Add BVPFunction #370

ErikQQY · 2023-01-19T11:24:52Z

This PR adds BVPFunction. I think it would be nice for BoundaryValueDiffEq.jl to have this feature, since we have all kinds of *Function for all kinds of problems.

It is very interesting that after I added the BVPFunction feature to SciMLBase.jl and used the simple pendulum example to test if the BVPFunction can be directly used to solve the problem, and tada!🎉

Signed-off-by: ErikQQY <[email protected]>

ChrisRackauckas · 2023-01-19T12:49:16Z

I'm going to hold onto this: I'm not quite convinced that BVPs need a different function since they are just ODEs with extra boundary conditions. We are going to do a BVP overhaul quite soon though, so we'll evaluate it as we start making new BVP functionality and see what extra fields we could potentially use.

ErikQQY · 2023-01-19T13:13:21Z

Sure, I will follow the BVP overhaul and keep this PR as a record in case a BVPFunction is needed.

codecov · 2023-08-11T03:16:26Z

Codecov Report

Merging #370 (30fb3c2) into master (cce1ce0) will increase coverage by 1.43%.
Report is 19 commits behind head on master.
The diff coverage is 61.76%.

@@            Coverage Diff             @@
##           master     #370      +/-   ##
==========================================
+ Coverage   53.73%   55.17%   +1.43%     
==========================================
  Files          47       50       +3     
  Lines        3584     3701     +117     
==========================================
+ Hits         1926     2042     +116     
- Misses       1658     1659       +1

Files Changed	Coverage Δ
src/SciMLBase.jl	`71.42% <ø> (ø)`
src/ensemble/basic_ensemble_solve.jl	`80.18% <ø> (+5.66%)`	⬆️
src/ensemble/ensemble_solutions.jl	`44.95% <0.00%> (+15.32%)`	⬆️
src/ensemble/ensemble_problems.jl	`40.90% <10.00%> (+2.81%)`	⬆️
src/scimlfunctions.jl	`60.83% <70.58%> (+1.46%)`	⬆️
src/problems/bvp_problems.jl	`52.00% <100.00%> (-4.67%)`	⬇️

... and 17 files with indirect coverage changes

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Signed-off-by: ErikQQY <[email protected]>

ErikQQY · 2023-08-11T16:02:01Z

I added bcjac and bcjac_prototype, but the test cases are not covering all of the new features. Need some review to continue on this.

@ChrisRackauckas @avik-pal

Signed-off-by: ErikQQY <[email protected]>

avik-pal · 2023-08-13T15:56:37Z

src/problems/bvp_problems.jl

    BVProblem{isinplace(f, 4)}(f, bc, u0, tspan, args...; kwargs...)
 end

 function BVProblem(f, bc, u0, tspan, p = NullParameters(); kwargs...)
-    BVProblem(ODEFunction(f), bc, u0, tspan, p; kwargs...)
+    BVProblem(BVPFunction(f, bc), bc, u0, tspan, p; kwargs...)


If BVPFunction stores bc should be duplicate the storage in BVProblem again?

Yeah, indeed, the problem construction process in BVProblem is similar with SDEProblem, they both have duplicate bc in BVProblem and g in SDEProblem, but if we want to have a BVPFunction stores both f and bc, duplicating bc could really making the problem constructor concise. We need to note that when we are unpacking BVProblem, we actually get a BVPFunction but not f.

SciMLBase.jl/src/problems/sde_problems.jl

Lines 130 to 132 in 4d926fc

function SDEProblem(f, g, u0, tspan, p = NullParameters(); kwargs...)

SDEProblem(SDEFunction(f, g), g, u0, tspan, p; kwargs...)

end

In that case it's fair to stay consistent.

Maybe we can add an additional dispatch on BVPFunction where we automatically pull out the bc during problem construction that way user wont have to do BVProblem(BVPFunction(f, bc), bc...) and instead can specify BVProblem(BVPFunction(f, bc)....)

I think you mean a dispatch on BVProblem right? Just updated and now we can directly specify BVProblem(BVPFunction(f, bc).....) to construct a BVProblem.
Do we need to do the same for SDEProblem and SDEFunction? The problem construct of SDEProblem also need users to do somthing like SDEProblem(SDEFunction(f, g), g), see here: https://docs.sciml.ai/DiffEqDocs/stable/tutorials/sde_example/#Using-Higher-Order-Methods

@ChrisRackauckas do you think this is a valid API choice? Is there a particular reason other Problem Types don't have this?

can you handle downstream?

Sure, I am working on fixing downstream errors

I am a little lost here, there are three ways of constructing a BVProblem:
(1). Directly construction from scratch

prob = BVProblem(f, bc, u0, tspan)

(2). Use BVPFunction

prob = BVProblem(BVPFunction(f, bc), u0, tspan)

(3). Another way of using BVPFunction

prob = BVProblem(BVPFunction(f, bc), bc, u0, tspan)

As for SDEProblem, the definitions are similar, so my question is that it looks the (2) and (3) dispatches can't exist at the same time, so I think we are deprecating (3) and using (2) instead?

It looks like deprecating (3) and using (2) in SDEProblem and SDEFunction is way more complicated than BVProblem and BVPFunction. SplitSDEProblem, DynamicalSDEProblem and maybe some functions in ModelingToolkit.jl and JumpProcess.jl etc. are all relying on (3) in problem constructor, the new change in this PR would cause a lot of errors and break a lot of APIs.

Signed-off-by: ErikQQY <[email protected]>

ChrisRackauckas · 2023-08-23T09:30:52Z

src/problems/sde_problems.jl

 end

 function SDEProblem(f, g, u0, tspan, p = NullParameters(); kwargs...)
    SDEProblem(SDEFunction(f, g), g, u0, tspan, p; kwargs...)
 end

+function SDEProblem(f::AbstractSDEFunction, u0, tspan, p = NullParameters(); kwargs...)
+    SDEProblem(f, f.g, u0, tspan, p; kwargs...)


this fallback won't work since it will drop information like Jacobian types.

Signed-off-by: ErikQQY <[email protected]>

ErikQQY · 2023-08-25T13:02:58Z

Now BVP and SDE problems can be constructed using either:

BVProblem(f, bc, u0, tspan)

BProblem(f, g, u0, tspan)

or

BVProblem(fun, u0, tspan)

SDEProblem(fun, u0, tspan)

Signed-off-by: ErikQQY <[email protected]>

ErikQQY · 2023-09-04T16:16:40Z

I am still a little concerned the breaking changes would affect a lot, as can be seen from the CI status, the API changes especially SDEFunction and SDEProblem would make a lot of packages fail, so I need a confirmation before moving forward(update the downstream usage of SDEFunction and SDEProblem ). @ChrisRackauckas @avik-pal

avik-pal · 2023-09-04T16:19:12Z

If the SDE thing requires a lot of patching, can we decouple it from the BVPFunction work? The BVP function is non-breaking IIUC.

ErikQQY · 2023-09-04T16:30:23Z

If the SDE thing requires a lot of patching, can we decouple it from the BVPFunction work? The BVP function is non-breaking IIUC.

Yeah agreed, I think we can first go with the BVP stuff, then update the SDE things in another PR.

Signed-off-by: ErikQQY <[email protected]>

Add BVPFunction

ac60b89

Signed-off-by: ErikQQY <[email protected]>

ErikQQY mentioned this pull request Aug 11, 2023

Revisiting Boundary Value Problems #477

Merged

Merge branch 'master' into master

7a24ffd

Add bcjac and bcjac_prototype

7cf85c4

Signed-off-by: ErikQQY <[email protected]>

ErikQQY added 2 commits August 13, 2023 16:19

Cover more tests

8046eb9

Signed-off-by: ErikQQY <[email protected]>

Complete BVPFunction

a734ff8

Signed-off-by: ErikQQY <[email protected]>

ChrisRackauckas requested a review from avik-pal August 13, 2023 14:14

avik-pal reviewed Aug 13, 2023

View reviewed changes

ErikQQY added 2 commits August 16, 2023 10:09

Add new dispatch to problem construction

c6fa298

Signed-off-by: ErikQQY <[email protected]>

Add new dispatch for SDEProblem

681b9e1

Signed-off-by: ErikQQY <[email protected]>

ChrisRackauckas reviewed Aug 23, 2023

View reviewed changes

Done

61b726d

Signed-off-by: ErikQQY <[email protected]>

Remove convenient constructor for BVProblem

98afac4

Signed-off-by: ErikQQY <[email protected]>

BVP only

30fb3c2

Signed-off-by: ErikQQY <[email protected]>

ChrisRackauckas approved these changes Sep 4, 2023

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ChrisRackauckas merged commit 4c0fcdf into SciML:master Sep 4, 2023
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Add BVPFunction #370

Add BVPFunction #370

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ErikQQY commented Sep 4, 2023

	function SDEProblem(f, g, u0, tspan, p = NullParameters(); kwargs...)
	SDEProblem(SDEFunction(f, g), g, u0, tspan, p; kwargs...)
	end

Add BVPFunction #370

Add BVPFunction #370

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ErikQQY commented Jan 19, 2023

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