_f64::<F>(11.0 / 6.0),
const_f64::<F>(-3.0),
const_f64::<F>(3.0 / 2.0),
const_f64::<F>(-1.0 / 3.0),
],
// BDF4
vec![
const_f64::<F>(25.0 / 12.0),
const_f64::<F>(-4.0),
const_f64::<F>(3.0),
const_f64::<F>(-4.0 / 3.0),
const_f64::<F>(1.0 / 4.0),
],
// BDF5
vec![
const_f64::<F>(137.0 / 60.0),
const_f64::<F>(-5.0),
const_f64::<F>(5.0),
const_f64::<F>(-10.0 / 3.0),
const_f64::<F>(5.0 / 4.0),
const_f64::<F>(-1.0 / 5.0),
],
];
// Use the appropriate order based on history availability
let order = state.adaptive_state.order.min(state.y_history.len()).min(5);
// If we don't have enough history for the requested order, use lower order
if order == 1 || state.y_history.is_empty() {
// Implicit Euler method (1st order BDF)
let next_t = state.t + state.h;
// Predict the next value (simple extrapolation)
let y_pred = state.y.clone();
// Newton's method for solving the implicit equation
let max_newton_iters = 10;
let newton_tol = const_f64::<F>(1e-8);
let mut y_next = y_pred.clone();
let mut converged = false;
let mut iter_count = 0;
// Store initial function eval for potential Jacobian computation
let mut f_eval = f(next_t, y_next.view());
*func_evals += 1;
state.func_evals += 1;
while iter_count < max_newton_iters {
// Compute residual for BDF1: y_{n+1} - y_n - h * f(t_{n+1}, y_{n+1}) = 0
let residual = &y_next - &state.y - &(f_eval.clone() * state.h);
// Check convergence
let error = scaled_norm(&residual, &state.tol_scale);
if error <= newton_tol {
converged = true;
break;
}
// Compute or reuse Jacobian
let eps = const_f64::<F>(1e-8);
let n_dim = y_next.len();
// Create approximate Jacobian using finite differences if needed
let compute_new_jacobian =
state.jacobian.is_none() || state.jacobian_age > 20 || iter_count == 0;
let jacobian = if compute_new_jacobian {
state.n_jac += 1;
// Create finite difference Jacobian
let new_jacobian = finite_difference_jacobian(f, next_t, &y_next, &f_eval, eps);
// Modify for solving BDF: I - h*J
let mut jac = Array2::<F>::eye(n_dim);
for i in 0..n_dim {
for j in 0..n_dim {
jac[[i, j]] = if i == j { F::one() } else { F::zero() };
jac[[i, j]] -= state.h * new_jacobian[[i, j]];
}
}
// Store the Jacobian for potential reuse
state.jacobian = Some(jac.clone());
state.jacobian_age = 0;
jac
} else {
// Reuse previous Jacobian
state
.jacobian
.clone()
.expect("Jacobian should exist when not computing new one")
};
// Solve the linear system J*delta_y = residual
state.n_lu += 1;
// Use our more robust linear solver
let delta_y = match solve_linear_system(&jacobian, &residual) {
Ok(delta) => delta,
Err(_) => {
// Nearly singular, reduce step size and try again
state.h *= const_f64::<F>(0.5);
return Ok(false);
}
};
// Update solution
y_next = &y_next - &delta_y;
// Evaluate function at new point
f_eval = f(next_t, y_next.view());
*func_evals += 1;
state.func_evals += 1;
iter_count += 1;
// Record Newton iteration count for stiffness detection
state.adaptive_state.record_step(error);
}
if !converged {
// Newton iteration failed, reduce step size
state.h *= const_f64::<F>(0.5);
// If we've reduced step size too much, the problem might be non-stiff
if state.h < opts.min_step.unwrap_or(const_f64::<F>(1e-10)) {
return Err(IntegrateError::ConvergenceError(
"BDF1 failed to converge - problem might be non-stiff".to_string(),
));
}
return Ok(false);
}
// Step accepted
// Update state
state.t = next_t;
state.y = y_next;
state.dy = f_eval;
// Order can now be increased next step
if state.adaptive_state.order < 2 {
state.adaptive_state.order += 1;
}
return Ok(true);
}
// Higher-order BDF methods (2-5)
// Get BDF coefficients for the current order
let coeffs = &bdf_coefs[order - 1];
// Next time and step size
let next_t = state.t + state.h;
// Predict initial value using extrapolation from previous points
let mut y_pred = state.y.clone();
// For higher orders, use previous points for prediction
if order > 1 && !state.y_history.is_empty() {
let _y_prev = &state.y_history[state.y_history.len() - 1];
// Use more sophisticated extrapolation
y_pred = extrapolate(&state.t_history[..], &state.y_history[..], next_t)?;
}
// Newton's method for solving the BDF equation
let max_newton_iters = 10;
let newton_tol = const_f64::<F>(1e-8);
let mut y_next = y_pred.clone();
let mut converged = false;
let mut iter_count = 0;
// Initial function evaluation
let mut f_eval = f(next_t, y_next.view());
*func_evals += 1;
state.func_evals += 1;
while iter_count < max_newton_iters {
// Compute residual for BDF: c_0 * y_{n+1} - sum(c_j * y_{n+1-j}) - h * f(t_{n+1}, y_{n+1}) = 0
let mut residual = y_next.clone() * coeffs[0];
// Subtract previous terms
residual -= &(state.y.clone() * coeffs[1]);
for (j, &coeff) in coeffs.iter().enumerate().skip(2) {
if j - 1 < state.y_history.len() {
let idx = state.y_history.len() - (j - 1);
residual -= &(state.y_history[idx].clone() * coeff);
}
}
// Subtract h * f term
residual -= &(f_eval.clone() * state.h);
// Check convergence
let error = scaled_norm(&residual, &state.tol_scale);
if error <= newton_tol {
converged = true;
break;
}
// Compute or reuse Jacobian
let eps = const_f64::<F>(1e-8);
let n_dim = y_next.len();
// Create approximate Jacobian using finite differences if needed
let compute_new_jacobian =
state.jacobian.is_none() || state.jacobian_age > 20 || iter_count == 0;
let jacobian = if compute_new_jacobian {
state.n_jac += 1;
// Create finite difference Jacobian
let new_jacobian = finite_difference_jacobian(f, next_t, &y_next, &f_eval, eps);
// Modify for solving BDF: c_0*I - h*J
let mut jac = Array2::<F>::zeros((n_dim, n_dim));
for i in 0..n_dim {
for j in 0..n_dim {
jac[[i, j]] = if i == j { coeffs[0] } else { F::zero() };
jac[[i, j]] -= state.h * new_jacobian[[i, j]];
}
}
// Store the Jacobian for potential reuse
state.jacobian = Some(jac.clone());
state.jacobian_age = 0;
jac
} else {
// Reuse previous Jacobian
state
.jacobian
.clone()
.expect("Jacobian should exist when not computing new one")
};
// Solve the linear system J*delta_y = residual
state.n_lu += 1;
// Use our more robust linear solver
let delta_y = match solve_linear_system(&jacobian, &residual) {
Ok(delta) => delta,
Err(_) => {
// Nearly singular, reduce step size and try again
state.h *= const_f64::<F>(0.5);
return Ok(false);
}
};
// Update solution
y_next = &y_next - &delta_y;
// Evaluate function at new point
f_eval = f(next_t, y_next.view());
*func_evals += 1;
state.func_evals += 1;
iter_count += 1;
// Record Newton iteration count for stiffness detection
state.adaptive_state.record_step(error);
}
if !converged {
// Newton iteration failed, reduce step size
state.h *= const_f64::<F>(0.5);
// If the problem is consistently difficult to solve, it might not be stiff
if iter_count >= max_newton_iters - 1 {
// Record as potential non-stiffness indicator
// Use the last computed error from the failed Newton iteration
let final_residual = &(y_next.clone() * coeffs[0])
+ &(state.y.clone() * coeffs[1])
+ &(state.y_history.last().unwrap_or(&state.y).clone() * coeffs[2]);
let final_error = scaled_norm(&final_residual, &state.tol_scale);
state.adaptive_state.record_step(final_error);
}
// If we've reduced step size too much, the problem might not be stiff
if state.h < opts.min_step.unwrap_or(const_f64::<F>(1e-10)) {
return Err(IntegrateError::ConvergenceError(
"BDF failed to converge - problem might be non-stiff".to_string(),
));
}
return Ok(false);
}
// Step accepted
// Update state
state.t = next_t;
state.y = y_next;
state.dy = f_eval;
// Error estimation is based on Newton convergence for now
// A more sophisticated error estimator could be implemented later
// Step size and order adaptation based on convergence rate
if iter_count <= 2 {
// Converged quickly - can increase step size
state.h *= const_f64::<F>(1.1);
// Maybe increase order if convergence is very good
if state.adaptive_state.order < 5 && state.y_history.len() >= state.adaptive_state.order {
state.adaptive_state.order += 1;
}
} else if iter_count >= 8 {
// Converged slowly - reduce step size
state.h *= const_f64::<F>(0.8);
// Decrease order if we're struggling
if state.adaptive_state.order > 1 {
state.adaptive_state.order -= 1;
}
}
// Increment Jacobian age
state.jacobian_age += 1;
Ok(true)
}