Merge refactors into extrapolation

.travis.yml

@@ -4,18 +4,18 @@ os:
   - linux
 #  - osx
 julia:
-  - 1.0
-  - nightly
+  - 1.1
+#  - nightly
 env:
   - GROUP=Interface
   - GROUP=Integrators
   - GROUP=Regression
   - GROUP=AlgConvergence_I
   - GROUP=AlgConvergence_II
   - GROUP=AlgConvergence_III
-matrix:
-  allow_failures:
-    - julia: nightly
+#matrix:
+#  allow_failures:
+#    - julia: nightly
 notifications:
   email: false
 after_success:

REQUIRE

@@ -1,14 +1,14 @@
 julia 1.0
-DiffEqBase 5.3.2
+DiffEqBase 5.6.3
 DiffEqOperators 3.2.0
 Parameters 0.10.0
-ForwardDiff 0.7.0
+ForwardDiff 0.10.3
 GenericSVD 0.0.2
 NLsolve 0.14.1
 RecursiveArrayTools 0.18.6
 DiffEqDiffTools 0.4.0
 Reexport
 MuladdMacro 0.2.1
-StaticArrays
+StaticArrays 0.10.3
 DataStructures 0.15.0
 ExponentialUtilities 1.2.0

appveyor.yml

@@ -1,18 +1,18 @@
 environment:
   matrix:
-  - julia_version: 1.0 # latest 1.0.x
+#  - julia_version: 1.0 # latest 1.0.x
   - julia_version: 1   # latest 1.x.y
-  - julia_version: nightly
+#  - julia_version: nightly
 
 platform:
-  - x86 # 32-bit
+  #- x86 # 32-bit
   - x64 # 64-bit
 
 # Uncomment the following lines to allow failures on nightly julia
 # (tests will run but not make your overall status red)
-matrix:
-  allow_failures:
-  - julia_version: nightly
+#matrix:
+#  allow_failures:
+#  - julia_version: nightly
 
 branches:
   only:

src/OrdinaryDiffEq.jl

@@ -38,7 +38,7 @@ module OrdinaryDiffEq
                      set_abstol!, postamble!, last_step_failed,
                      isautodifferentiable
 
-  using DiffEqBase: check_error!, @def
+  using DiffEqBase: check_error!, @def, @..
 
   macro tight_loop_macros(ex)
    :($(esc(ex)))
@@ -53,7 +53,6 @@ module OrdinaryDiffEq
   include("nlsolve/type.jl")
   include("nlsolve/newton.jl")
   include("nlsolve/functional.jl")
-  include("nlsolve/anderson.jl")
   include("nlsolve/utils.jl")
 
   include("caches/basic_caches.jl")
@@ -77,6 +76,7 @@ module OrdinaryDiffEq
   include("caches/bdf_caches.jl")
   include("caches/rkc_caches.jl")
   include("caches/extrapolation_caches.jl")
+  include("caches/prk_caches.jl")
 
   include("cache_utils.jl")
 
@@ -94,6 +94,7 @@ module OrdinaryDiffEq
   include("tableaus/rkc_tableaus.jl")
 
   include("integrators/type.jl")
+  include("integrators/controllers.jl")
   include("integrators/integrator_utils.jl")
   include("integrators/integrator_interface.jl")
 
@@ -123,6 +124,7 @@ module OrdinaryDiffEq
   include("perform_step/bdf_perform_step.jl")
   include("perform_step/rkc_perform_step.jl")
   include("perform_step/extrapolation_perform_step.jl")
+  include("perform_step/prk_perform_step.jl")
 
   include("dense/generic_dense.jl")
   include("dense/interpolants.jl")
@@ -169,23 +171,26 @@ module OrdinaryDiffEq
   export ORK256, CarpenterKennedy2N54, HSLDDRK64, DGLDDRK73_C, DGLDDRK84_C, DGLDDRK84_F, NDBLSRK124, NDBLSRK134, NDBLSRK144,
          CFRLDDRK64, TSLDDRK74,
          CKLLSRK43_2,CKLLSRK54_3C,CKLLSRK95_4S,CKLLSRK95_4C,CKLLSRK95_4M,
+         CKLLSRK54_3C_3R, CKLLSRK54_3M_3R, CKLLSRK54_3N_3R, CKLLSRK85_4C_3R, CKLLSRK85_4M_3R, CKLLSRK85_4P_3R,
+         CKLLSRK54_3N_4R, CKLLSRK54_3M_4R, CKLLSRK65_4M_4R, CKLLSRK85_4FM_4R, CKLLSRK75_4M_5R,
          ParsaniKetchesonDeconinck3S32, ParsaniKetchesonDeconinck3S82,
          ParsaniKetchesonDeconinck3S53, ParsaniKetchesonDeconinck3S173,
          ParsaniKetchesonDeconinck3S94, ParsaniKetchesonDeconinck3S184,
-         ParsaniKetchesonDeconinck3S105, ParsaniKetchesonDeconinck3S205
+         ParsaniKetchesonDeconinck3S105, ParsaniKetchesonDeconinck3S205,
+         KYK2014DGSSPRK_3S2
 
   export RadauIIA5
 
   export ImplicitEuler, ImplicitMidpoint, Trapezoid, TRBDF2, SDIRK2, Kvaerno3,
          KenCarp3, Cash4, Hairer4, Hairer42, SSPSDIRK2, Kvaerno4, Kvaerno5,
-         KenCarp4, KenCarp5
+         KenCarp4, KenCarp5, ESDIRK54I8L2SA
 
   export GenericImplicitEuler, GenericTrapezoid
 
   export MidpointSplitting, LinearExponential
 
   export Rosenbrock23, Rosenbrock32, RosShamp4, Veldd4, Velds4, GRK4T, GRK4A,
-         Ros4LStab, ROS3P, Rodas3, Rodas4, Rodas42, Rodas4P, Rodas5
+         Ros4LStab, ROS3P, Rodas3, Rodas4, Rodas42, Rodas4P, Rodas5, RosenbrockW6S4OS
 
   export GenericIIF1, GenericIIF2
 
@@ -201,7 +206,7 @@ module OrdinaryDiffEq
   export Nystrom4, Nystrom4VelocityIndependent, Nystrom5VelocityIndependent,
          IRKN3, IRKN4, DPRKN6, DPRKN8, DPRKN12, ERKN4, ERKN5
 
-  export ROCK2, ROCK4, RKC, IRKC
+  export ROCK2, ROCK4, RKC, IRKC, ESERK5
 
   export AB3, AB4, AB5, ABM32, ABM43, ABM54
 
@@ -222,7 +227,9 @@ module OrdinaryDiffEq
   export AutoSwitch, AutoTsit5, AutoDP5,
          AutoVern6, AutoVern7, AutoVern8, AutoVern9
 
-  export RichardsonEuler, ExtrapolationMidpointDeuflhard, ExtrapolationMidpointHairerWanner
+  export AitkenNeville, ExtrapolationMidpointDeuflhard, ExtrapolationMidpointHairerWanner
 
-  export NLNewton, NLAnderson, NLFunctional
+  export KuttaPRK2p5
+
+  export NLNewton, NLFunctional, NLAnderson
 end # module

src/adams_utils.jl

@@ -19,8 +19,8 @@ function ϕ_and_ϕstar!(cache, du, k)
       β[i] = β[i-1] * ξ/ξ0
       ξ += dts[i]
       if typeof(cache) <: OrdinaryDiffEqMutableCache
-        @. ϕ_n[i] = ϕ_n[i-1] - ϕstar_nm1[i-1]
-        @. ϕstar_n[i] = β[i] * ϕ_n[i]
+        @.. ϕ_n[i] = ϕ_n[i-1] - ϕstar_nm1[i-1]
+        @.. ϕstar_n[i] = β[i] * ϕ_n[i]
       else
         ϕ_n[i] = ϕ_n[i-1] - ϕstar_nm1[i-1]
         ϕstar_n[i] = β[i] * ϕ_n[i]
@@ -47,8 +47,8 @@ function ϕ_and_ϕstar!(cache::Union{VCABMConstantCache,VCABMCache}, du, k)
       β[i] = β[i-1] * ξ/ξ0
       ξ += dts[i]
       if typeof(cache) <: OrdinaryDiffEqMutableCache
-        @. ϕ_n[i] = ϕ_n[i-1] - ϕstar_nm1[i-1]
-        @. ϕstar_n[i] = β[i] * ϕ_n[i]
+        @.. ϕ_n[i] = ϕ_n[i-1] - ϕstar_nm1[i-1]
+        @.. ϕstar_n[i] = β[i] * ϕ_n[i]
       else
         ϕ_n[i] = ϕ_n[i-1] - ϕstar_nm1[i-1]
         ϕstar_n[i] = β[i] * ϕ_n[i]
@@ -64,8 +64,8 @@ function expand_ϕ_and_ϕstar!(cache, i)
   ξ0 += dts[i]
   β[i] = β[i-1] * ξ/ξ0
   if typeof(cache) <: OrdinaryDiffEqMutableCache
-    @. ϕ_n[i] = ϕ_n[i-1] - ϕstar_nm1[i-1]
-    @. ϕstar_n[i] = β[i] * ϕ_n[i]
+    @.. ϕ_n[i] = ϕ_n[i-1] - ϕstar_nm1[i-1]
+    @.. ϕstar_n[i] = β[i] * ϕ_n[i]
   else
     ϕ_n[i] = ϕ_n[i-1] - ϕstar_nm1[i-1]
     ϕstar_n[i] = β[i] * ϕ_n[i]
@@ -78,7 +78,7 @@ function ϕ_np1!(cache, du_np1, k)
     for i = 1:k
       if i != 1
         if typeof(cache) <: OrdinaryDiffEqMutableCache
-          @. ϕ_np1[i] = ϕ_np1[i-1] - ϕstar_n[i-1]
+          @.. ϕ_np1[i] = ϕ_np1[i-1] - ϕstar_n[i-1]
         else
           ϕ_np1[i] = ϕ_np1[i-1] - ϕstar_n[i-1]
         end

src/alg_utils.jl

@@ -12,6 +12,16 @@ isfsal(alg::Rodas4P) = false
 isfsal(alg::Vern7) = false
 isfsal(alg::Vern8) = false
 isfsal(alg::Vern9) = false
+# Pseudo Non-FSAL
+isfsal(alg::ORK256) = false
+isfsal(alg::CarpenterKennedy2N54) = false
+isfsal(alg::HSLDDRK64) = false
+isfsal(alg::DGLDDRK73_C) = false
+isfsal(alg::DGLDDRK84_C) = false
+isfsal(alg::DGLDDRK84_F) = false
+isfsal(alg::NDBLSRK124) = false
+isfsal(alg::NDBLSRK134) = false
+isfsal(alg::NDBLSRK144) = false
 get_current_isfsal(alg, cache) = isfsal(alg)
 get_current_isfsal(alg::CompositeAlgorithm, cache) = isfsal(alg.algs[cache.current])
 
@@ -81,6 +91,7 @@ alg_extrapolates(alg::SDIRK2) = true
 alg_extrapolates(alg::Kvaerno3) = true
 alg_extrapolates(alg::Kvaerno4) = true
 alg_extrapolates(alg::Kvaerno5) = true
+alg_extrapolates(alg::ESDIRK54I8L2SA) = true
 alg_extrapolates(alg::KenCarp3) = true
 alg_extrapolates(alg::KenCarp4) = true
 alg_extrapolates(alg::KenCarp5) = true
@@ -117,7 +128,7 @@ get_current_adaptive_order(alg::CompositeAlgorithm,cache) = alg_adaptive_order(a
 
 alg_order(alg::FunctionMap) = 0
 alg_order(alg::Euler) = 1
-alg_order(alg::RichardsonEuler) = alg.init_order
+alg_order(alg::AitkenNeville) = alg.init_order
 alg_order(alg::Heun) = 2
 alg_order(alg::Ralston) = 2
 alg_order(alg::LawsonEuler) = 1
@@ -139,6 +150,7 @@ alg_order(alg::Exprb32) = 3
 alg_order(alg::Exprb43) = 4
 alg_order(alg::Anas5) = 5
 alg_order(alg::RK46NL) = 4
+alg_order(alg::KuttaPRK2p5) = 5
 
 
 alg_order(alg::SymplecticEuler) = 1
@@ -190,6 +202,17 @@ alg_order(alg::CKLLSRK54_3C) = 4
 alg_order(alg::CKLLSRK95_4S) = 5
 alg_order(alg::CKLLSRK95_4C) = 5
 alg_order(alg::CKLLSRK95_4M) = 5
+alg_order(alg::CKLLSRK54_3C_3R) = 4
+alg_order(alg::CKLLSRK54_3M_3R) = 4
+alg_order(alg::CKLLSRK54_3N_3R) = 4
+alg_order(alg::CKLLSRK85_4C_3R) = 5
+alg_order(alg::CKLLSRK85_4M_3R) = 5
+alg_order(alg::CKLLSRK85_4P_3R) = 5
+alg_order(alg::CKLLSRK54_3N_4R) = 4
+alg_order(alg::CKLLSRK54_3M_4R) = 4
+alg_order(alg::CKLLSRK65_4M_4R) = 5
+alg_order(alg::CKLLSRK85_4FM_4R) = 5
+alg_order(alg::CKLLSRK75_4M_5R) = 5
 alg_order(alg::ParsaniKetchesonDeconinck3S32) = 2
 alg_order(alg::ParsaniKetchesonDeconinck3S82) = 2
 alg_order(alg::ParsaniKetchesonDeconinck3S53) = 3
@@ -198,6 +221,7 @@ alg_order(alg::ParsaniKetchesonDeconinck3S94) = 4
 alg_order(alg::ParsaniKetchesonDeconinck3S184) = 4
 alg_order(alg::ParsaniKetchesonDeconinck3S105) = 5
 alg_order(alg::ParsaniKetchesonDeconinck3S205) = 5
+alg_order(alg::KYK2014DGSSPRK_3S2) = 2
 
 alg_order(alg::SSPRK22) = 2
 alg_order(alg::SSPRKMSVS32) = 2
@@ -246,6 +270,7 @@ alg_order(alg::SDIRK2) = 2
 alg_order(alg::Kvaerno3) = 3
 alg_order(alg::Kvaerno4) = 4
 alg_order(alg::Kvaerno5) = 5
+alg_order(alg::ESDIRK54I8L2SA) = 5
 alg_order(alg::KenCarp3) = 3
 alg_order(alg::KenCarp4) = 4
 alg_order(alg::KenCarp5) = 5
@@ -270,6 +295,7 @@ alg_order(alg::Rodas4) = 4
 alg_order(alg::Rodas42) = 4
 alg_order(alg::Rodas4P) = 4
 alg_order(alg::Rodas5) = 5
+alg_order(alg::RosenbrockW6S4OS)=4
 
 alg_order(alg::AB3) = 3
 alg_order(alg::AB4) = 4
@@ -303,6 +329,9 @@ alg_order(alg::SBDF) = alg.order
 
 alg_order(alg::ROCK2) = 2
 alg_order(alg::ROCK4) = 4
+
+alg_order(alg::ESERK5) = 5
+
 alg_order(alg::RKC) = 2
 alg_order(alg::IRKC) = 2
 
@@ -358,6 +387,7 @@ beta1_default(alg::ExtrapolationMidpointDeuflhard,beta2) =  1//(2alg.n_init+1)
 beta1_default(alg::ExtrapolationMidpointHairerWanner,beta2) =  1//(2alg.n_init+1)
 
 gamma_default(alg::OrdinaryDiffEqAlgorithm) = 9//10
+gamma_default(alg::ESERK5) = 8//10
 gamma_default(alg::RKC) = 8//10
 gamma_default(alg::IRKC) = 8//10
 gamma_default(alg::ExtrapolationMidpointDeuflhard) = (1//4)^beta1_default(alg,beta2_default(alg))
@@ -406,6 +436,7 @@ ssp_coefficient(alg::SSPRKMSVS43) = 0.33
 ssp_coefficient(alg::SSPRK932) = 6
 ssp_coefficient(alg::SSPRK54) = 1.508
 ssp_coefficient(alg::SSPRK104) = 6
+ssp_coefficient(alg::KYK2014DGSSPRK_3S2) =  0.8417
 
 # We shouldn't do this probably.
 #ssp_coefficient(alg::ImplicitEuler) = Inf
@@ -421,6 +452,7 @@ alg_stability_size(alg::Vern9) = 4.4762
 
 alg_can_repeat_jac(alg::OrdinaryDiffEqAlgorithm) = false
 alg_can_repeat_jac(alg::OrdinaryDiffEqNewtonAdaptiveAlgorithm) = true
+alg_can_repeat_jac(alg::IRKC) = false
 
 function unwrap_alg(integrator, is_stiff)
   alg = integrator.alg
@@ -435,6 +467,20 @@ function unwrap_alg(integrator, is_stiff)
   end
 end
 
+function unwrap_cache(integrator, is_stiff)
+  alg   = integrator.alg
+  cache = integrator.cache
+  iscomp = alg isa CompositeAlgorithm
+  if !iscomp
+    return cache
+  elseif alg.choice_function isa AutoSwitch
+    num = is_stiff ? 2 : 1
+    return cache.caches[num]
+  else
+    return cache.caches[integrator.cache.current]
+  end
+end
+
 # Whether `uprev` is used in the algorithm directly.
 uses_uprev(alg::OrdinaryDiffEqAlgorithm, adaptive::Bool) = true
 uses_uprev(alg::ORK256, adaptive::Bool) = false
@@ -454,3 +500,22 @@ uses_uprev(alg::CKLLSRK54_3C, adaptive::Bool) = adaptive
 uses_uprev(alg::CKLLSRK95_4S, adaptive::Bool) = adaptive
 uses_uprev(alg::CKLLSRK95_4C, adaptive::Bool) = adaptive
 uses_uprev(alg::CKLLSRK95_4M, adaptive::Bool) = adaptive
+uses_uprev(alg::CKLLSRK54_3C_3R, adaptive::Bool) = adaptive
+uses_uprev(alg::CKLLSRK54_3M_3R, adaptive::Bool) = adaptive
+uses_uprev(alg::CKLLSRK54_3N_3R, adaptive::Bool) = adaptive
+uses_uprev(alg::CKLLSRK85_4C_3R, adaptive::Bool) = adaptive
+uses_uprev(alg::CKLLSRK85_4M_3R, adaptive::Bool) = adaptive
+uses_uprev(alg::CKLLSRK85_4P_3R, adaptive::Bool) = adaptive
+uses_uprev(alg::CKLLSRK54_3N_4R, adaptive::Bool) = adaptive
+uses_uprev(alg::CKLLSRK54_3M_4R, adaptive::Bool) = adaptive
+uses_uprev(alg::CKLLSRK65_4M_4R, adaptive::Bool) = adaptive
+uses_uprev(alg::CKLLSRK85_4FM_4R, adaptive::Bool) = adaptive
+uses_uprev(alg::CKLLSRK75_4M_5R, adaptive::Bool) = adaptive
+
+ispredictive(alg::OrdinaryDiffEqAlgorithm) = false
+ispredictive(alg::Union{RKC}) = true
+ispredictive(alg::OrdinaryDiffEqNewtonAdaptiveAlgorithm) = alg.controller === :Predictive
+isstandard(alg::OrdinaryDiffEqNewtonAdaptiveAlgorithm) = alg.controller === :Standard
+isstandard(alg::Union{GenericImplicitEuler,GenericTrapezoid,VCABM}) = true
+isstandard(alg::OrdinaryDiffEqAlgorithm) = false
+ispi(alg::OrdinaryDiffEqAlgorithm) = !(ispredictive(alg) || isstandard(alg))