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SciML / OrdinaryDiffEq.jl

High performance ordinary differential equation (ODE) and differential-algebraic equation (DAE) solvers, including neural ordinary differential equations (neural ODEs) and scientific machine learning (SciML)
https://diffeq.sciml.ai/latest/
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The method `Stepanov5` doesn't seem to work #2188

Closed cwittens closed 4 months ago

cwittens commented 4 months ago

Describe the bug 🐞

The method Stepanov5 doesn't seem to work, at least after first initializing OrdinaryDiffEq. I don't know how to reproduce what happend, but two weeks ago I had the same bug calculating calculate_residuals at first and later Stepanov5 worked again. But it definitely doesn't work after just starting OrdinaryDiffEq. Expected behavior

The method Stepanov5 works.

Minimal Reproducible Example 👇

 sol = solve(ODEProblem((du, u, p, t) -> du .= u, [1.0], (0.0, 1.0)), Stepanov5())

Error & Stacktrace ⚠️


julia> using OrdinaryDiffEq

julia> sol = solve(ODEProblem((du, u, p, t) -> du .= u, [1.0], (0.0, 1.0)), Stepanov5())
ERROR: MethodError: no method matching calculate_residuals(::Vector{…}, ::Vector{…}, ::Vector{…}, ::Float64, ::Float64, ::typeof(DiffEqBase.ODE_DEFAULT_NORM), ::Float64, ::Static.False)

Closest candidates are:
  calculate_residuals(::Any, ::Any, ::Any, ::Any, ::Any, ::Any, ::Any, ::Any, ::Any)
   @ DiffEqBase C:\Users\colli\.julia\packages\DiffEqBase\WyGjp\src\calculate_residuals.jl:75
  calculate_residuals(::Array{T}, ::Array{T}, ::Array{T}, ::T2, ::Real, ::Any, ::Any) where {T<:Number, T2<:Number}
   @ DiffEqBase C:\Users\colli\.julia\packages\DiffEqBase\WyGjp\src\calculate_residuals.jl:14
  calculate_residuals(::Any, ::Any, ::Any, ::Any, ::Any, ::Any, ::Any)
   @ DiffEqBase C:\Users\colli\.julia\packages\DiffEqBase\WyGjp\src\calculate_residuals.jl:23
  ...

Stacktrace:
  [1] perform_step!(integrator::OrdinaryDiffEq.ODEIntegrator{…}, cache::OrdinaryDiffEq.Stepanov5Cache{…}, repeat_step::Bool)
    @ OrdinaryDiffEq C:\Users\colli\.julia\packages\OrdinaryDiffEq\0tf1M\src\perform_step\low_order_rk_perform_step.jl:1810
  [2] perform_step!
    @ C:\Users\colli\.julia\packages\OrdinaryDiffEq\0tf1M\src\perform_step\low_order_rk_perform_step.jl:1774 [inlined]
  [3] solve!(integrator::OrdinaryDiffEq.ODEIntegrator{…})
    @ OrdinaryDiffEq C:\Users\colli\.julia\packages\OrdinaryDiffEq\0tf1M\src\solve.jl:544
  [4] #__solve#766
    @ C:\Users\colli\.julia\packages\OrdinaryDiffEq\0tf1M\src\solve.jl:7 [inlined]
  [5] __solve
    @ C:\Users\colli\.julia\packages\OrdinaryDiffEq\0tf1M\src\solve.jl:1 [inlined]
  [6] #solve_call#44
    @ C:\Users\colli\.julia\packages\DiffEqBase\WyGjp\src\solve.jl:612 [inlined]
  [7] solve_call
    @ C:\Users\colli\.julia\packages\DiffEqBase\WyGjp\src\solve.jl:569 [inlined]
  [8] #solve_up#53
    @ C:\Users\colli\.julia\packages\DiffEqBase\WyGjp\src\solve.jl:1080 [inlined]
  [9] solve_up
    @ C:\Users\colli\.julia\packages\DiffEqBase\WyGjp\src\solve.jl:1066 [inlined]
 [10] #solve#51
    @ C:\Users\colli\.julia\packages\DiffEqBase\WyGjp\src\solve.jl:1003 [inlined]
 [11] solve(prob::ODEProblem{…}, args::Stepanov5{…})
    @ DiffEqBase C:\Users\colli\.julia\packages\DiffEqBase\WyGjp\src\solve.jl:993
 [12] top-level scope
    @ REPL[4]:1
Some type information was truncated. Use `show(err)` to see complete types.

julia> sol = solve(ODEProblem((du, u, p, t) -> du .= u, [1.0], (0.0, 1.0)), Tsit5())
retcode: Success
Interpolation: specialized 4th order "free" interpolation
t: 5-element Vector{Float64}:
 0.0
 0.10001999200479662
 0.3480203186480749
 0.6830525653177172
 1.0
u: 5-element Vector{Vector{Float64}}:
 [1.0]
 [1.105193012902056]
 [1.4162610240705922]
 [1.9799122739515003]
 [2.718281708773342]

Environment (please complete the following information):

Status `C:\Users\colli\.julia\environments\v1.10\Project.toml`
  [1dea7af3] OrdinaryDiffEq v6.75.0
Status `C:\Users\colli\.julia\environments\v1.10\Manifest.toml`
⌅ [47edcb42] ADTypes v0.2.7
  [7d9f7c33] Accessors v0.1.36
  [79e6a3ab] Adapt v4.0.4
  [ec485272] ArnoldiMethod v0.4.0
  [4fba245c] ArrayInterface v7.10.0
  [4c555306] ArrayLayouts v1.9.2
  [62783981] BitTwiddlingConvenienceFunctions v0.1.5
  [2a0fbf3d] CPUSummary v0.2.4
  [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
  [2b5f629d] DiffEqBase v6.149.2
  [163ba53b] DiffResults v1.1.0
  [b552c78f] DiffRules v1.15.1
  [ffbed154] DocStringExtensions v0.9.3
  [4e289a0a] EnumX v1.0.4
⌃ [f151be2c] EnzymeCore v0.6.6
  [d4d017d3] ExponentialUtilities v1.26.1
  [e2ba6199] ExprTools v0.1.10
  [7034ab61] FastBroadcast v0.2.8
  [9aa1b823] FastClosures v0.3.2
  [29a986be] FastLapackInterface v2.0.3
  [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
  [46192b85] GPUArraysCore v0.1.6
  [c145ed77] GenericSchur v0.5.4
  [86223c79] Graphs v1.11.0
  [3e5b6fbb] HostCPUFeatures v0.1.16
  [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
  [ef3ab10e] KLU v0.6.0
  [ba0b0d4f] Krylov v0.9.6
  [10f19ff3] LayoutPointers v0.1.15
  [5078a376] LazyArrays v1.10.0
  [d3d80556] LineSearches v7.2.0
  [7ed4a6bd] LinearSolve v2.29.1
  [2ab3a3ac] LogExpFunctions v0.3.27
  [bdcacae8] LoopVectorization v0.12.170
  [1914dd2f] MacroTools v0.5.13
  [d125e4d3] ManualMemory v0.1.8
  [a3b82374] MatrixFactorizations v2.2.0
  [bb5d69b7] MaybeInplace v0.1.2
  [46d2c3a1] MuladdMacro v0.2.4
  [d41bc354] NLSolversBase v7.8.3
  [77ba4419] NaNMath v1.0.2
  [8913a72c] NonlinearSolve v3.10.0
  [6fe1bfb0] OffsetArrays v1.14.0
  [bac558e1] OrderedCollections v1.6.3
  [1dea7af3] OrdinaryDiffEq v6.75.0
  [65ce6f38] PackageExtensionCompat v1.0.2
  [d96e819e] Parameters v0.12.3
  [f517fe37] Polyester v0.7.13
  [1d0040c9] PolyesterWeave v0.2.1
  [d236fae5] PreallocationTools v0.4.21
  [aea7be01] PrecompileTools v1.2.1
  [21216c6a] Preferences v1.4.3
  [3cdcf5f2] RecipesBase v1.3.4
  [731186ca] RecursiveArrayTools v3.16.0
  [f2c3362d] RecursiveFactorization v0.2.23
  [189a3867] Reexport v1.2.2
  [ae029012] Requires v1.3.0
  [7e49a35a] RuntimeGeneratedFunctions v0.5.13
  [94e857df] SIMDTypes v0.1.0
  [476501e8] SLEEFPirates v0.6.42
  [0bca4576] SciMLBase v2.36.1
  [c0aeaf25] SciMLOperators v0.3.8
  [53ae85a6] SciMLStructures v1.1.0
  [efcf1570] Setfield v1.1.1
  [727e6d20] SimpleNonlinearSolve v1.8.0
  [699a6c99] SimpleTraits v0.9.4
  [ce78b400] SimpleUnPack v1.1.0
⌃ [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 v1.9.3
  [1e83bf80] StaticArraysCore v1.4.2
  [7792a7ef] StrideArraysCore v0.5.6
  [2efcf032] SymbolicIndexingInterface v0.3.21
  [3783bdb8] TableTraits v1.0.1
  [bd369af6] Tables v1.11.1
  [8290d209] ThreadingUtilities v0.5.2
  [a759f4b9] TimerOutputs v0.5.23
  [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
  [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 ⌃ and ⌅ have new versions available. Those with ⌃ may be upgradable, but those with ⌅ are restricted by compatibility constraints from upgrading. To see why use `status --outdated -m`

Julia Version 1.10.3
Commit 0b4590a550 (2024-04-30 10:59 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: Windows (x86_64-w64-mingw32)
  CPU: 8 × 11th Gen Intel(R) Core(TM) i7-1185G7 @ 3.00GHz
  WORD_SIZE: 64
  LIBM: libopenlibm
  LLVM: libLLVM-15.0.7 (ORCJIT, tigerlake)
Threads: 1 default, 0 interactive, 1 GC (on 8 virtual cores)

Additional context

Add any other context about the problem here.

ranocha commented 4 months ago

I can reproduce this

ChrisRackauckas commented 4 months ago

Seems like a typo that needs a quick fix and a regression test on adaptivity.