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Reuse in-place FIRK W only at the dt it was factored for #4941

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Reuse in-place FIRK W only at the dt it was factored for #4941

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2 changes: 1 addition & 1 deletion lib/OrdinaryDiffEqFIRK/Project.toml
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Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
name = "OrdinaryDiffEqFIRK"
uuid = "5960d6e9-dd7a-4743-88e7-cf307b64f125"
authors = ["ParamThakkar123 <paramthakkar864@gmail.com>"]
version = "2.8.9"
version = "2.8.10"

[deps]
FastBroadcast = "7034ab61-46d4-4ed7-9d0f-46aef9175898"
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8 changes: 4 additions & 4 deletions lib/OrdinaryDiffEqFIRK/src/algorithms.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -52,7 +52,7 @@ function RadauIIA3(;
concrete_jac = nothing,
linsolve = nothing,
extrapolant = :dense, fast_convergence_cutoff = 1 // 5,
new_W_γdt_cutoff = 1 // 5,
new_W_γdt_cutoff = 0 // 1,
κ = nothing, maxiters = 10,
step_limiter! = trivial_limiter!
)
Expand Down Expand Up @@ -99,7 +99,7 @@ function RadauIIA5(;
concrete_jac = nothing,
linsolve = nothing,
extrapolant = :dense, fast_convergence_cutoff = 1 // 5,
new_W_γdt_cutoff = 1 // 5,
new_W_γdt_cutoff = 0 // 1,
κ = nothing, maxiters = 10, smooth_est = true,
step_limiter! = trivial_limiter!
)
Expand Down Expand Up @@ -148,7 +148,7 @@ function RadauIIA9(;
concrete_jac = nothing,
linsolve = nothing,
extrapolant = :dense, fast_convergence_cutoff = 1 // 5,
new_W_γdt_cutoff = 1 // 5,
new_W_γdt_cutoff = 0 // 1,
κ = nothing, maxiters = 10, smooth_est = true,
step_limiter! = trivial_limiter!
)
Expand Down Expand Up @@ -200,7 +200,7 @@ function AdaptiveRadau(;
min_order = 5, max_order = 13, threading = false,
linsolve = nothing,
extrapolant = :dense, fast_convergence_cutoff = 1 // 5,
new_W_γdt_cutoff = 1 // 5,
new_W_γdt_cutoff = 0 // 1,
κ = nothing, maxiters = 10, smooth_est = true,
step_limiter! = trivial_limiter!
)
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4 changes: 4 additions & 0 deletions lib/OrdinaryDiffEqFIRK/src/firk_perform_step.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -447,6 +447,7 @@ end
(new_jac = do_newJ(integrator, alg, cache, repeat_step)) &&
(firk_new_J!(J, W1, integrator, cache); cache.W_γdt = dt)
new_W = do_newW(integrator, alg, new_jac, cache.W_γdt)
new_W && (cache.W_γdt = dt)
if is_lazy_W(W1)
set_W_gamma!(W1, αdt + βdt * im)
integrator.stats.nw += 1
Expand Down Expand Up @@ -825,6 +826,7 @@ end
(new_jac = do_newJ(integrator, alg, cache, repeat_step)) &&
(firk_new_J!(J, W1, integrator, cache, W2); cache.W_γdt = dt)
new_W = do_newW(integrator, alg, new_jac, cache.W_γdt)
new_W && (cache.W_γdt = dt)
if is_lazy_W(W1)
set_W_gamma!(W1, γdt)
set_W_gamma!(W2, αdt + βdt * im)
Expand Down Expand Up @@ -1403,6 +1405,7 @@ end
(new_jac = do_newJ(integrator, alg, cache, repeat_step)) &&
(firk_new_J!(J, W1, integrator, cache, W2, W3); cache.W_γdt = dt)
new_W = do_newW(integrator, alg, new_jac, cache.W_γdt)
new_W && (cache.W_γdt = dt)
if is_lazy_W(W1)
set_W_gamma!(W1, γdt)
set_W_gamma!(W2, α1dt + β1dt * im)
Expand Down Expand Up @@ -2052,6 +2055,7 @@ end
(new_jac = do_newJ(integrator, alg, cache, repeat_step)) &&
(firk_new_J!(J, W1, integrator, cache, W2); cache.W_γdt = dt)
new_W = do_newW(integrator, alg, new_jac, cache.W_γdt)
new_W && (cache.W_γdt = dt)
if is_lazy_W(W1)
set_W_gamma!(W1, γdt)
for i in 1:((num_stages - 1) ÷ 2)
Expand Down
13 changes: 13 additions & 0 deletions lib/OrdinaryDiffEqFIRK/test/ode_firk_tests.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -339,3 +339,16 @@ end
)
@test @inferred(OrdinaryDiffEqCore.get_current_adaptive_order(integ.alg.algs[2], integ.cache)) isa Int
end

@testset "In-place FIRK stays accurate after a callback" begin
f!(du, u, p, t) = (du[1] = -3u[1] + 1; nothing)
exact(t) = (1 - exp(-3t)) / 3
callback = DiscreteCallback((u, t, integrator) -> t == 0.5, integrator -> nothing)
for alg in (RadauIIA5(), RadauIIA9(), AdaptiveRadau())
sol = solve(
ODEProblem(f!, [0.0], (0.0, 1.0)), alg; reltol = 1.0e-8, abstol = 1.0e-11,
callback, tstops = [0.5]
)
@test maximum(abs(u[1] - exact(t)) for (t, u) in zip(sol.t, sol.u)) < 1.0e-8
end
end
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