Integrator provides erroneous results after an update of the integration problem via callbacksΒ #1061
Description
Describe the bug π
Simply put, I am trying to implement a saturation feature on ODEs' output by detecting a threshhold value via a continuous callback.
Then via a discrete callback I can check if yes or no I can deactivate the saturation. The problem is that once the continuous callback triggers and the problem is modified (i.e. activate the saturation by flipping a boolean state) two strange behaviours happen :
- If the discrete callback is activated, the integrator outputs erroneous results different from what the expected output of the ODE should be
- If the discrete callback is deactivated (it was done in order to get a hint at the problem's origin), I realize that an error is thrown and the solver seems to struggle to handle the discontinuity.
Expected behavior
- If the discrete callback is to be activated, I would expect from the integrator correct results. Because it is easy in this example to know how the solution should evolve (detailed in Error and Stacktrace section).
- If the discrete callback is to be deactivated, I would expect the discontinuity to be handled when it is caused in an
affectfunction of the continuous callback. However an error is thrown when the problem is modified.
Minimal Reproducible Example π
using DifferentialEquations
using Plots
#params
H = 0.0371
ΞPe = 0.05
saturated = [false]
observer = [false]
p = (H, ΞPe, saturated)
#DAE definition
function system!(du, u, p, t)
H, ΞPe, saturated = p
du[1] = -5.0u[1] - 1.0u[5]
du[2] = 0.0228532u[1] - 0.0263158u[2]
du[3] = 0.789474u[1] + 6.0u[2] -2u[3]
du[4] = (-0.263158u[1] -2.0u[2] +1.0u[3] - 1.0u[4] ) *!saturated[1]
du[5] = (u[4] -ΞPe)/(2*H)
end
#Continuous Callback
function condition(u, t, integrator)
u[4] - 0.06
end
function affect!(integrator)
observer[1] = true
integrator.p[3] .= true
integrator.u[4] = 0.06
end
cb1 = ContinuousCallback(condition, affect!, nothing);
#Discrete Callback
function condition_(u, t, integrator)
Bool(observer[1])
end
function affect_!(integrator)#Check if the value is increasing without any limitation; if yes, continue to saturate
integrator.p[3] .= false
s_t = integrator.sol(integrator.t)
s_tplus = integrator.sol(integrator.t+integrator.dt)#evaluate next value without saturation
@show s_t[4], s_tplus[4]
#
if s_tplus[4] < 0.06 #if under limit, deactivate saturation
observer[1] = false
elseif s_tplus[4] >= 0.06#if still above limit, maintain saturation
integrator.p[3] .= true
end
end
cb2 = DiscreteCallback(condition_, affect_!)
cb = CallbackSet(cb1, cb2);
#DAE Solving
M = [1.0 0 0 0 0
0 1.0 0 0 0
0 0 1.0 0 0
0 0 0 0 0
0 0 0 0 1.0]
u0 = [0.0, 0.0, 0.0, 0.0, 0.0]
tspan = (0.0,30.0)
#with_logger(TerminalLogger()) do
prob = ODEProblem(ODEFunction(system!, mass_matrix = M),u0,tspan, p)
sol = solve(prob,Rodas5(), reltol = 1e-8, abstol = 1e-8, callback = cb)
Error & Stacktrace
- Stacktrace when discrete callback activated
No error thrown but results are erroneous.
The equation du[5] = (u[4] -ΞPe)/(2*H) should have a linear increase because in this example u[4] = 0.06 after saturation through callback and ΞPe = 0.05 . However the results are static; as if the integrator "froze" on the its last value.- Stacktrace when discrete callback deactivated
Warning: At t=1.722792175267728, dt was forced below floating point epsilon 2.220446049250313e-16, and step error estimate = 4041.2061747989337. Aborting. There is either an error in your model specification or the true solution is unstable (or the true solution can not be represented in the precision of Float64).Environment :
- Output of
using Pkg; Pkg.status()
Status `C:\Users\lenovo\.julia\environments\v1.10\Project.toml`
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using Pkg; Pkg.status(; mode = PKGMODE_MANIFEST)
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[4b2f31a3] Libmount_jll v2.40.1+0
β
[89763e89] Libtiff_jll v4.5.1+1
[38a345b3] Libuuid_jll v2.40.1+0
β [5ced341a] Lz4_jll v1.10.0+0
[d00139f3] METIS_jll v5.1.2+0
β [856f044c] MKL_jll v2024.1.0+0
β [7cb0a576] MPICH_jll v4.2.2+0
β [f1f71cc9] MPItrampoline_jll v5.4.0+0
β
[d7ed1dd3] MUMPS_seq_jll v500.700.300+0
[9237b28f] MicrosoftMPI_jll v10.1.4+2
[e7412a2a] Ogg_jll v1.3.5+1
β
[656ef2d0] OpenBLAS32_jll v0.3.24+0
β
[fe0851c0] OpenMPI_jll v4.1.6+0
β [458c3c95] OpenSSL_jll v3.0.14+0
[efe28fd5] OpenSpecFun_jll v0.5.5+0
β [91d4177d] Opus_jll v1.3.2+0
[30392449] Pixman_jll v0.43.4+0
[c0090381] Qt6Base_jll v6.7.1+1
β
[f50d1b31] Rmath_jll v0.4.2+0
[319450e9] SPRAL_jll v2024.5.8+0
[76ed43ae] SQLite_jll v3.45.3+0
β
[fb77eaff] Sundials_jll v5.2.2+0
[a44049a8] Vulkan_Loader_jll v1.3.243+0
[a2964d1f] Wayland_jll v1.21.0+1
[2381bf8a] Wayland_protocols_jll v1.31.0+0
β [02c8fc9c] XML2_jll v2.12.7+0
β [aed1982a] XSLT_jll v1.1.34+0
β [ffd25f8a] XZ_jll v5.4.6+0
[f67eecfb] Xorg_libICE_jll v1.1.1+0
[c834827a] Xorg_libSM_jll v1.2.4+0
[4f6342f7] Xorg_libX11_jll v1.8.6+0
[0c0b7dd1] Xorg_libXau_jll v1.0.11+0
[935fb764] Xorg_libXcursor_jll v1.2.0+4
[a3789734] Xorg_libXdmcp_jll v1.1.4+0
[1082639a] Xorg_libXext_jll v1.3.6+0
[d091e8ba] Xorg_libXfixes_jll v5.0.3+4
[a51aa0fd] Xorg_libXi_jll v1.7.10+4
[d1454406] Xorg_libXinerama_jll v1.1.4+4
[ec84b674] Xorg_libXrandr_jll v1.5.2+4
[ea2f1a96] Xorg_libXrender_jll v0.9.11+0
[14d82f49] Xorg_libpthread_stubs_jll v0.1.1+0
[c7cfdc94] Xorg_libxcb_jll v1.17.0+0
[cc61e674] Xorg_libxkbfile_jll v1.1.2+0
[e920d4aa] Xorg_xcb_util_cursor_jll v0.1.4+0
[12413925] Xorg_xcb_util_image_jll v0.4.0+1
[2def613f] Xorg_xcb_util_jll v0.4.0+1
[975044d2] Xorg_xcb_util_keysyms_jll v0.4.0+1
[0d47668e] Xorg_xcb_util_renderutil_jll v0.3.9+1
[c22f9ab0] Xorg_xcb_util_wm_jll v0.4.1+1
[35661453] Xorg_xkbcomp_jll v1.4.6+0
[33bec58e] Xorg_xkeyboard_config_jll v2.39.0+0
[c5fb5394] Xorg_xtrans_jll v1.5.0+0
β [8f1865be] ZeroMQ_jll v4.3.5+0
β [3161d3a3] Zstd_jll v1.5.6+0
[35ca27e7] eudev_jll v3.2.9+0
β
[214eeab7] fzf_jll v0.43.0+0
[1a1c6b14] gperf_jll v3.1.1+0
[477f73a3] libaec_jll v1.1.2+0
[a4ae2306] libaom_jll v3.9.0+0
β [0ac62f75] libass_jll v0.15.1+0
[2db6ffa8] libevdev_jll v1.11.0+0
β [f638f0a6] libfdk_aac_jll v2.0.2+0
[36db933b] libinput_jll v1.18.0+0
β [b53b4c65] libpng_jll v1.6.43+1
β [a9144af2] libsodium_jll v1.0.20+0
β [f27f6e37] libvorbis_jll v1.3.7+1
[009596ad] mtdev_jll v1.1.6+0
[1317d2d5] oneTBB_jll v2021.12.0+0
β
[1270edf5] x264_jll v2021.5.5+0
β
[dfaa095f] x265_jll v3.5.0+0
[d8fb68d0] xkbcommon_jll v1.4.1+1
[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
[9abbd945] Profile
[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
[efcefdf7] PCRE2_jll v10.42.0+1
[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
- Output of
versioninfo()
Julia Version 1.10.4
Commit 48d4fd4843 (2024-06-04 10:41 UTC)
Build Info:
Official https://julialang.org/ release
Platform Info:
OS: Windows (x86_64-w64-mingw32)
CPU: 8 Γ 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)