12345678910111213141516171819202122232425262728293031323334353637383940414243444546474849505152535455565758596061626364656667686970717273747576777879808182838485868788899091929394959697989910010110210310410510610710810911011111211311411511611711811912012112212312412512612712812913013113213313413513613713813914014114214314414514614714814915015115215315415515615715815916016116216316416516616716816917017117217317417517617717817918018118218318418518618718818919019119219319419519619719819920020120220320420520620720820921021121221321421521621721821922022122222322422522622722822923023123223323423523623723823924024124224324424524624724824925025125225325425525625725825926026126226326426526626726826927027127227327427527627727827928028128228328428528628728828929029129229329429529629729829930030130230330430530630730830931031131231331431531631731831932032132232332432532632732832933033133233333433533633733833934034134234334434534634734834935035135235335435535635735835936036136236336436536636736836937037137237337437537637737837938038138238338438538638738838939039139239339439539639739839940040140240340440540640740840941041141241341441541641741841942042142242342442542642742842943043143243343443543643743843944044144244344444544644744844945045145245345445545645745845946046146246346446546646746846947047147247347447547647747847948048148248348448548648748848949049149249349449549649749849950050150250350450550650750850951051151251351451551651751851952052152252352452552652752852953053153253353453553653753853954054154254354454554654754854955055155255355455555655755855956056156256356456556656756856957057157257357457557657757857958058158258358458558658758858959059159259359459559659759859960060160260360460560660760860961061161261361461561661761861962062162262362462562662762862963063163263363463563663763863964064164264364464564664764864965065165265365465565665765865966066166266366466566666766866967067167267367467567667767867968068168268368468568668768868969069169269369469569669769869970070170270370470570670770870971071171271371471571671771871972072172272372472572672772872973073173273373473573673773873974074174274374474574674774874975075175275375475575675775875976076176276376476576676776876977077177277377477577677777877978078178278378478578678778878979079179279379479579679779879980080180280380480580680780880981081181281381481581681781881982082182282382482582682782882983083183283383483583683783883984084184284384484584684784884985085185285385485585685785885986086186286386486586686786886987087187287387487587687787887988088188288388488588688788888989089189289389489589689789889990090190290390490590690790890991091191291391491591691791891992092192292392492592692792892993093193293393493593693793893994094194294394494594694794894995095195295395495595695795895996096196296396496596696796896997097197297397497597697797897998098198298398498598698798898999099199299399499599699799899910001001100210031004100510061007100810091010101110121013101410151016101710181019102010211022102310241025102610271028102910301031103210331034103510361037103810391040 |
- from itertools import product
- from numpy.testing import (assert_, assert_allclose,
- assert_equal, assert_no_warnings, suppress_warnings)
- import pytest
- from pytest import raises as assert_raises
- import numpy as np
- from scipy.optimize._numdiff import group_columns
- from scipy.integrate import solve_ivp, RK23, RK45, DOP853, Radau, BDF, LSODA
- from scipy.integrate import OdeSolution
- from scipy.integrate._ivp.common import num_jac
- from scipy.integrate._ivp.base import ConstantDenseOutput
- from scipy.sparse import coo_matrix, csc_matrix
- def fun_zero(t, y):
- return np.zeros_like(y)
- def fun_linear(t, y):
- return np.array([-y[0] - 5 * y[1], y[0] + y[1]])
- def jac_linear():
- return np.array([[-1, -5], [1, 1]])
- def sol_linear(t):
- return np.vstack((-5 * np.sin(2 * t),
- 2 * np.cos(2 * t) + np.sin(2 * t)))
- def fun_rational(t, y):
- return np.array([y[1] / t,
- y[1] * (y[0] + 2 * y[1] - 1) / (t * (y[0] - 1))])
- def fun_rational_vectorized(t, y):
- return np.vstack((y[1] / t,
- y[1] * (y[0] + 2 * y[1] - 1) / (t * (y[0] - 1))))
- def jac_rational(t, y):
- return np.array([
- [0, 1 / t],
- [-2 * y[1] ** 2 / (t * (y[0] - 1) ** 2),
- (y[0] + 4 * y[1] - 1) / (t * (y[0] - 1))]
- ])
- def jac_rational_sparse(t, y):
- return csc_matrix([
- [0, 1 / t],
- [-2 * y[1] ** 2 / (t * (y[0] - 1) ** 2),
- (y[0] + 4 * y[1] - 1) / (t * (y[0] - 1))]
- ])
- def sol_rational(t):
- return np.asarray((t / (t + 10), 10 * t / (t + 10) ** 2))
- def fun_medazko(t, y):
- n = y.shape[0] // 2
- k = 100
- c = 4
- phi = 2 if t <= 5 else 0
- y = np.hstack((phi, 0, y, y[-2]))
- d = 1 / n
- j = np.arange(n) + 1
- alpha = 2 * (j * d - 1) ** 3 / c ** 2
- beta = (j * d - 1) ** 4 / c ** 2
- j_2_p1 = 2 * j + 2
- j_2_m3 = 2 * j - 2
- j_2_m1 = 2 * j
- j_2 = 2 * j + 1
- f = np.empty(2 * n)
- f[::2] = (alpha * (y[j_2_p1] - y[j_2_m3]) / (2 * d) +
- beta * (y[j_2_m3] - 2 * y[j_2_m1] + y[j_2_p1]) / d ** 2 -
- k * y[j_2_m1] * y[j_2])
- f[1::2] = -k * y[j_2] * y[j_2_m1]
- return f
- def medazko_sparsity(n):
- cols = []
- rows = []
- i = np.arange(n) * 2
- cols.append(i[1:])
- rows.append(i[1:] - 2)
- cols.append(i)
- rows.append(i)
- cols.append(i)
- rows.append(i + 1)
- cols.append(i[:-1])
- rows.append(i[:-1] + 2)
- i = np.arange(n) * 2 + 1
- cols.append(i)
- rows.append(i)
- cols.append(i)
- rows.append(i - 1)
- cols = np.hstack(cols)
- rows = np.hstack(rows)
- return coo_matrix((np.ones_like(cols), (cols, rows)))
- def fun_complex(t, y):
- return -y
- def jac_complex(t, y):
- return -np.eye(y.shape[0])
- def jac_complex_sparse(t, y):
- return csc_matrix(jac_complex(t, y))
- def sol_complex(t):
- y = (0.5 + 1j) * np.exp(-t)
- return y.reshape((1, -1))
- def compute_error(y, y_true, rtol, atol):
- e = (y - y_true) / (atol + rtol * np.abs(y_true))
- return np.linalg.norm(e, axis=0) / np.sqrt(e.shape[0])
- def test_integration():
- rtol = 1e-3
- atol = 1e-6
- y0 = [1/3, 2/9]
- for vectorized, method, t_span, jac in product(
- [False, True],
- ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF', 'LSODA'],
- [[5, 9], [5, 1]],
- [None, jac_rational, jac_rational_sparse]):
- if vectorized:
- fun = fun_rational_vectorized
- else:
- fun = fun_rational
- with suppress_warnings() as sup:
- sup.filter(UserWarning,
- "The following arguments have no effect for a chosen "
- "solver: `jac`")
- res = solve_ivp(fun, t_span, y0, rtol=rtol,
- atol=atol, method=method, dense_output=True,
- jac=jac, vectorized=vectorized)
- assert_equal(res.t[0], t_span[0])
- assert_(res.t_events is None)
- assert_(res.y_events is None)
- assert_(res.success)
- assert_equal(res.status, 0)
- if method == 'DOP853':
- # DOP853 spends more functions evaluation because it doesn't
- # have enough time to develop big enough step size.
- assert_(res.nfev < 50)
- else:
- assert_(res.nfev < 40)
- if method in ['RK23', 'RK45', 'DOP853', 'LSODA']:
- assert_equal(res.njev, 0)
- assert_equal(res.nlu, 0)
- else:
- assert_(0 < res.njev < 3)
- assert_(0 < res.nlu < 10)
- y_true = sol_rational(res.t)
- e = compute_error(res.y, y_true, rtol, atol)
- assert_(np.all(e < 5))
- tc = np.linspace(*t_span)
- yc_true = sol_rational(tc)
- yc = res.sol(tc)
- e = compute_error(yc, yc_true, rtol, atol)
- assert_(np.all(e < 5))
- tc = (t_span[0] + t_span[-1]) / 2
- yc_true = sol_rational(tc)
- yc = res.sol(tc)
- e = compute_error(yc, yc_true, rtol, atol)
- assert_(np.all(e < 5))
- # LSODA for some reasons doesn't pass the polynomial through the
- # previous points exactly after the order change. It might be some
- # bug in LSOSA implementation or maybe we missing something.
- if method != 'LSODA':
- assert_allclose(res.sol(res.t), res.y, rtol=1e-15, atol=1e-15)
- def test_integration_complex():
- rtol = 1e-3
- atol = 1e-6
- y0 = [0.5 + 1j]
- t_span = [0, 1]
- tc = np.linspace(t_span[0], t_span[1])
- for method, jac in product(['RK23', 'RK45', 'DOP853', 'BDF'],
- [None, jac_complex, jac_complex_sparse]):
- with suppress_warnings() as sup:
- sup.filter(UserWarning,
- "The following arguments have no effect for a chosen "
- "solver: `jac`")
- res = solve_ivp(fun_complex, t_span, y0, method=method,
- dense_output=True, rtol=rtol, atol=atol, jac=jac)
- assert_equal(res.t[0], t_span[0])
- assert_(res.t_events is None)
- assert_(res.y_events is None)
- assert_(res.success)
- assert_equal(res.status, 0)
- if method == 'DOP853':
- assert res.nfev < 35
- else:
- assert res.nfev < 25
- if method == 'BDF':
- assert_equal(res.njev, 1)
- assert res.nlu < 6
- else:
- assert res.njev == 0
- assert res.nlu == 0
- y_true = sol_complex(res.t)
- e = compute_error(res.y, y_true, rtol, atol)
- assert np.all(e < 5)
- yc_true = sol_complex(tc)
- yc = res.sol(tc)
- e = compute_error(yc, yc_true, rtol, atol)
- assert np.all(e < 5)
- def test_integration_sparse_difference():
- n = 200
- t_span = [0, 20]
- y0 = np.zeros(2 * n)
- y0[1::2] = 1
- sparsity = medazko_sparsity(n)
- for method in ['BDF', 'Radau']:
- res = solve_ivp(fun_medazko, t_span, y0, method=method,
- jac_sparsity=sparsity)
- assert_equal(res.t[0], t_span[0])
- assert_(res.t_events is None)
- assert_(res.y_events is None)
- assert_(res.success)
- assert_equal(res.status, 0)
- assert_allclose(res.y[78, -1], 0.233994e-3, rtol=1e-2)
- assert_allclose(res.y[79, -1], 0, atol=1e-3)
- assert_allclose(res.y[148, -1], 0.359561e-3, rtol=1e-2)
- assert_allclose(res.y[149, -1], 0, atol=1e-3)
- assert_allclose(res.y[198, -1], 0.117374129e-3, rtol=1e-2)
- assert_allclose(res.y[199, -1], 0.6190807e-5, atol=1e-3)
- assert_allclose(res.y[238, -1], 0, atol=1e-3)
- assert_allclose(res.y[239, -1], 0.9999997, rtol=1e-2)
- def test_integration_const_jac():
- rtol = 1e-3
- atol = 1e-6
- y0 = [0, 2]
- t_span = [0, 2]
- J = jac_linear()
- J_sparse = csc_matrix(J)
- for method, jac in product(['Radau', 'BDF'], [J, J_sparse]):
- res = solve_ivp(fun_linear, t_span, y0, rtol=rtol, atol=atol,
- method=method, dense_output=True, jac=jac)
- assert_equal(res.t[0], t_span[0])
- assert_(res.t_events is None)
- assert_(res.y_events is None)
- assert_(res.success)
- assert_equal(res.status, 0)
- assert_(res.nfev < 100)
- assert_equal(res.njev, 0)
- assert_(0 < res.nlu < 15)
- y_true = sol_linear(res.t)
- e = compute_error(res.y, y_true, rtol, atol)
- assert_(np.all(e < 10))
- tc = np.linspace(*t_span)
- yc_true = sol_linear(tc)
- yc = res.sol(tc)
- e = compute_error(yc, yc_true, rtol, atol)
- assert_(np.all(e < 15))
- assert_allclose(res.sol(res.t), res.y, rtol=1e-14, atol=1e-14)
- @pytest.mark.slow
- @pytest.mark.parametrize('method', ['Radau', 'BDF', 'LSODA'])
- def test_integration_stiff(method):
- rtol = 1e-6
- atol = 1e-6
- y0 = [1e4, 0, 0]
- tspan = [0, 1e8]
- def fun_robertson(t, state):
- x, y, z = state
- return [
- -0.04 * x + 1e4 * y * z,
- 0.04 * x - 1e4 * y * z - 3e7 * y * y,
- 3e7 * y * y,
- ]
- res = solve_ivp(fun_robertson, tspan, y0, rtol=rtol,
- atol=atol, method=method)
- # If the stiff mode is not activated correctly, these numbers will be much bigger
- assert res.nfev < 5000
- assert res.njev < 200
- def test_events():
- def event_rational_1(t, y):
- return y[0] - y[1] ** 0.7
- def event_rational_2(t, y):
- return y[1] ** 0.6 - y[0]
- def event_rational_3(t, y):
- return t - 7.4
- event_rational_3.terminal = True
- for method in ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF', 'LSODA']:
- res = solve_ivp(fun_rational, [5, 8], [1/3, 2/9], method=method,
- events=(event_rational_1, event_rational_2))
- assert_equal(res.status, 0)
- assert_equal(res.t_events[0].size, 1)
- assert_equal(res.t_events[1].size, 1)
- assert_(5.3 < res.t_events[0][0] < 5.7)
- assert_(7.3 < res.t_events[1][0] < 7.7)
- assert_equal(res.y_events[0].shape, (1, 2))
- assert_equal(res.y_events[1].shape, (1, 2))
- assert np.isclose(
- event_rational_1(res.t_events[0][0], res.y_events[0][0]), 0)
- assert np.isclose(
- event_rational_2(res.t_events[1][0], res.y_events[1][0]), 0)
- event_rational_1.direction = 1
- event_rational_2.direction = 1
- res = solve_ivp(fun_rational, [5, 8], [1 / 3, 2 / 9], method=method,
- events=(event_rational_1, event_rational_2))
- assert_equal(res.status, 0)
- assert_equal(res.t_events[0].size, 1)
- assert_equal(res.t_events[1].size, 0)
- assert_(5.3 < res.t_events[0][0] < 5.7)
- assert_equal(res.y_events[0].shape, (1, 2))
- assert_equal(res.y_events[1].shape, (0,))
- assert np.isclose(
- event_rational_1(res.t_events[0][0], res.y_events[0][0]), 0)
- event_rational_1.direction = -1
- event_rational_2.direction = -1
- res = solve_ivp(fun_rational, [5, 8], [1 / 3, 2 / 9], method=method,
- events=(event_rational_1, event_rational_2))
- assert_equal(res.status, 0)
- assert_equal(res.t_events[0].size, 0)
- assert_equal(res.t_events[1].size, 1)
- assert_(7.3 < res.t_events[1][0] < 7.7)
- assert_equal(res.y_events[0].shape, (0,))
- assert_equal(res.y_events[1].shape, (1, 2))
- assert np.isclose(
- event_rational_2(res.t_events[1][0], res.y_events[1][0]), 0)
- event_rational_1.direction = 0
- event_rational_2.direction = 0
- res = solve_ivp(fun_rational, [5, 8], [1 / 3, 2 / 9], method=method,
- events=(event_rational_1, event_rational_2,
- event_rational_3), dense_output=True)
- assert_equal(res.status, 1)
- assert_equal(res.t_events[0].size, 1)
- assert_equal(res.t_events[1].size, 0)
- assert_equal(res.t_events[2].size, 1)
- assert_(5.3 < res.t_events[0][0] < 5.7)
- assert_(7.3 < res.t_events[2][0] < 7.5)
- assert_equal(res.y_events[0].shape, (1, 2))
- assert_equal(res.y_events[1].shape, (0,))
- assert_equal(res.y_events[2].shape, (1, 2))
- assert np.isclose(
- event_rational_1(res.t_events[0][0], res.y_events[0][0]), 0)
- assert np.isclose(
- event_rational_3(res.t_events[2][0], res.y_events[2][0]), 0)
- res = solve_ivp(fun_rational, [5, 8], [1 / 3, 2 / 9], method=method,
- events=event_rational_1, dense_output=True)
- assert_equal(res.status, 0)
- assert_equal(res.t_events[0].size, 1)
- assert_(5.3 < res.t_events[0][0] < 5.7)
- assert_equal(res.y_events[0].shape, (1, 2))
- assert np.isclose(
- event_rational_1(res.t_events[0][0], res.y_events[0][0]), 0)
- # Also test that termination by event doesn't break interpolants.
- tc = np.linspace(res.t[0], res.t[-1])
- yc_true = sol_rational(tc)
- yc = res.sol(tc)
- e = compute_error(yc, yc_true, 1e-3, 1e-6)
- assert_(np.all(e < 5))
- # Test that the y_event matches solution
- assert np.allclose(sol_rational(res.t_events[0][0]), res.y_events[0][0], rtol=1e-3, atol=1e-6)
- # Test in backward direction.
- event_rational_1.direction = 0
- event_rational_2.direction = 0
- for method in ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF', 'LSODA']:
- res = solve_ivp(fun_rational, [8, 5], [4/9, 20/81], method=method,
- events=(event_rational_1, event_rational_2))
- assert_equal(res.status, 0)
- assert_equal(res.t_events[0].size, 1)
- assert_equal(res.t_events[1].size, 1)
- assert_(5.3 < res.t_events[0][0] < 5.7)
- assert_(7.3 < res.t_events[1][0] < 7.7)
- assert_equal(res.y_events[0].shape, (1, 2))
- assert_equal(res.y_events[1].shape, (1, 2))
- assert np.isclose(
- event_rational_1(res.t_events[0][0], res.y_events[0][0]), 0)
- assert np.isclose(
- event_rational_2(res.t_events[1][0], res.y_events[1][0]), 0)
- event_rational_1.direction = -1
- event_rational_2.direction = -1
- res = solve_ivp(fun_rational, [8, 5], [4/9, 20/81], method=method,
- events=(event_rational_1, event_rational_2))
- assert_equal(res.status, 0)
- assert_equal(res.t_events[0].size, 1)
- assert_equal(res.t_events[1].size, 0)
- assert_(5.3 < res.t_events[0][0] < 5.7)
- assert_equal(res.y_events[0].shape, (1, 2))
- assert_equal(res.y_events[1].shape, (0,))
- assert np.isclose(
- event_rational_1(res.t_events[0][0], res.y_events[0][0]), 0)
- event_rational_1.direction = 1
- event_rational_2.direction = 1
- res = solve_ivp(fun_rational, [8, 5], [4/9, 20/81], method=method,
- events=(event_rational_1, event_rational_2))
- assert_equal(res.status, 0)
- assert_equal(res.t_events[0].size, 0)
- assert_equal(res.t_events[1].size, 1)
- assert_(7.3 < res.t_events[1][0] < 7.7)
- assert_equal(res.y_events[0].shape, (0,))
- assert_equal(res.y_events[1].shape, (1, 2))
- assert np.isclose(
- event_rational_2(res.t_events[1][0], res.y_events[1][0]), 0)
- event_rational_1.direction = 0
- event_rational_2.direction = 0
- res = solve_ivp(fun_rational, [8, 5], [4/9, 20/81], method=method,
- events=(event_rational_1, event_rational_2,
- event_rational_3), dense_output=True)
- assert_equal(res.status, 1)
- assert_equal(res.t_events[0].size, 0)
- assert_equal(res.t_events[1].size, 1)
- assert_equal(res.t_events[2].size, 1)
- assert_(7.3 < res.t_events[1][0] < 7.7)
- assert_(7.3 < res.t_events[2][0] < 7.5)
- assert_equal(res.y_events[0].shape, (0,))
- assert_equal(res.y_events[1].shape, (1, 2))
- assert_equal(res.y_events[2].shape, (1, 2))
- assert np.isclose(
- event_rational_2(res.t_events[1][0], res.y_events[1][0]), 0)
- assert np.isclose(
- event_rational_3(res.t_events[2][0], res.y_events[2][0]), 0)
- # Also test that termination by event doesn't break interpolants.
- tc = np.linspace(res.t[-1], res.t[0])
- yc_true = sol_rational(tc)
- yc = res.sol(tc)
- e = compute_error(yc, yc_true, 1e-3, 1e-6)
- assert_(np.all(e < 5))
- assert np.allclose(sol_rational(res.t_events[1][0]), res.y_events[1][0], rtol=1e-3, atol=1e-6)
- assert np.allclose(sol_rational(res.t_events[2][0]), res.y_events[2][0], rtol=1e-3, atol=1e-6)
- def test_max_step():
- rtol = 1e-3
- atol = 1e-6
- y0 = [1/3, 2/9]
- for method in [RK23, RK45, DOP853, Radau, BDF, LSODA]:
- for t_span in ([5, 9], [5, 1]):
- res = solve_ivp(fun_rational, t_span, y0, rtol=rtol,
- max_step=0.5, atol=atol, method=method,
- dense_output=True)
- assert_equal(res.t[0], t_span[0])
- assert_equal(res.t[-1], t_span[-1])
- assert_(np.all(np.abs(np.diff(res.t)) <= 0.5 + 1e-15))
- assert_(res.t_events is None)
- assert_(res.success)
- assert_equal(res.status, 0)
- y_true = sol_rational(res.t)
- e = compute_error(res.y, y_true, rtol, atol)
- assert_(np.all(e < 5))
- tc = np.linspace(*t_span)
- yc_true = sol_rational(tc)
- yc = res.sol(tc)
- e = compute_error(yc, yc_true, rtol, atol)
- assert_(np.all(e < 5))
- # See comment in test_integration.
- if method is not LSODA:
- assert_allclose(res.sol(res.t), res.y, rtol=1e-15, atol=1e-15)
- assert_raises(ValueError, method, fun_rational, t_span[0], y0,
- t_span[1], max_step=-1)
- if method is not LSODA:
- solver = method(fun_rational, t_span[0], y0, t_span[1],
- rtol=rtol, atol=atol, max_step=1e-20)
- message = solver.step()
- assert_equal(solver.status, 'failed')
- assert_("step size is less" in message)
- assert_raises(RuntimeError, solver.step)
- def test_first_step():
- rtol = 1e-3
- atol = 1e-6
- y0 = [1/3, 2/9]
- first_step = 0.1
- for method in [RK23, RK45, DOP853, Radau, BDF, LSODA]:
- for t_span in ([5, 9], [5, 1]):
- res = solve_ivp(fun_rational, t_span, y0, rtol=rtol,
- max_step=0.5, atol=atol, method=method,
- dense_output=True, first_step=first_step)
- assert_equal(res.t[0], t_span[0])
- assert_equal(res.t[-1], t_span[-1])
- assert_allclose(first_step, np.abs(res.t[1] - 5))
- assert_(res.t_events is None)
- assert_(res.success)
- assert_equal(res.status, 0)
- y_true = sol_rational(res.t)
- e = compute_error(res.y, y_true, rtol, atol)
- assert_(np.all(e < 5))
- tc = np.linspace(*t_span)
- yc_true = sol_rational(tc)
- yc = res.sol(tc)
- e = compute_error(yc, yc_true, rtol, atol)
- assert_(np.all(e < 5))
- # See comment in test_integration.
- if method is not LSODA:
- assert_allclose(res.sol(res.t), res.y, rtol=1e-15, atol=1e-15)
- assert_raises(ValueError, method, fun_rational, t_span[0], y0,
- t_span[1], first_step=-1)
- assert_raises(ValueError, method, fun_rational, t_span[0], y0,
- t_span[1], first_step=5)
- def test_t_eval():
- rtol = 1e-3
- atol = 1e-6
- y0 = [1/3, 2/9]
- for t_span in ([5, 9], [5, 1]):
- t_eval = np.linspace(t_span[0], t_span[1], 10)
- res = solve_ivp(fun_rational, t_span, y0, rtol=rtol, atol=atol,
- t_eval=t_eval)
- assert_equal(res.t, t_eval)
- assert_(res.t_events is None)
- assert_(res.success)
- assert_equal(res.status, 0)
- y_true = sol_rational(res.t)
- e = compute_error(res.y, y_true, rtol, atol)
- assert_(np.all(e < 5))
- t_eval = [5, 5.01, 7, 8, 8.01, 9]
- res = solve_ivp(fun_rational, [5, 9], y0, rtol=rtol, atol=atol,
- t_eval=t_eval)
- assert_equal(res.t, t_eval)
- assert_(res.t_events is None)
- assert_(res.success)
- assert_equal(res.status, 0)
- y_true = sol_rational(res.t)
- e = compute_error(res.y, y_true, rtol, atol)
- assert_(np.all(e < 5))
- t_eval = [5, 4.99, 3, 1.5, 1.1, 1.01, 1]
- res = solve_ivp(fun_rational, [5, 1], y0, rtol=rtol, atol=atol,
- t_eval=t_eval)
- assert_equal(res.t, t_eval)
- assert_(res.t_events is None)
- assert_(res.success)
- assert_equal(res.status, 0)
- t_eval = [5.01, 7, 8, 8.01]
- res = solve_ivp(fun_rational, [5, 9], y0, rtol=rtol, atol=atol,
- t_eval=t_eval)
- assert_equal(res.t, t_eval)
- assert_(res.t_events is None)
- assert_(res.success)
- assert_equal(res.status, 0)
- y_true = sol_rational(res.t)
- e = compute_error(res.y, y_true, rtol, atol)
- assert_(np.all(e < 5))
- t_eval = [4.99, 3, 1.5, 1.1, 1.01]
- res = solve_ivp(fun_rational, [5, 1], y0, rtol=rtol, atol=atol,
- t_eval=t_eval)
- assert_equal(res.t, t_eval)
- assert_(res.t_events is None)
- assert_(res.success)
- assert_equal(res.status, 0)
- t_eval = [4, 6]
- assert_raises(ValueError, solve_ivp, fun_rational, [5, 9], y0,
- rtol=rtol, atol=atol, t_eval=t_eval)
- def test_t_eval_dense_output():
- rtol = 1e-3
- atol = 1e-6
- y0 = [1/3, 2/9]
- t_span = [5, 9]
- t_eval = np.linspace(t_span[0], t_span[1], 10)
- res = solve_ivp(fun_rational, t_span, y0, rtol=rtol, atol=atol,
- t_eval=t_eval)
- res_d = solve_ivp(fun_rational, t_span, y0, rtol=rtol, atol=atol,
- t_eval=t_eval, dense_output=True)
- assert_equal(res.t, t_eval)
- assert_(res.t_events is None)
- assert_(res.success)
- assert_equal(res.status, 0)
- assert_equal(res.t, res_d.t)
- assert_equal(res.y, res_d.y)
- assert_(res_d.t_events is None)
- assert_(res_d.success)
- assert_equal(res_d.status, 0)
- # if t and y are equal only test values for one case
- y_true = sol_rational(res.t)
- e = compute_error(res.y, y_true, rtol, atol)
- assert_(np.all(e < 5))
- def test_t_eval_early_event():
- def early_event(t, y):
- return t - 7
- early_event.terminal = True
- rtol = 1e-3
- atol = 1e-6
- y0 = [1/3, 2/9]
- t_span = [5, 9]
- t_eval = np.linspace(7.5, 9, 16)
- for method in ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF', 'LSODA']:
- with suppress_warnings() as sup:
- sup.filter(UserWarning,
- "The following arguments have no effect for a chosen "
- "solver: `jac`")
- res = solve_ivp(fun_rational, t_span, y0, rtol=rtol, atol=atol,
- method=method, t_eval=t_eval, events=early_event,
- jac=jac_rational)
- assert res.success
- assert res.message == 'A termination event occurred.'
- assert res.status == 1
- assert not res.t and not res.y
- assert len(res.t_events) == 1
- assert res.t_events[0].size == 1
- assert res.t_events[0][0] == 7
- def test_no_integration():
- for method in ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF', 'LSODA']:
- sol = solve_ivp(lambda t, y: -y, [4, 4], [2, 3],
- method=method, dense_output=True)
- assert_equal(sol.sol(4), [2, 3])
- assert_equal(sol.sol([4, 5, 6]), [[2, 2, 2], [3, 3, 3]])
- def test_no_integration_class():
- for method in [RK23, RK45, DOP853, Radau, BDF, LSODA]:
- solver = method(lambda t, y: -y, 0.0, [10.0, 0.0], 0.0)
- solver.step()
- assert_equal(solver.status, 'finished')
- sol = solver.dense_output()
- assert_equal(sol(0.0), [10.0, 0.0])
- assert_equal(sol([0, 1, 2]), [[10, 10, 10], [0, 0, 0]])
- solver = method(lambda t, y: -y, 0.0, [], np.inf)
- solver.step()
- assert_equal(solver.status, 'finished')
- sol = solver.dense_output()
- assert_equal(sol(100.0), [])
- assert_equal(sol([0, 1, 2]), np.empty((0, 3)))
- def test_empty():
- def fun(t, y):
- return np.zeros((0,))
- y0 = np.zeros((0,))
- for method in ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF', 'LSODA']:
- sol = assert_no_warnings(solve_ivp, fun, [0, 10], y0,
- method=method, dense_output=True)
- assert_equal(sol.sol(10), np.zeros((0,)))
- assert_equal(sol.sol([1, 2, 3]), np.zeros((0, 3)))
- for method in ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF', 'LSODA']:
- sol = assert_no_warnings(solve_ivp, fun, [0, np.inf], y0,
- method=method, dense_output=True)
- assert_equal(sol.sol(10), np.zeros((0,)))
- assert_equal(sol.sol([1, 2, 3]), np.zeros((0, 3)))
- def test_ConstantDenseOutput():
- sol = ConstantDenseOutput(0, 1, np.array([1, 2]))
- assert_allclose(sol(1.5), [1, 2])
- assert_allclose(sol([1, 1.5, 2]), [[1, 1, 1], [2, 2, 2]])
- sol = ConstantDenseOutput(0, 1, np.array([]))
- assert_allclose(sol(1.5), np.empty(0))
- assert_allclose(sol([1, 1.5, 2]), np.empty((0, 3)))
- def test_classes():
- y0 = [1 / 3, 2 / 9]
- for cls in [RK23, RK45, DOP853, Radau, BDF, LSODA]:
- solver = cls(fun_rational, 5, y0, np.inf)
- assert_equal(solver.n, 2)
- assert_equal(solver.status, 'running')
- assert_equal(solver.t_bound, np.inf)
- assert_equal(solver.direction, 1)
- assert_equal(solver.t, 5)
- assert_equal(solver.y, y0)
- assert_(solver.step_size is None)
- if cls is not LSODA:
- assert_(solver.nfev > 0)
- assert_(solver.njev >= 0)
- assert_equal(solver.nlu, 0)
- else:
- assert_equal(solver.nfev, 0)
- assert_equal(solver.njev, 0)
- assert_equal(solver.nlu, 0)
- assert_raises(RuntimeError, solver.dense_output)
- message = solver.step()
- assert_equal(solver.status, 'running')
- assert_equal(message, None)
- assert_equal(solver.n, 2)
- assert_equal(solver.t_bound, np.inf)
- assert_equal(solver.direction, 1)
- assert_(solver.t > 5)
- assert_(not np.all(np.equal(solver.y, y0)))
- assert_(solver.step_size > 0)
- assert_(solver.nfev > 0)
- assert_(solver.njev >= 0)
- assert_(solver.nlu >= 0)
- sol = solver.dense_output()
- assert_allclose(sol(5), y0, rtol=1e-15, atol=0)
- def test_OdeSolution():
- ts = np.array([0, 2, 5], dtype=float)
- s1 = ConstantDenseOutput(ts[0], ts[1], np.array([-1]))
- s2 = ConstantDenseOutput(ts[1], ts[2], np.array([1]))
- sol = OdeSolution(ts, [s1, s2])
- assert_equal(sol(-1), [-1])
- assert_equal(sol(1), [-1])
- assert_equal(sol(2), [-1])
- assert_equal(sol(3), [1])
- assert_equal(sol(5), [1])
- assert_equal(sol(6), [1])
- assert_equal(sol([0, 6, -2, 1.5, 4.5, 2.5, 5, 5.5, 2]),
- np.array([[-1, 1, -1, -1, 1, 1, 1, 1, -1]]))
- ts = np.array([10, 4, -3])
- s1 = ConstantDenseOutput(ts[0], ts[1], np.array([-1]))
- s2 = ConstantDenseOutput(ts[1], ts[2], np.array([1]))
- sol = OdeSolution(ts, [s1, s2])
- assert_equal(sol(11), [-1])
- assert_equal(sol(10), [-1])
- assert_equal(sol(5), [-1])
- assert_equal(sol(4), [-1])
- assert_equal(sol(0), [1])
- assert_equal(sol(-3), [1])
- assert_equal(sol(-4), [1])
- assert_equal(sol([12, -5, 10, -3, 6, 1, 4]),
- np.array([[-1, 1, -1, 1, -1, 1, -1]]))
- ts = np.array([1, 1])
- s = ConstantDenseOutput(1, 1, np.array([10]))
- sol = OdeSolution(ts, [s])
- assert_equal(sol(0), [10])
- assert_equal(sol(1), [10])
- assert_equal(sol(2), [10])
- assert_equal(sol([2, 1, 0]), np.array([[10, 10, 10]]))
- def test_num_jac():
- def fun(t, y):
- return np.vstack([
- -0.04 * y[0] + 1e4 * y[1] * y[2],
- 0.04 * y[0] - 1e4 * y[1] * y[2] - 3e7 * y[1] ** 2,
- 3e7 * y[1] ** 2
- ])
- def jac(t, y):
- return np.array([
- [-0.04, 1e4 * y[2], 1e4 * y[1]],
- [0.04, -1e4 * y[2] - 6e7 * y[1], -1e4 * y[1]],
- [0, 6e7 * y[1], 0]
- ])
- t = 1
- y = np.array([1, 0, 0])
- J_true = jac(t, y)
- threshold = 1e-5
- f = fun(t, y).ravel()
- J_num, factor = num_jac(fun, t, y, f, threshold, None)
- assert_allclose(J_num, J_true, rtol=1e-5, atol=1e-5)
- J_num, factor = num_jac(fun, t, y, f, threshold, factor)
- assert_allclose(J_num, J_true, rtol=1e-5, atol=1e-5)
- def test_num_jac_sparse():
- def fun(t, y):
- e = y[1:]**3 - y[:-1]**2
- z = np.zeros(y.shape[1])
- return np.vstack((z, 3 * e)) + np.vstack((2 * e, z))
- def structure(n):
- A = np.zeros((n, n), dtype=int)
- A[0, 0] = 1
- A[0, 1] = 1
- for i in range(1, n - 1):
- A[i, i - 1: i + 2] = 1
- A[-1, -1] = 1
- A[-1, -2] = 1
- return A
- np.random.seed(0)
- n = 20
- y = np.random.randn(n)
- A = structure(n)
- groups = group_columns(A)
- f = fun(0, y[:, None]).ravel()
- # Compare dense and sparse results, assuming that dense implementation
- # is correct (as it is straightforward).
- J_num_sparse, factor_sparse = num_jac(fun, 0, y.ravel(), f, 1e-8, None,
- sparsity=(A, groups))
- J_num_dense, factor_dense = num_jac(fun, 0, y.ravel(), f, 1e-8, None)
- assert_allclose(J_num_dense, J_num_sparse.toarray(),
- rtol=1e-12, atol=1e-14)
- assert_allclose(factor_dense, factor_sparse, rtol=1e-12, atol=1e-14)
- # Take small factors to trigger their recomputing inside.
- factor = np.random.uniform(0, 1e-12, size=n)
- J_num_sparse, factor_sparse = num_jac(fun, 0, y.ravel(), f, 1e-8, factor,
- sparsity=(A, groups))
- J_num_dense, factor_dense = num_jac(fun, 0, y.ravel(), f, 1e-8, factor)
- assert_allclose(J_num_dense, J_num_sparse.toarray(),
- rtol=1e-12, atol=1e-14)
- assert_allclose(factor_dense, factor_sparse, rtol=1e-12, atol=1e-14)
- def test_args():
- # sys3 is actually two decoupled systems. (x, y) form a
- # linear oscillator, while z is a nonlinear first order
- # system with equilibria at z=0 and z=1. If k > 0, z=1
- # is stable and z=0 is unstable.
- def sys3(t, w, omega, k, zfinal):
- x, y, z = w
- return [-omega*y, omega*x, k*z*(1 - z)]
- def sys3_jac(t, w, omega, k, zfinal):
- x, y, z = w
- J = np.array([[0, -omega, 0],
- [omega, 0, 0],
- [0, 0, k*(1 - 2*z)]])
- return J
- def sys3_x0decreasing(t, w, omega, k, zfinal):
- x, y, z = w
- return x
- def sys3_y0increasing(t, w, omega, k, zfinal):
- x, y, z = w
- return y
- def sys3_zfinal(t, w, omega, k, zfinal):
- x, y, z = w
- return z - zfinal
- # Set the event flags for the event functions.
- sys3_x0decreasing.direction = -1
- sys3_y0increasing.direction = 1
- sys3_zfinal.terminal = True
- omega = 2
- k = 4
- tfinal = 5
- zfinal = 0.99
- # Find z0 such that when z(0) = z0, z(tfinal) = zfinal.
- # The condition z(tfinal) = zfinal is the terminal event.
- z0 = np.exp(-k*tfinal)/((1 - zfinal)/zfinal + np.exp(-k*tfinal))
- w0 = [0, -1, z0]
- # Provide the jac argument and use the Radau method to ensure that the use
- # of the Jacobian function is exercised.
- # If event handling is working, the solution will stop at tfinal, not tend.
- tend = 2*tfinal
- sol = solve_ivp(sys3, [0, tend], w0,
- events=[sys3_x0decreasing, sys3_y0increasing, sys3_zfinal],
- dense_output=True, args=(omega, k, zfinal),
- method='Radau', jac=sys3_jac,
- rtol=1e-10, atol=1e-13)
- # Check that we got the expected events at the expected times.
- x0events_t = sol.t_events[0]
- y0events_t = sol.t_events[1]
- zfinalevents_t = sol.t_events[2]
- assert_allclose(x0events_t, [0.5*np.pi, 1.5*np.pi])
- assert_allclose(y0events_t, [0.25*np.pi, 1.25*np.pi])
- assert_allclose(zfinalevents_t, [tfinal])
- # Check that the solution agrees with the known exact solution.
- t = np.linspace(0, zfinalevents_t[0], 250)
- w = sol.sol(t)
- assert_allclose(w[0], np.sin(omega*t), rtol=1e-9, atol=1e-12)
- assert_allclose(w[1], -np.cos(omega*t), rtol=1e-9, atol=1e-12)
- assert_allclose(w[2], 1/(((1 - z0)/z0)*np.exp(-k*t) + 1),
- rtol=1e-9, atol=1e-12)
- # Check that the state variables have the expected values at the events.
- x0events = sol.sol(x0events_t)
- y0events = sol.sol(y0events_t)
- zfinalevents = sol.sol(zfinalevents_t)
- assert_allclose(x0events[0], np.zeros_like(x0events[0]), atol=5e-14)
- assert_allclose(x0events[1], np.ones_like(x0events[1]))
- assert_allclose(y0events[0], np.ones_like(y0events[0]))
- assert_allclose(y0events[1], np.zeros_like(y0events[1]), atol=5e-14)
- assert_allclose(zfinalevents[2], [zfinal])
- def test_array_rtol():
- # solve_ivp had a bug with array_like `rtol`; see gh-15482
- # check that it's fixed
- def f(t, y):
- return y[0], y[1]
- # no warning (or error) when `rtol` is array_like
- sol = solve_ivp(f, (0, 1), [1., 1.], rtol=[1e-1, 1e-1])
- err1 = np.abs(np.linalg.norm(sol.y[:, -1] - np.exp(1)))
- # warning when an element of `rtol` is too small
- with pytest.warns(UserWarning, match="At least one element..."):
- sol = solve_ivp(f, (0, 1), [1., 1.], rtol=[1e-1, 1e-16])
- err2 = np.abs(np.linalg.norm(sol.y[:, -1] - np.exp(1)))
- # tighter rtol improves the error
- assert err2 < err1
- @pytest.mark.parametrize('method', ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF', 'LSODA'])
- def test_integration_zero_rhs(method):
- result = solve_ivp(fun_zero, [0, 10], np.ones(3), method=method)
- assert_(result.success)
- assert_equal(result.status, 0)
- assert_allclose(result.y, 1.0, rtol=1e-15)
- def test_args_single_value():
- def fun_with_arg(t, y, a):
- return a*y
- message = "Supplied 'args' cannot be unpacked."
- with pytest.raises(TypeError, match=message):
- solve_ivp(fun_with_arg, (0, 0.1), [1], args=-1)
- sol = solve_ivp(fun_with_arg, (0, 0.1), [1], args=(-1,))
- assert_allclose(sol.y[0, -1], np.exp(-0.1))
|