SciML / DifferentialEquations.jl

Multi-language suite for high-performance solvers of differential equations and scientific machine learning (SciML) components. Ordinary differential equations (ODEs), stochastic differential equations (SDEs), delay differential equations (DDEs), differential-algebraic equations (DAEs), and more in Julia.
https://docs.sciml.ai/DiffEqDocs/stable/
Other
2.85k stars 226 forks source link

Bug when using auto-algorithm selection with continious callbacks #1035

Closed MasonProtter closed 4 months ago

MasonProtter commented 4 months ago

Describe the bug 🐞

Trying to use automatic algorithm selection together with continious callbacks is erroring. Here's the example from https://docs.sciml.ai/DiffEqDocs/stable/features/callback_functions/#Example-1:-Bouncing-Ball but with sol = solve(prob, Tsit5(), callback = cb) replaced with solve(prob; callback = cb) (works fine if Tsit5() is specified):

Minimal Reproducible Example πŸ‘‡

using DifferentialEquations
function f(du, u, p, t)
    du[1] = u[2]
    du[2] = -p
end
function condition(u, t, integrator) # Event when condition(u,t,integrator) == 0
    u[1]
end
function affect!(integrator)
    integrator.u[2] = -integrator.u[2]
end
let
    cb = ContinuousCallback(condition, affect!)
    u0 = [50.0, 0.0]
    tspan = (0.0, 15.0)
    p = 9.8
    prob = ODEProblem(f, u0, tspan, p)
    sol = solve(prob; callback = cb)
end

Error & Stacktrace ⚠️

ERROR: MethodError: no method matching get_tmp_cache(::OrdinaryDiffEq.ODEIntegrator{…}, ::CompositeAlgorithm{…}, ::OrdinaryDiffEq.DefaultCache{…})

Closest candidates are:
  get_tmp_cache(::StochasticDiffEq.SDEIntegrator, ::Any, ::Any)
   @ StochasticDiffEq ~/.julia/packages/StochasticDiffEq/aR0ZE/src/integrators/integrator_interface.jl:54
  get_tmp_cache(::Any, ::OrdinaryDiffEqAlgorithm, ::OrdinaryDiffEq.OrdinaryDiffEqMutableCache)
   @ OrdinaryDiffEq ~/.julia/packages/OrdinaryDiffEq/YXsFS/src/integrators/integrator_interface.jl:125
  get_tmp_cache(::Any, ::OrdinaryDiffEqAlgorithm, ::OrdinaryDiffEq.OrdinaryDiffEqConstantCache)
   @ OrdinaryDiffEq ~/.julia/packages/OrdinaryDiffEq/YXsFS/src/integrators/integrator_interface.jl:118
  ...

Stacktrace:
  [1] get_tmp_cache
    @ ~/.julia/packages/OrdinaryDiffEq/YXsFS/src/integrators/integrator_interface.jl:111 [inlined]
  [2] get_tmp(integrator::OrdinaryDiffEq.ODEIntegrator{…}, callback::ContinuousCallback{…})
    @ DiffEqBase ~/.julia/packages/DiffEqBase/yM6LF/src/callbacks.jl:60
  [3] get_condition(integrator::OrdinaryDiffEq.ODEIntegrator{…}, callback::ContinuousCallback{…}, abst::Float64)
    @ DiffEqBase ~/.julia/packages/DiffEqBase/yM6LF/src/callbacks.jl:74
  [4] determine_event_occurance
    @ ~/.julia/packages/DiffEqBase/yM6LF/src/callbacks.jl:331 [inlined]
  [5] find_callback_time(integrator::OrdinaryDiffEq.ODEIntegrator{…}, callback::ContinuousCallback{…}, counter::Int64)
    @ DiffEqBase ~/.julia/packages/DiffEqBase/yM6LF/src/callbacks.jl:401
  [6] macro expansion
    @ ~/.julia/packages/DiffEqBase/yM6LF/src/callbacks.jl:132 [inlined]
  [7] find_first_continuous_callback(integrator::OrdinaryDiffEq.ODEIntegrator{…}, callbacks::Tuple{…})
    @ DiffEqBase ~/.julia/packages/DiffEqBase/yM6LF/src/callbacks.jl:127
  [8] find_first_continuous_callback
    @ ~/.julia/packages/DiffEqBase/yM6LF/src/callbacks.jl:125 [inlined]
  [9] handle_callbacks!(integrator::OrdinaryDiffEq.ODEIntegrator{…})
    @ OrdinaryDiffEq ~/.julia/packages/OrdinaryDiffEq/YXsFS/src/integrators/integrator_utils.jl:332
 [10] _loopfooter!(integrator::OrdinaryDiffEq.ODEIntegrator{…})
    @ OrdinaryDiffEq ~/.julia/packages/OrdinaryDiffEq/YXsFS/src/integrators/integrator_utils.jl:254
 [11] loopfooter!
    @ ~/.julia/packages/OrdinaryDiffEq/YXsFS/src/integrators/integrator_utils.jl:207 [inlined]
 [12] solve!(integrator::OrdinaryDiffEq.ODEIntegrator{…})
    @ OrdinaryDiffEq ~/.julia/packages/OrdinaryDiffEq/YXsFS/src/solve.jl:552
 [13] #__solve#799
    @ ~/.julia/packages/OrdinaryDiffEq/YXsFS/src/solve.jl:7 [inlined]
 [14] __solve
    @ ~/.julia/packages/OrdinaryDiffEq/YXsFS/src/solve.jl:1 [inlined]
 [15] solve_call(_prob::ODEProblem{…}, args::CompositeAlgorithm{…}; merge_callbacks::Bool, kwargshandle::Nothing, kwargs::@Kwargs{…})
    @ DiffEqBase ~/.julia/packages/DiffEqBase/yM6LF/src/solve.jl:612
 [16] solve_call
    @ ~/.julia/packages/DiffEqBase/yM6LF/src/solve.jl:569 [inlined]
 [17] solve_up(prob::ODEProblem{…}, sensealg::Nothing, u0::Vector{…}, p::Float64, args::CompositeAlgorithm{…}; kwargs::@Kwargs{…})
    @ DiffEqBase ~/.julia/packages/DiffEqBase/yM6LF/src/solve.jl:1080
 [18] solve_up
    @ ~/.julia/packages/DiffEqBase/yM6LF/src/solve.jl:1066 [inlined]
 [19] #solve#51
    @ ~/.julia/packages/DiffEqBase/yM6LF/src/solve.jl:1003 [inlined]
 [20] solve
    @ ~/.julia/packages/DiffEqBase/yM6LF/src/solve.jl:993 [inlined]
 [21] #__solve#804
    @ ~/.julia/packages/OrdinaryDiffEq/YXsFS/src/solve.jl:541 [inlined]
 [22] __solve
    @ ~/.julia/packages/OrdinaryDiffEq/YXsFS/src/solve.jl:540 [inlined]
 [23] #__solve#72
    @ ~/.julia/packages/DiffEqBase/yM6LF/src/solve.jl:1394 [inlined]
 [24] __solve
    @ ~/.julia/packages/DiffEqBase/yM6LF/src/solve.jl:1386 [inlined]
 [25] solve_call(::ODEProblem{…}; merge_callbacks::Bool, kwargshandle::Nothing, kwargs::@Kwargs{…})
    @ DiffEqBase ~/.julia/packages/DiffEqBase/yM6LF/src/solve.jl:612
 [26] solve_up(::ODEProblem{…}, ::Nothing, ::Vector{…}, ::Float64; kwargs::@Kwargs{…})
    @ DiffEqBase ~/.julia/packages/DiffEqBase/yM6LF/src/solve.jl:1072
 [27] solve_up
    @ ~/.julia/packages/DiffEqBase/yM6LF/src/solve.jl:1066 [inlined]
 [28] solve(::ODEProblem{…}; sensealg::Nothing, u0::Nothing, p::Nothing, wrap::Val{…}, kwargs::@Kwargs{…})
    @ DiffEqBase ~/.julia/packages/DiffEqBase/yM6LF/src/solve.jl:1003
 [29] top-level scope
    @ REPL[3]:18
Some type information was truncated. Use `show(err)` to see complete types.

Environment (please complete the following information):

Status `/tmp/jl_0eoehB/Project.toml`
  [0c46a032] DifferentialEquations v7.13.0
Status `/tmp/jl_0eoehB/Manifest.toml`
βŒ… [47edcb42] ADTypes v0.2.7
  [7d9f7c33] Accessors v0.1.36
  [79e6a3ab] Adapt v4.0.4
  [66dad0bd] AliasTables v1.1.3
  [ec485272] ArnoldiMethod v0.4.0
  [4fba245c] ArrayInterface v7.10.0
  [4c555306] ArrayLayouts v1.9.3
  [aae01518] BandedMatrices v1.7.0
  [62783981] BitTwiddlingConvenienceFunctions v0.1.5
  [764a87c0] BoundaryValueDiffEq v5.7.1
  [fa961155] CEnum v0.5.0
  [2a0fbf3d] CPUSummary v0.2.5
  [49dc2e85] Calculus v0.5.1
  [d360d2e6] ChainRulesCore v1.23.0
  [fb6a15b2] CloseOpenIntervals v0.1.12
  [38540f10] CommonSolve v0.2.4
  [bbf7d656] CommonSubexpressions v0.3.0
  [34da2185] Compat v4.15.0
  [a33af91c] CompositionsBase v0.1.2
  [2569d6c7] ConcreteStructs v0.2.3
  [187b0558] ConstructionBase v1.5.5
  [adafc99b] CpuId v0.3.1
  [9a962f9c] DataAPI v1.16.0
  [864edb3b] DataStructures v0.18.20
  [e2d170a0] DataValueInterfaces v1.0.0
  [bcd4f6db] DelayDiffEq v5.47.3
  [2b5f629d] DiffEqBase v6.151.1
  [459566f4] DiffEqCallbacks v3.6.2
  [77a26b50] DiffEqNoiseProcess v5.21.0
  [163ba53b] DiffResults v1.1.0
  [b552c78f] DiffRules v1.15.1
  [0c46a032] DifferentialEquations v7.13.0
  [b4f34e82] Distances v0.10.11
  [31c24e10] Distributions v0.25.108
  [ffbed154] DocStringExtensions v0.9.3
  [fa6b7ba4] DualNumbers v0.6.8
  [4e289a0a] EnumX v1.0.4
  [f151be2c] EnzymeCore v0.7.2
  [d4d017d3] ExponentialUtilities v1.26.1
  [e2ba6199] ExprTools v0.1.10
  [9d29842c] FastAlmostBandedMatrices v0.1.1
  [7034ab61] FastBroadcast v0.2.8
  [9aa1b823] FastClosures v0.3.2
  [29a986be] FastLapackInterface v2.0.4
  [1a297f60] FillArrays v1.11.0
  [6a86dc24] FiniteDiff v2.23.1
  [f6369f11] ForwardDiff v0.10.36
  [069b7b12] FunctionWrappers v1.1.3
  [77dc65aa] FunctionWrappersWrappers v0.1.3
  [d9f16b24] Functors v0.4.10
  [46192b85] GPUArraysCore v0.1.6
  [c145ed77] GenericSchur v0.5.4
  [86223c79] Graphs v1.11.0
  [3e5b6fbb] HostCPUFeatures v0.1.16
  [34004b35] HypergeometricFunctions v0.3.23
  [615f187c] IfElse v0.1.1
  [d25df0c9] Inflate v0.1.4
  [3587e190] InverseFunctions v0.1.14
  [92d709cd] IrrationalConstants v0.2.2
  [82899510] IteratorInterfaceExtensions v1.0.0
  [692b3bcd] JLLWrappers v1.5.0
  [ccbc3e58] JumpProcesses v9.11.1
  [ef3ab10e] KLU v0.6.0
  [ba0b0d4f] Krylov v0.9.6
  [10f19ff3] LayoutPointers v0.1.15
βŒ… [5078a376] LazyArrays v1.10.0
  [2d8b4e74] LevyArea v1.0.0
  [d3d80556] LineSearches v7.2.0
  [7ed4a6bd] LinearSolve v2.30.0
  [2ab3a3ac] LogExpFunctions v0.3.27
  [bdcacae8] LoopVectorization v0.12.170
  [1914dd2f] MacroTools v0.5.13
  [d125e4d3] ManualMemory v0.1.8
βŒ… [a3b82374] MatrixFactorizations v2.2.0
  [bb5d69b7] MaybeInplace v0.1.2
  [e1d29d7a] Missings v1.2.0
  [46d2c3a1] MuladdMacro v0.2.4
  [d41bc354] NLSolversBase v7.8.3
  [2774e3e8] NLsolve v4.5.1
  [77ba4419] NaNMath v1.0.2
βŒƒ [8913a72c] NonlinearSolve v3.11.0
  [6fe1bfb0] OffsetArrays v1.14.0
  [429524aa] Optim v1.9.4
  [bac558e1] OrderedCollections v1.6.3
  [1dea7af3] OrdinaryDiffEq v6.78.0
  [90014a1f] PDMats v0.11.31
  [65ce6f38] PackageExtensionCompat v1.0.2
  [d96e819e] Parameters v0.12.3
  [e409e4f3] PoissonRandom v0.4.4
  [f517fe37] Polyester v0.7.14
  [1d0040c9] PolyesterWeave v0.2.1
  [85a6dd25] PositiveFactorizations v0.2.4
  [d236fae5] PreallocationTools v0.4.21
  [aea7be01] PrecompileTools v1.2.1
  [21216c6a] Preferences v1.4.3
  [43287f4e] PtrArrays v1.2.0
  [1fd47b50] QuadGK v2.9.4
  [74087812] Random123 v1.7.0
  [e6cf234a] RandomNumbers v1.5.3
  [3cdcf5f2] RecipesBase v1.3.4
  [731186ca] RecursiveArrayTools v3.19.0
  [f2c3362d] RecursiveFactorization v0.2.23
  [189a3867] Reexport v1.2.2
  [ae029012] Requires v1.3.0
  [ae5879a3] ResettableStacks v1.1.1
  [79098fc4] Rmath v0.7.1
  [7e49a35a] RuntimeGeneratedFunctions v0.5.13
  [94e857df] SIMDTypes v0.1.0
  [476501e8] SLEEFPirates v0.6.42
  [0bca4576] SciMLBase v2.38.0
  [c0aeaf25] SciMLOperators v0.3.8
  [53ae85a6] SciMLStructures v1.2.0
  [efcf1570] Setfield v1.1.1
  [727e6d20] SimpleNonlinearSolve v1.8.0
  [699a6c99] SimpleTraits v0.9.4
  [ce78b400] SimpleUnPack v1.1.0
  [a2af1166] SortingAlgorithms v1.2.1
βŒƒ [47a9eef4] SparseDiffTools v2.18.0
  [e56a9233] Sparspak v0.3.9
  [276daf66] SpecialFunctions v2.4.0
  [aedffcd0] Static v0.8.10
  [0d7ed370] StaticArrayInterface v1.5.0
  [90137ffa] StaticArrays v1.9.4
  [1e83bf80] StaticArraysCore v1.4.2
  [82ae8749] StatsAPI v1.7.0
  [2913bbd2] StatsBase v0.34.3
  [4c63d2b9] StatsFuns v1.3.1
  [9672c7b4] SteadyStateDiffEq v2.2.0
  [789caeaf] StochasticDiffEq v6.65.1
  [7792a7ef] StrideArraysCore v0.5.6
  [c3572dad] Sundials v4.24.0
  [2efcf032] SymbolicIndexingInterface v0.3.21
  [3783bdb8] TableTraits v1.0.1
  [bd369af6] Tables v1.11.1
  [8290d209] ThreadingUtilities v0.5.2
  [a759f4b9] TimerOutputs v0.5.24
  [d5829a12] TriangularSolve v0.2.0
  [410a4b4d] Tricks v0.1.8
  [781d530d] TruncatedStacktraces v1.4.0
  [3a884ed6] UnPack v1.0.2
  [3d5dd08c] VectorizationBase v0.21.67
  [19fa3120] VertexSafeGraphs v0.2.0
  [1d5cc7b8] IntelOpenMP_jll v2024.1.0+0
  [856f044c] MKL_jll v2024.1.0+0
  [efe28fd5] OpenSpecFun_jll v0.5.5+0
  [f50d1b31] Rmath_jll v0.4.2+0
βŒ… [fb77eaff] Sundials_jll v5.2.2+0
  [1317d2d5] oneTBB_jll v2021.12.0+0
  [0dad84c5] ArgTools v1.1.1
  [56f22d72] Artifacts
  [2a0f44e3] Base64
  [ade2ca70] Dates
  [8ba89e20] Distributed
  [f43a241f] Downloads v1.6.0
  [7b1f6079] FileWatching
  [9fa8497b] Future
  [b77e0a4c] InteractiveUtils
  [4af54fe1] LazyArtifacts
  [b27032c2] LibCURL v0.6.4
  [76f85450] LibGit2
  [8f399da3] Libdl
  [37e2e46d] LinearAlgebra
  [56ddb016] Logging
  [d6f4376e] Markdown
  [a63ad114] Mmap
  [ca575930] NetworkOptions v1.2.0
  [44cfe95a] Pkg v1.10.0
  [de0858da] Printf
  [3fa0cd96] REPL
  [9a3f8284] Random
  [ea8e919c] SHA v0.7.0
  [9e88b42a] Serialization
  [1a1011a3] SharedArrays
  [6462fe0b] Sockets
  [2f01184e] SparseArrays v1.10.0
  [10745b16] Statistics v1.10.0
  [4607b0f0] SuiteSparse
  [fa267f1f] TOML v1.0.3
  [a4e569a6] Tar v1.10.0
  [8dfed614] Test
  [cf7118a7] UUIDs
  [4ec0a83e] Unicode
  [e66e0078] CompilerSupportLibraries_jll v1.1.1+0
  [deac9b47] LibCURL_jll v8.4.0+0
  [e37daf67] LibGit2_jll v1.6.4+0
  [29816b5a] LibSSH2_jll v1.11.0+1
  [c8ffd9c3] MbedTLS_jll v2.28.2+1
  [14a3606d] MozillaCACerts_jll v2023.1.10
  [4536629a] OpenBLAS_jll v0.3.23+4
  [05823500] OpenLibm_jll v0.8.1+2
  [bea87d4a] SuiteSparse_jll v7.2.1+1
  [83775a58] Zlib_jll v1.2.13+1
  [8e850b90] libblastrampoline_jll v5.8.0+1
  [8e850ede] nghttp2_jll v1.52.0+1
  [3f19e933] p7zip_jll v17.4.0+2
Info Packages marked with βŒƒ and βŒ… have new versions available. Those with βŒƒ may be upgradable, but those with βŒ… are restricted by compatibility constraints from upgrading. To see why use `status --outdated -m`
Julia Version 1.10.3
Commit 0b4590a5507 (2024-04-30 10:59 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: Linux (x86_64-linux-gnu)
  CPU: 12 Γ— AMD Ryzen 5 5600X 6-Core Processor
  WORD_SIZE: 64
  LIBM: libopenlibm
  LLVM: libLLVM-15.0.7 (ORCJIT, znver3)
Threads: 6 default, 0 interactive, 3 GC (on 12 virtual cores)
Environment:
  JULIA_NUM_THREADS = 6

Additional context

Add any other context about the problem here.

ChrisRackauckas commented 4 months ago

The new defaulting algorithm needs to have a dispatch on the tmp cache to forward it down to the solution for the dispatch for the current chosen default. In fact, we should make sure that the whole interface here is covered:

https://github.com/SciML/OrdinaryDiffEq.jl/blob/master/src/integrators/integrator_interface.jl

We should add the new default algorithm to https://github.com/SciML/OrdinaryDiffEq.jl/blob/master/test/integrators/ode_cache_tests.jl and make it pass this set of tests.

oscardssmith commented 4 months ago

Good catch! This should be fixed by https://github.com/SciML/OrdinaryDiffEq.jl/pull/2225