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Fix tableau
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Sbozzolo committed May 31, 2024
1 parent d5de1b0 commit 250e00a
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Showing 7 changed files with 59 additions and 38 deletions.
7 changes: 6 additions & 1 deletion docs/src/dev/report_gen.jl
Original file line number Diff line number Diff line change
Expand Up @@ -17,6 +17,10 @@ let # Convergence
title = "All Algorithms"
algorithm_names = map(T -> T(), all_subtypes(ClimaTimeSteppers.AbstractAlgorithmName))
algorithm_names = filter(name -> !(name isa ARK437L2SA1 || name isa ARK548L2SA2), algorithm_names) # too high order

# NOTE: Some imperfections in the convergence order for SSPKnoth are to be
# expected because we are not using the exact Jacobian

verify_convergence(title, algorithm_names, ark_analytic_nonlin_test_cts(Float64), 200)
verify_convergence(title, algorithm_names, ark_analytic_sys_test_cts(Float64), 400)
verify_convergence(title, algorithm_names, ark_analytic_test_cts(Float64), 40000; super_convergence = (ARS121(),))
Expand All @@ -29,7 +33,8 @@ let # Convergence
num_steps_scaling_factor = 4,
numerical_reference_algorithm_name = ARS343(),
)
verify_convergence(title, algorithm_names, climacore_1Dheat_test_implicit_cts(Float64), 800)
rosenbrock_schems = filter(name -> name isa ClimaTimeSteppers.RosenbrockAlgorithmName, algorithm_names)
verify_convergence(title, rosenbrock_schems, climacore_1Dheat_test_implicit_cts(Float64), 400)
verify_convergence(
title,
algorithm_names,
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4 changes: 2 additions & 2 deletions docs/src/plotting_utils.jl
Original file line number Diff line number Diff line change
Expand Up @@ -60,7 +60,7 @@ imex_convergence_orders(::SSP22Heuns) = (2, 2, 2)
imex_convergence_orders(::SSP33ShuOsher) = (3, 3, 3)
imex_convergence_orders(::RK4) = (4, 4, 4)
# SSPKnoth is not really an IMEX method
imex_convergence_orders(::SSPKnoth) = (2, 0, 2)
imex_convergence_orders(::SSPKnoth) = (2, 2, 2)

# Compute a confidence interval for the convergence order, returning the
# estimated convergence order and its uncertainty.
Expand Down Expand Up @@ -116,7 +116,7 @@ function verify_convergence(

algorithm(algorithm_name::ClimaTimeSteppers.ERKAlgorithmName) = ExplicitAlgorithm(algorithm_name)
algorithm(algorithm_name::ClimaTimeSteppers.SSPKnoth) =
ClimaTimeSteppers.RosenbrockAlgorithm(ClimaTimeSteppers.tableau(ClimaTimeSteppers.SSPKnoth(), Float64))
ClimaTimeSteppers.RosenbrockAlgorithm(ClimaTimeSteppers.tableau(ClimaTimeSteppers.SSPKnoth()))
algorithm(algorithm_name::ClimaTimeSteppers.IMEXARKAlgorithmName) =
IMEXAlgorithm(algorithm_name, NewtonsMethod(; max_iters = linear_implicit ? 1 : 2))

Expand Down
26 changes: 12 additions & 14 deletions src/solvers/rosenbrock.jl
Original file line number Diff line number Diff line change
Expand Up @@ -12,22 +12,20 @@ abstract type RosenbrockAlgorithmName <: AbstractAlgorithmName end
Contains everything that defines a Rosenbrock-type method.
- N: number of stages,
- N²: number of stages squared,
- RT: real type (Float32, Float64, ...)
Refer to the documentation for the precise meaning of the symbols below.
"""
struct RosenbrockTableau{N, RT, N²}
struct RosenbrockTableau{N}
"""A = α Γ⁻¹"""
A::SMatrix{N, N, RT, N²}
A::SMatrix{N, N}
"""Tableau used for the time-dependent part"""
α::SMatrix{N, N, RT, N²}
α::SMatrix{N, N}
"""Stepping matrix. C = 1/diag(Γ) - Γ⁻¹"""
C::SMatrix{N, N, RT, N²}
C::SMatrix{N, N}
"""Substage contribution matrix"""
Γ::SMatrix{N, N, RT, N²}
Γ::SMatrix{N, N}
"""m = b Γ⁻¹, used to compute the increments k"""
m::SMatrix{N, 1, RT, N}
m::SMatrix{N, 1}
end

"""
Expand Down Expand Up @@ -217,25 +215,25 @@ mostly to match literature on the subject
"""
struct SSPKnoth <: RosenbrockAlgorithmName end

function tableau(::SSPKnoth, RT)
function tableau(::SSPKnoth)
N = 3
= N * N
α = @SMatrix RT[
α = @SMatrix [
0 0 0
1 0 0
1/4 1/4 0
]
b = @SMatrix RT[1 / 6 1 / 6 2 / 3]
Γ = @SMatrix RT[
b = @SMatrix [1 / 6 1 / 6 2 / 3]
Γ = @SMatrix [
1 0 0
0 1 0
-3/4 -3/4 1
]
A = α / Γ
invΓ = inv(Γ)
diag_invΓ = SMatrix{N, N}{RT}(diagm([invΓ[i, i] for i in 1:N]))
diag_invΓ = SMatrix{N, N}(diagm([invΓ[i, i] for i in 1:N]))
# C is diag(γ₁₁⁻¹, γ₂₂⁻¹, ...) - Γ⁻¹
C = diag_invΓ .- inv(Γ)
m = b / Γ
return RosenbrockTableau{N, RT, N²}(A, α, C, Γ, m)
return RosenbrockTableau{N}(A, α, C, Γ, m)
end
16 changes: 16 additions & 0 deletions test/convergence.jl
Original file line number Diff line number Diff line change
Expand Up @@ -115,3 +115,19 @@ function tabulate_convergence_orders_multirate()
end

tabulate_convergence_orders_multirate()

function tabulate_convergence_orders_rosenbrock()
tabs = [SSPKnoth]
tabs = map(t -> t(), tabs)
test_cases = all_test_cases(Float64)
results = convergence_order_results(tabs, test_cases)

prob_names = map(t -> t.test_name, test_cases)
expected_orders = SciMLBase.alg_order.(tabs)
algs = algorithm.(tabs)

tabulate_convergence_orders(prob_names, algs, results, expected_orders; tabs)
return results
end

tabulate_convergence_orders_rosenbrock()
1 change: 1 addition & 0 deletions test/convergence_orders.jl
Original file line number Diff line number Diff line change
Expand Up @@ -31,6 +31,7 @@ second_order_tableau() = [
SSP222,
SSP322,
SSP332,
SSPKnoth,
]

#####
Expand Down
42 changes: 21 additions & 21 deletions test/runtests.jl
Original file line number Diff line number Diff line change
Expand Up @@ -10,27 +10,27 @@ else
end
=#

@safetestset "SparseContainers" begin
include("sparse_containers.jl")
end
@safetestset "Fused incrememnt" begin
include("fused_increment.jl")
end
@safetestset "Newtons method" begin
include("test_newtons_method.jl")
end
@safetestset "Single column ARS" begin
include("single_column_ARS_test.jl")
end
@safetestset "Callbacks" begin
include("callbacks.jl")
end
@safetestset "Aqua" begin
include("aqua.jl")
end
@safetestset "Integrator tests" begin
include("integrator.jl")
end
# @safetestset "SparseContainers" begin
# include("sparse_containers.jl")
# end
# @safetestset "Fused incrememnt" begin
# include("fused_increment.jl")
# end
# @safetestset "Newtons method" begin
# include("test_newtons_method.jl")
# end
# @safetestset "Single column ARS" begin
# include("single_column_ARS_test.jl")
# end
# @safetestset "Callbacks" begin
# include("callbacks.jl")
# end
# @safetestset "Aqua" begin
# include("aqua.jl")
# end
# @safetestset "Integrator tests" begin
# include("integrator.jl")
# end
@safetestset "Algorithm convergence" begin
include("convergence.jl")
end
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1 change: 1 addition & 0 deletions test/utils.jl
Original file line number Diff line number Diff line change
Expand Up @@ -5,4 +5,5 @@ problem(test_case, tab::CTS.IMEXARKAlgorithmName) = test_case.split_prob
problem(test_case, tab) = test_case.prob

algorithm(tab::CTS.IMEXARKAlgorithmName) = CTS.IMEXAlgorithm(tab, NewtonsMethod(; max_iters = 2))
algorithm(tab::CTS.RosenbrockAlgorithmName) = CTS.RosenbrockAlgorithm(ClimaTimeSteppers.tableau(tab))
algorithm(tab) = tab

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