Merge pull request #1067 from AayushSabharwal/as/ode-nlprob

refactor: update `ODE_NLProbData`

Author: ChrisRackauckas

src/ODE_nlsolve.jl

@@ -674,7 +674,7 @@ Internal. Used for signifying the AD context comes from a Mooncake.jl context.
 struct MooncakeOriginator <: ADOriginator end
 
 include("initialization.jl")
-include("ODE_nlsolve.jl")
+include("odenlstep.jl")
 include("utils.jl")
 include("function_wrappers.jl")
 include("scimlfunctions.jl")

src/SciMLBase.jl

@@ -0,0 +1,29 @@
+"""
+    $(TYPEDEF)
+
+A collection of all the data required for custom ODE Nonlinear problem solving
+"""
+struct ODENLStepData{NLProb, SetU0, SetGammaC, SetOuterTmp, SetInnerTmp, NLProbMap}
+    """
+    The `AbstractNonlinearProblem` to define custom nonlinear problems to be used for
+    implicit time discretizations. This allows to use extra structure of the ODE function (e.g.
+    multi-level structure). The nonlinear function must match that form of the function implicit
+    ODE integration algorithms need do solve the a nonlinear problems,
+    specifically of the form `M*z = outer_tmp + γ₁⋅f(γ₂⋅z+inner_tmp,p,t_c)`.
+    Here `z` is the stage solution vector, `p` is the parameter of the ODE problem, `t_c` is
+    the time of evaluation (`t_c = t + c*dt`), `γ₁` and `γ₂` are some scaling factors determined
+    by the solver algorithm and the temporary variables are some compatible vectors set by the specific solver.
+    The inner nonlinear function of the nonlinear problem is in general of the form `g(z,p') = 0` such that
+    `g(z,p') = γ₁⋅f(γ₂⋅z+inner_tmp,p,t_c) + outer_tmp - M*z = 0`.
+    """
+    nlprob::NLProb
+    u0perm::SetU0
+    set_γ_c::SetGammaC
+    set_outer_tmp::SetOuterTmp
+    set_inner_tmp::SetInnerTmp
+    """
+    A function which takes the solution of `nlprob` and returns
+    the state vector of the original problem.
+    """
+    nlprobmap::NLProbMap
+end

src/odenlstep.jl

@@ -409,7 +409,7 @@ numerically-defined functions.
 """
 struct ODEFunction{iip, specialize, F, TMM, Ta, Tt, TJ, JVP, VJP, JP, SP, TW, TWt, WP, TPJ,
     O, TCV,
-    SYS, ID <: Union{Nothing, OverrideInitData}, NLP <: Union{Nothing, ODE_NLProbData}} <:
+    SYS, ID <: Union{Nothing, OverrideInitData}, NLP <: Union{Nothing, ODENLStepData}} <:
        AbstractODEFunction{iip}
     f::F
     mass_matrix::TMM
@@ -428,7 +428,7 @@ struct ODEFunction{iip, specialize, F, TMM, Ta, Tt, TJ, JVP, VJP, JP, SP, TW, TW
     colorvec::TCV
     sys::SYS
     initialization_data::ID
-    nlprob_data::NLP
+    nlstep_data::NLP
 end
 
 @doc doc"""
@@ -532,7 +532,7 @@ information on generating the SplitFunction from this symbolic engine.
 struct SplitFunction{
     iip, specialize, F1, F2, TMM, C, Ta, Tt, TJ, JVP, VJP, JP, WP, SP, TW, TWt,
     TPJ, O, TCV, SYS, ID <: Union{Nothing, OverrideInitData},
-    NLP <: Union{Nothing, ODE_NLProbData}} <: AbstractODEFunction{iip}
+    NLP <: Union{Nothing, ODENLStepData}} <: AbstractODEFunction{iip}
     f1::F1
     f2::F2
     mass_matrix::TMM
@@ -552,7 +552,7 @@ struct SplitFunction{
     colorvec::TCV
     sys::SYS
     initialization_data::ID
-    nlprob_data::NLP
+    nlstep_data::NLP
 end
 
 @doc doc"""
@@ -2691,7 +2691,7 @@ function ODEFunction{iip, specialize}(f;
         initializeprobpmap = __has_initializeprobpmap(f) ? f.initializeprobpmap : nothing,
         initialization_data = __has_initialization_data(f) ? f.initialization_data :
                               nothing,
-        nlprob_data = __has_nlprob_data(f) ? f.nlprob_data : nothing
+        nlstep_data = __has_nlstep_data(f) ? f.nlstep_data : nothing
 ) where {iip,
         specialize
 }
@@ -2749,11 +2749,11 @@ function ODEFunction{iip, specialize}(f;
             typeof(sparsity), Any, Any, typeof(W_prototype), Any,
             Any,
             typeof(_colorvec),
-            typeof(sys), Union{Nothing, OverrideInitData}, Union{Nothing, ODE_NLProbData}}(
+            typeof(sys), Union{Nothing, OverrideInitData}, Union{Nothing, ODENLStepData}}(
             _f, mass_matrix, analytic, tgrad, jac,
             jvp, vjp, jac_prototype, sparsity, Wfact,
             Wfact_t, W_prototype, paramjac,
-            observed, _colorvec, sys, initdata, nlprob_data)
+            observed, _colorvec, sys, initdata, nlstep_data)
     elseif specialize === false
         ODEFunction{iip, FunctionWrapperSpecialize,
             typeof(_f), typeof(mass_matrix), typeof(analytic), typeof(tgrad),
@@ -2762,11 +2762,11 @@ function ODEFunction{iip, specialize}(f;
             typeof(paramjac),
             typeof(observed),
             typeof(_colorvec),
-            typeof(sys), typeof(initdata), typeof(nlprob_data)}(_f, mass_matrix,
+            typeof(sys), typeof(initdata), typeof(nlstep_data)}(_f, mass_matrix,
             analytic, tgrad, jac,
             jvp, vjp, jac_prototype, sparsity, Wfact,
             Wfact_t, W_prototype, paramjac,
-            observed, _colorvec, sys, initdata, nlprob_data)
+            observed, _colorvec, sys, initdata, nlstep_data)
     else
         ODEFunction{iip, specialize,
             typeof(_f), typeof(mass_matrix), typeof(analytic), typeof(tgrad),
@@ -2775,11 +2775,11 @@ function ODEFunction{iip, specialize}(f;
             typeof(paramjac),
             typeof(observed),
             typeof(_colorvec),
-            typeof(sys), typeof(initdata), typeof(nlprob_data)}(
+            typeof(sys), typeof(initdata), typeof(nlstep_data)}(
             _f, mass_matrix, analytic, tgrad,
             jac, jvp, vjp, jac_prototype, sparsity, Wfact,
             Wfact_t, W_prototype, paramjac,
-            observed, _colorvec, sys, initdata, nlprob_data)
+            observed, _colorvec, sys, initdata, nlstep_data)
     end
 end
 
@@ -2796,23 +2796,23 @@ function unwrapped_f(f::ODEFunction, newf = unwrapped_f(f.f))
             Any, Any, Any, Any, typeof(f.jac_prototype),
             typeof(f.sparsity), Any, Any, Any, Any,
             Any, typeof(f.colorvec),
-            typeof(f.sys), Union{Nothing, OverrideInitData}, Union{Nothing, ODE_NLProbData}}(
+            typeof(f.sys), Union{Nothing, OverrideInitData}, Union{Nothing, ODENLStepData}}(
             newf, f.mass_matrix, f.analytic, f.tgrad, f.jac,
             f.jvp, f.vjp, f.jac_prototype, f.sparsity, f.Wfact,
             f.Wfact_t, f.W_prototype, f.paramjac,
-            f.observed, f.colorvec, f.sys, f.initialization_data, f.nlprob_data)
+            f.observed, f.colorvec, f.sys, f.initialization_data, f.nlstep_data)
     else
         ODEFunction{isinplace(f), specialization(f), typeof(newf), typeof(f.mass_matrix),
             typeof(f.analytic), typeof(f.tgrad),
             typeof(f.jac), typeof(f.jvp), typeof(f.vjp), typeof(f.jac_prototype),
             typeof(f.sparsity), typeof(f.Wfact), typeof(f.Wfact_t), typeof(f.W_prototype),
             typeof(f.paramjac),
             typeof(f.observed), typeof(f.colorvec),
-            typeof(f.sys), typeof(f.initialization_data), typeof(f.nlprob_data)}(
+            typeof(f.sys), typeof(f.initialization_data), typeof(f.nlstep_data)}(
             newf, f.mass_matrix, f.analytic, f.tgrad, f.jac,
             f.jvp, f.vjp, f.jac_prototype, f.sparsity, f.Wfact,
             f.Wfact_t, f.W_prototype, f.paramjac,
-            f.observed, f.colorvec, f.sys, f.initialization_data, f.nlprob_data)
+            f.observed, f.colorvec, f.sys, f.initialization_data, f.nlstep_data)
     end
 end
 
@@ -2948,7 +2948,7 @@ end
         f1, f2, mass_matrix, _func_cache, analytic, tgrad, jac, jvp,
         vjp, jac_prototype, W_prototype, sparsity, Wfact, Wfact_t, paramjac,
         observed, colorvec, sys, initializeprob = nothing, update_initializeprob! = nothing,
-        initializeprobmap = nothing, initializeprobpmap = nothing, initialization_data = nothing, nlprob_data = nothing)
+        initializeprobmap = nothing, initializeprobpmap = nothing, initialization_data = nothing, nlstep_data = nothing)
     f1 = ODEFunction(f1)
     f2 = ODEFunction(f2)
 
@@ -2966,11 +2966,11 @@ end
         typeof(_func_cache), typeof(analytic), typeof(tgrad), typeof(jac), typeof(jvp),
         typeof(vjp), typeof(jac_prototype), typeof(W_prototype), typeof(sparsity),
         typeof(Wfact), typeof(Wfact_t), typeof(paramjac), typeof(observed), typeof(colorvec),
-        typeof(sys), typeof(initdata), typeof(nlprob_data)}(
+        typeof(sys), typeof(initdata), typeof(nlstep_data)}(
         f1, f2, mass_matrix,
         _func_cache, analytic, tgrad, jac, jvp, vjp,
         jac_prototype, W_prototype, sparsity, Wfact, Wfact_t, paramjac, observed, colorvec, sys,
-        initdata, nlprob_data)
+        initdata, nlstep_data)
 end
 function SplitFunction{iip, specialize}(f1, f2;
         mass_matrix = __has_mass_matrix(f1) ?
@@ -3007,7 +3007,7 @@ function SplitFunction{iip, specialize}(f1, f2;
                                  f1.update_initializeprob! : nothing,
         initializeprobmap = __has_initializeprobmap(f1) ? f1.initializeprobmap : nothing,
         initializeprobpmap = __has_initializeprobpmap(f1) ? f1.initializeprobpmap : nothing,
-        nlprob_data = __has_nlprob_data(f1) ? f1.nlprob_data : nothing,
+        nlstep_data = __has_nlstep_data(f1) ? f1.nlstep_data : nothing,
         initialization_data = __has_initialization_data(f1) ? f1.initialization_data :
                               nothing
 ) where {iip,
@@ -3021,24 +3021,24 @@ function SplitFunction{iip, specialize}(f1, f2;
     if specialize === NoSpecialize
         SplitFunction{iip, specialize, Any, Any, Any, Any, Any, Any, Any, Any, Any,
             Any, Any, Any, Any, Any, Any, Any,
-            Any, Any, Union{Nothing, OverrideInitData}, Union{Nothing, ODE_NLProbData}}(
+            Any, Any, Union{Nothing, OverrideInitData}, Union{Nothing, ODENLStepData}}(
             f1, f2, mass_matrix, _func_cache,
             analytic,
             tgrad, jac, jvp, vjp, jac_prototype, W_prototype,
             sparsity, Wfact, Wfact_t, paramjac,
-            observed, colorvec, sys, initdata, nlprob_data)
+            observed, colorvec, sys, initdata, nlstep_data)
     else
         SplitFunction{iip, specialize, typeof(f1), typeof(f2), typeof(mass_matrix),
             typeof(_func_cache), typeof(analytic),
             typeof(tgrad), typeof(jac), typeof(jvp), typeof(vjp),
             typeof(jac_prototype), typeof(W_prototype), typeof(sparsity),
             typeof(Wfact), typeof(Wfact_t), typeof(paramjac), typeof(observed),
             typeof(colorvec),
-            typeof(sys), typeof(initdata), typeof(nlprob_data)}(f1, f2,
+            typeof(sys), typeof(initdata), typeof(nlstep_data)}(f1, f2,
             mass_matrix, _func_cache, analytic, tgrad, jac,
             jvp, vjp, jac_prototype, W_prototype,
             sparsity, Wfact, Wfact_t, paramjac, observed, colorvec, sys,
-            initdata, nlprob_data)
+            initdata, nlstep_data)
     end
 end
 
@@ -4779,7 +4779,7 @@ function ODEInputFunction{iip, specialize}(f;
         initializeprobpmap = __has_initializeprobpmap(f) ? f.initializeprobpmap : nothing,
         initialization_data = __has_initialization_data(f) ? f.initialization_data :
                               nothing,
-        nlprob_data = __has_nlprob_data(f) ? f.nlprob_data : nothing
+        nlstep_data = __has_nlstep_data(f) ? f.nlstep_data : nothing
 ) where {iip,
         specialize
 }
@@ -4938,7 +4938,7 @@ __has_colorvec(f) = isdefined(f, :colorvec)
 __has_sys(f) = isdefined(f, :sys)
 __has_analytic_full(f) = isdefined(f, :analytic_full)
 __has_resid_prototype(f) = isdefined(f, :resid_prototype)
-__has_nlprob_data(f) = isdefined(f, :nlprob_data)
+__has_nlstep_data(f) = isdefined(f, :nlstep_data)
 function __has_initializeprob(f)
     has_initialization_data(f) && isdefined(f.initialization_data, :initializeprob)
 end