QNDF Benchmarks for POLLU

These are some of the benchmarks on Stiff-ODE problems for QNDF Methods. The problems are based on DiffEqBenchmarks.jl

Installing required dependencies

using Pkg
pkg"update"
pkg"add BenchmarkTools DiffEqBase DiffEqDevTools DiffEqFlux DiffEqOperators DiffEqProblemLibrary DifferentialEquations FillArrays Flux LSODA ODE ODEInterfaceDiffEq ParameterizedFunctions Test Plots RecursiveArrayTools StaticArrays Sundials LinearAlgebra Random"
pkg"add OrdinaryDiffEq"
170.8s
using OrdinaryDiffEq, DiffEqDevTools, Sundials, ParameterizedFunctions, Plots, ODE, ODEInterfaceDiffEq, LSODA
gr() # gr(fmt=:png)
using LinearAlgebra
LinearAlgebra.BLAS.set_num_threads(1)
716.0s

Defining the POLLU Problem

const k1=.35e0
const k2=.266e2
const k3=.123e5
const k4=.86e-3
const k5=.82e-3
const k6=.15e5
const k7=.13e-3
const k8=.24e5
const k9=.165e5
const k10=.9e4
const k11=.22e-1
const k12=.12e5
const k13=.188e1
const k14=.163e5
const k15=.48e7
const k16=.35e-3
const k17=.175e-1
const k18=.1e9
const k19=.444e12
const k20=.124e4
const k21=.21e1
const k22=.578e1
const k23=.474e-1
const k24=.178e4
const k25=.312e1
function f(dy,y,p,t)
 r1  = k1 *y[1]
 r2  = k2 *y[2]*y[4]
 r3  = k3 *y[5]*y[2]
 r4  = k4 *y[7]
 r5  = k5 *y[7]
 r6  = k6 *y[7]*y[6]
 r7  = k7 *y[9]
 r8  = k8 *y[9]*y[6]
 r9  = k9 *y[11]*y[2]
 r10 = k10*y[11]*y[1]
 r11 = k11*y[13]
 r12 = k12*y[10]*y[2]
 r13 = k13*y[14]
 r14 = k14*y[1]*y[6]
 r15 = k15*y[3]
 r16 = k16*y[4]
 r17 = k17*y[4]
 r18 = k18*y[16]
 r19 = k19*y[16]
 r20 = k20*y[17]*y[6]
 r21 = k21*y[19]
 r22 = k22*y[19]
 r23 = k23*y[1]*y[4]
 r24 = k24*y[19]*y[1]
 r25 = k25*y[20]
 dy[1]  = -r1-r10-r14-r23-r24+
          r2+r3+r9+r11+r12+r22+r25
 dy[2]  = -r2-r3-r9-r12+r1+r21
 dy[3]  = -r15+r1+r17+r19+r22
 dy[4]  = -r2-r16-r17-r23+r15
 dy[5]  = -r3+r4+r4+r6+r7+r13+r20
 dy[6]  = -r6-r8-r14-r20+r3+r18+r18
 dy[7]  = -r4-r5-r6+r13
 dy[8]  = r4+r5+r6+r7
 dy[9]  = -r7-r8
 dy[10] = -r12+r7+r9
 dy[11] = -r9-r10+r8+r11
 dy[12] = r9
 dy[13] = -r11+r10
 dy[14] = -r13+r12
 dy[15] = r14
 dy[16] = -r18-r19+r16
 dy[17] = -r20
 dy[18] = r20
 dy[19] = -r21-r22-r24+r23+r25
 dy[20] = -r25+r24
end
function fjac(J,y,p,t)
      J .= 0.0
      J[1,1]   = -k1-k10*y[11]-k14*y[6]-k23*y[4]-k24*y[19]
      J[1,11]  = -k10*y[1]+k9*y[2]
      J[1,6]   = -k14*y[1]
      J[1,4]   = -k23*y[1]+k2*y[2]
      J[1,19]  = -k24*y[1]+k22
      J[1,2]   = k2*y[4]+k9*y[11]+k3*y[5]+k12*y[10]
      J[1,13]  = k11
      J[1,20]  = k25
      J[1,5]   = k3*y[2]
      J[1,10]  = k12*y[2]
      J[2,4]   = -k2*y[2]
      J[2,5]   = -k3*y[2]
      J[2,11]  = -k9*y[2]
      J[2,10]  = -k12*y[2]
      J[2,19]  = k21
      J[2,1]   = k1
      J[2,2]   = -k2*y[4]-k3*y[5]-k9*y[11]-k12*y[10]
      J[3,1]   = k1
      J[3,4]   = k17
      J[3,16]  = k19
      J[3,19]  = k22
      J[3,3]   = -k15
      J[4,4]   = -k2*y[2]-k16-k17-k23*y[1]
      J[4,2]   = -k2*y[4]
      J[4,1]   = -k23*y[4]
      J[4,3]   = k15
      J[5,5]   = -k3*y[2]
      J[5,2]   = -k3*y[5]
      J[5,7]   = 2k4+k6*y[6]
      J[5,6]   = k6*y[7]+k20*y[17]
      J[5,9]   = k7
      J[5,14]  = k13
      J[5,17]  = k20*y[6]
      J[6,6]   = -k6*y[7]-k8*y[9]-k14*y[1]-k20*y[17]
      J[6,7]   = -k6*y[6]
      J[6,9]   = -k8*y[6]
      J[6,1]   = -k14*y[6]
      J[6,17]  = -k20*y[6]
      J[6,2]   = k3*y[5]
      J[6,5]   = k3*y[2]
      J[6,16]  = 2k18
      J[7,7]   = -k4-k5-k6*y[6]
      J[7,6]   = -k6*y[7]
      J[7,14]  = k13
      J[8,7]   = k4+k5+k6*y[6]
      J[8,6]   = k6*y[7]
      J[8,9]   = k7
      J[9,9]   = -k7-k8*y[6]
      J[9,6]   = -k8*y[9]
      J[10,10] = -k12*y[2]
      J[10,2]  = -k12*y[10]+k9*y[11]
      J[10,9]  = k7
      J[10,11] = k9*y[2]
      J[11,11] = -k9*y[2]-k10*y[1]
      J[11,2]  = -k9*y[11]
      J[11,1]  = -k10*y[11]
      J[11,9]  = k8*y[6]
      J[11,6]  = k8*y[9]
      J[11,13] = k11
      J[12,11] = k9*y[2]
      J[12,2]  = k9*y[11]
      J[13,13] = -k11
      J[13,11] = k10*y[1]
      
      J[13,1]  = k10*y[11]
      J[14,14] = -k13
      J[14,10] = k12*y[2]
      J[14,2]  = k12*y[10]
      J[15,1]  = k14*y[6]
      J[15,6]  = k14*y[1]
      J[16,16] = -k18-k19
      J[16,4]  = k16
      J[17,17] = -k20*y[6]
      J[17,6]  = -k20*y[17]
      J[18,17] = k20*y[6]
      J[18,6]  = k20*y[17]
      J[19,19] = -k21-k22-k24*y[1]
      J[19,1]  = -k24*y[19]+k23*y[4]
      J[19,4]  = k23*y[1]
      J[19,20] = k25
      J[20,20] = -k25
      J[20,1]  = k24*y[19]
      J[20,19] = k24*y[1]
      return
end
u0 = zeros(20)
u0[2]  = 0.2
u0[4]  = 0.04
u0[7]  = 0.1
u0[8]  = 0.3
u0[9]  = 0.01
u0[17] = 0.007
prob = ODEProblem(ODEFunction(f, jac=fjac),u0,(0.0, 60.0))
2.1s
ODEProblem with uType Array{Float64,1} and tType Float64. In-place: true timespan: (0.0, 60.0) u0: [0.0, 0.2, 0.0, 0.04, 0.0, 0.0, 0.1, 0.3, 0.01, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.007, 0.0, 0.0, 0.0]

Defining our test solution to compare our benchmarks with

sol = solve(prob,Rodas5(),abstol=1/10^14,reltol=1/10^14)
test_sol = TestSolution(sol)
40.1s
retcode: Success Interpolation: 3rd order Hermite t: nothing u: nothing
plot(sol,dpi=200)
58.1s

High Tolerances

The speed of solvers when you just want the answer.

Setups

abstols = 1.0 ./ 10.0 .^ (5:8)
reltols = 1.0 ./ 10.0 .^ (1:4);
setups = [Dict(:alg=>Rosenbrock23()),
          Dict(:alg=>TRBDF2()),
          Dict(:alg=>ImplicitEulerExtrapolation()),
          Dict(:alg=>ABDF2()),
          Dict(:alg=>QNDF()),
          Dict(:alg=>Exprb43()),
          Dict(:alg=>Exprb32()),
]
names= ["Rosenbrock23" "TRBDF2" "ImplicitEulerExtrapolation" "ABDF2" "QNDF"  "Exprb43" "Exprb32"]
0.3s
1×7 Array{String,2}: "Rosenbrock23" "TRBDF2" … "QNDF" "Exprb43" "Exprb32"
wp = WorkPrecisionSet(prob,abstols,reltols,setups;                 save_everystep=false,appxsol=test_sol,maxiters=Int(1e5),names=names)
plot(wp)
58.3s

The QNDF performs much better which was diverging previously in POLLU benchmarks here .

versioninfo()
2.7s
Runtimes (1)