DiffEqCallbacks.jl
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Published
20 hours ago •
SciML
SciML
ManifoldCallback example with lower tolerances randomly fail to converge on v4
Describe the example
Hello, I tried reproducing the code found here with different tolerances and came up with the code below. Everytime I execute this script I get a different result, solves with comeback will randomly converge or not.
Minimal Reproducible Example 👇
using Pkg
Pkg.activate(; temp=true)
Pkg.add(name="NonlinearSolve", version="3.15.1")
Pkg.add(name="DiffEqCallbacks", version="4.0.0")
Pkg.add(name="OrdinaryDiffEq", version="6.90.1")
Pkg.add("ADTypes")
using OrdinaryDiffEq
using DiffEqCallbacks
using LinearAlgebra: norm
using NonlinearSolve
using ADTypes: AutoForwardDiff
function f!(du, u, p, t)
du .= [-u[2], u[1]]
end
function g!(resid, u, p, t)
resid[1] = norm(u) - 1
end
u0 = [1., 0.]
tf = 1e3
for tol in (1e-3, 1e-6, 1e-9, 1e-12, 1e-15)
prob = ODEProblem(f!, u0, tf)
cb = ManifoldProjection(g!, save=false, autodiff=AutoForwardDiff(), resid_prototype=zeros(eltype(u0), 1))
sol = solve(prob, Tsit5(), reltol=tol, abstol=tol)
sol_cb = solve(prob, Tsit5(), reltol=tol, abstol=tol, callback=cb)
@show tol
@show sol.retcode
@show sol_cb.retcode
println("resid = ", g!(zeros(1), sol.u[end], nothing, sol.t[end]))
println("resid_cb = ", g!(zeros(1), sol_cb.u[end], nothing, sol_cb.t[end]))
println()
end
Error & Stacktrace ⚠️
No error, just a stochastic behavior: I run the script a few times and get different results.
Not Working Environment (please complete the following information):
- Output of
using Pkg; Pkg.status()
[47edcb42] ADTypes v1.11.0
⌃ [459566f4] DiffEqCallbacks v4.0.0
⌃ [8913a72c] NonlinearSolve v3.15.1
[1dea7af3] OrdinaryDiffEq v6.90.1
- Output of
using Pkg; Pkg.status(; mode = PKGMODE_MANIFEST)
Manifest
[7d9f7c33] Accessors v0.1.39
[79e6a3ab] Adapt v4.1.1
[ec485272] ArnoldiMethod v0.4.0
[4fba245c] ArrayInterface v7.17.1
[4c555306] ArrayLayouts v1.11.0
[62783981] BitTwiddlingConvenienceFunctions v0.1.6
[2a0fbf3d] CPUSummary v0.2.6
[d360d2e6] ChainRulesCore v1.25.0
[fb6a15b2] CloseOpenIntervals v0.1.13
[38540f10] CommonSolve v0.2.4
[bbf7d656] CommonSubexpressions v0.3.1
[f70d9fcc] CommonWorldInvalidations v1.0.0
[34da2185] Compat v4.16.0
[a33af91c] CompositionsBase v0.1.2
[2569d6c7] ConcreteStructs v0.2.3
[187b0558] ConstructionBase v1.5.8
[adafc99b] CpuId v0.3.1
[9a962f9c] DataAPI v1.16.0
[864edb3b] DataStructures v0.18.20
[e2d170a0] DataValueInterfaces v1.0.0
[2b5f629d] DiffEqBase v6.160.0
⌃ [459566f4] DiffEqCallbacks v4.0.0
[163ba53b] DiffResults v1.1.0
[b552c78f] DiffRules v1.15.1
[a0c0ee7d] DifferentiationInterface v0.6.27
[ffbed154] DocStringExtensions v0.9.3
[4e289a0a] EnumX v1.0.4
[f151be2c] EnzymeCore v0.8.8
[d4d017d3] ExponentialUtilities v1.27.0
[e2ba6199] ExprTools v0.1.10
⌅ [6b7a57c9] Expronicon v0.8.5
[7034ab61] FastBroadcast v0.3.5
[9aa1b823] FastClosures v0.3.2
[29a986be] FastLapackInterface v2.0.4
[a4df4552] FastPower v1.1.1
[1a297f60] FillArrays v1.13.0
[6a86dc24] FiniteDiff v2.26.2
[f6369f11] ForwardDiff v0.10.38
[069b7b12] FunctionWrappers v1.1.3
[77dc65aa] FunctionWrappersWrappers v0.1.3
⌅ [d9f16b24] Functors v0.4.12
[46192b85] GPUArraysCore v0.2.0
[c145ed77] GenericSchur v0.5.4
[86223c79] Graphs v1.12.0
[3e5b6fbb] HostCPUFeatures v0.1.17
[615f187c] IfElse v0.1.1
[d25df0c9] Inflate v0.1.5
[3587e190] InverseFunctions v0.1.17
[92d709cd] IrrationalConstants v0.2.2
[82899510] IteratorInterfaceExtensions v1.0.0
[692b3bcd] JLLWrappers v1.6.1
[ef3ab10e] KLU v0.6.0
[ba0b0d4f] Krylov v0.9.8
[10f19ff3] LayoutPointers v0.1.17
[5078a376] LazyArrays v2.3.1
[87fe0de2] LineSearch v0.1.4
[d3d80556] LineSearches v7.3.0
[7ed4a6bd] LinearSolve v2.38.0
[2ab3a3ac] LogExpFunctions v0.3.28
[bdcacae8] LoopVectorization v0.12.171
[d8e11817] MLStyle v0.4.17
[1914dd2f] MacroTools v0.5.13
[d125e4d3] ManualMemory v0.1.8
[bb5d69b7] MaybeInplace v0.1.4
[46d2c3a1] MuladdMacro v0.2.4
[d41bc354] NLSolversBase v7.8.3
[77ba4419] NaNMath v1.0.2
⌃ [8913a72c] NonlinearSolve v3.15.1
[6fe1bfb0] OffsetArrays v1.14.2
[bac558e1] OrderedCollections v1.7.0
[1dea7af3] OrdinaryDiffEq v6.90.1
[89bda076] OrdinaryDiffEqAdamsBashforthMoulton v1.1.0
[6ad6398a] OrdinaryDiffEqBDF v1.1.2
[bbf590c4] OrdinaryDiffEqCore v1.13.0
[50262376] OrdinaryDiffEqDefault v1.1.0
[4302a76b] OrdinaryDiffEqDifferentiation v1.2.0
[9286f039] OrdinaryDiffEqExplicitRK v1.1.0
[e0540318] OrdinaryDiffEqExponentialRK v1.1.0
[becaefa8] OrdinaryDiffEqExtrapolation v1.2.1
[5960d6e9] OrdinaryDiffEqFIRK v1.5.0
[101fe9f7] OrdinaryDiffEqFeagin v1.1.0
[d3585ca7] OrdinaryDiffEqFunctionMap v1.1.1
[d28bc4f8] OrdinaryDiffEqHighOrderRK v1.1.0
[9f002381] OrdinaryDiffEqIMEXMultistep v1.1.0
[521117fe] OrdinaryDiffEqLinear v1.1.0
[1344f307] OrdinaryDiffEqLowOrderRK v1.2.0
[b0944070] OrdinaryDiffEqLowStorageRK v1.2.1
[127b3ac7] OrdinaryDiffEqNonlinearSolve v1.3.0
[c9986a66] OrdinaryDiffEqNordsieck v1.1.0
[5dd0a6cf] OrdinaryDiffEqPDIRK v1.1.0
[5b33eab2] OrdinaryDiffEqPRK v1.1.0
[04162be5] OrdinaryDiffEqQPRK v1.1.0
[af6ede74] OrdinaryDiffEqRKN v1.1.0
[43230ef6] OrdinaryDiffEqRosenbrock v1.3.1
[2d112036] OrdinaryDiffEqSDIRK v1.1.0
[669c94d9] OrdinaryDiffEqSSPRK v1.2.0
[e3e12d00] OrdinaryDiffEqStabilizedIRK v1.1.0
[358294b1] OrdinaryDiffEqStabilizedRK v1.1.0
[fa646aed] OrdinaryDiffEqSymplecticRK v1.1.0
[b1df2697] OrdinaryDiffEqTsit5 v1.1.0
[79d7bb75] OrdinaryDiffEqVerner v1.1.1
[65ce6f38] PackageExtensionCompat v1.0.2
[d96e819e] Parameters v0.12.3
[f517fe37] Polyester v0.7.16
[1d0040c9] PolyesterWeave v0.2.2
[d236fae5] PreallocationTools v0.4.24
[aea7be01] PrecompileTools v1.2.1
[21216c6a] Preferences v1.4.3
[3cdcf5f2] RecipesBase v1.3.4
[731186ca] RecursiveArrayTools v3.27.4
[f2c3362d] RecursiveFactorization v0.2.23
[189a3867] Reexport v1.2.2
[ae029012] Requires v1.3.0
[7e49a35a] RuntimeGeneratedFunctions v0.5.13
[94e857df] SIMDTypes v0.1.0
[476501e8] SLEEFPirates v0.6.43
[0bca4576] SciMLBase v2.67.0
[19f34311] SciMLJacobianOperators v0.1.1
[c0aeaf25] SciMLOperators v0.3.12
[53ae85a6] SciMLStructures v1.6.1
[efcf1570] Setfield v1.1.1
⌅ [727e6d20] SimpleNonlinearSolve v1.12.3
[699a6c99] SimpleTraits v0.9.4
[ce78b400] SimpleUnPack v1.1.0
[9f842d2f] SparseConnectivityTracer v0.6.9
[47a9eef4] SparseDiffTools v2.23.0
[0a514795] SparseMatrixColorings v0.4.10
[e56a9233] Sparspak v0.3.9
[276daf66] SpecialFunctions v2.5.0
[aedffcd0] Static v1.1.1
[0d7ed370] StaticArrayInterface v1.8.0
[90137ffa] StaticArrays v1.9.8
[1e83bf80] StaticArraysCore v1.4.3
[10745b16] Statistics v1.11.1
[7792a7ef] StrideArraysCore v0.5.7
[2efcf032] SymbolicIndexingInterface v0.3.36
[3783bdb8] TableTraits v1.0.1
[bd369af6] Tables v1.12.0
[8290d209] ThreadingUtilities v0.5.2
[a759f4b9] TimerOutputs v0.5.26
[d5829a12] TriangularSolve v0.2.1
[781d530d] TruncatedStacktraces v1.4.0
[3a884ed6] UnPack v1.0.2
[3d5dd08c] VectorizationBase v0.21.71
[19fa3120] VertexSafeGraphs v0.2.0
[1d5cc7b8] IntelOpenMP_jll v2024.2.1+0
[856f044c] MKL_jll v2024.2.0+0
[efe28fd5] OpenSpecFun_jll v0.5.5+0
[1317d2d5] oneTBB_jll v2021.12.0+0
[0dad84c5] ArgTools v1.1.2
[56f22d72] Artifacts v1.11.0
[2a0f44e3] Base64 v1.11.0
[ade2ca70] Dates v1.11.0
[8ba89e20] Distributed v1.11.0
[f43a241f] Downloads v1.6.0
[7b1f6079] FileWatching v1.11.0
[9fa8497b] Future v1.11.0
[b77e0a4c] InteractiveUtils v1.11.0
[4af54fe1] LazyArtifacts v1.11.0
[b27032c2] LibCURL v0.6.4
[76f85450] LibGit2 v1.11.0
[8f399da3] Libdl v1.11.0
[37e2e46d] LinearAlgebra v1.11.0
[56ddb016] Logging v1.11.0
[d6f4376e] Markdown v1.11.0
[a63ad114] Mmap v1.11.0
[ca575930] NetworkOptions v1.2.0
[44cfe95a] Pkg v1.11.0
[de0858da] Printf v1.11.0
[9a3f8284] Random v1.11.0
[ea8e919c] SHA v0.7.0
[9e88b42a] Serialization v1.11.0
[1a1011a3] SharedArrays v1.11.0
[6462fe0b] Sockets v1.11.0
[2f01184e] SparseArrays v1.11.0
[fa267f1f] TOML v1.0.3
[a4e569a6] Tar v1.10.0
[8dfed614] Test v1.11.0
[cf7118a7] UUIDs v1.11.0
[4ec0a83e] Unicode v1.11.0
[e66e0078] CompilerSupportLibraries_jll v1.1.1+0
[deac9b47] LibCURL_jll v8.6.0+0
[e37daf67] LibGit2_jll v1.7.2+0
[29816b5a] LibSSH2_jll v1.11.0+1
[c8ffd9c3] MbedTLS_jll v2.28.6+0
[14a3606d] MozillaCACerts_jll v2023.12.12
[4536629a] OpenBLAS_jll v0.3.27+1
[05823500] OpenLibm_jll v0.8.1+2
[bea87d4a] SuiteSparse_jll v7.7.0+0
[83775a58] Zlib_jll v1.2.13+1
[8e850b90] libblastrampoline_jll v5.11.0+0
[8e850ede] nghttp2_jll v1.59.0+0
[3f19e933] p7zip_jll v17.4.0+2
Julia Version 1.11.2
Commit 5e9a32e7af2 (2024-12-01 20:02 UTC)
Build Info:
Official https://julialang.org/ release
Platform Info:
OS: macOS (arm64-apple-darwin24.0.0)
CPU: 8 × Apple M2
WORD_SIZE: 64
LLVM: libLLVM-16.0.6 (ORCJIT, apple-m2)
Threads: 1 default, 0 interactive, 1 GC (on 4 virtual cores)
Working Environment (please complete the following information):
- Output of
using Pkg; Pkg.status()
⌃ [459566f4] DiffEqCallbacks v3.9.1
⌅ [8913a72c] NonlinearSolve v3.15.1
[1dea7af3] OrdinaryDiffEq v6.90.1
- Output of
using Pkg; Pkg.status(; mode = PKGMODE_MANIFEST)
Manifest
```julia [47edcb42] ADTypes v1.11.0 [7d9f7c33] Accessors v0.1.39 [79e6a3ab] Adapt v4.1.1 [ec485272] ArnoldiMethod v0.4.0 [4fba245c] ArrayInterface v7.17.1 [4c555306] ArrayLayouts v1.11.0 [62783981] BitTwiddlingConvenienceFunctions v0.1.6 [2a0fbf3d] CPUSummary v0.2.6 [d360d2e6] ChainRulesCore v1.25.0 [fb6a15b2] CloseOpenIntervals v0.1.13 [38540f10] CommonSolve v0.2.4 [bbf7d656] CommonSubexpressions v0.3.1 [f70d9fcc] CommonWorldInvalidations v1.0.0 [34da2185] Compat v4.16.0 [a33af91c] CompositionsBase v0.1.2 [2569d6c7] ConcreteStructs v0.2.3 [187b0558] ConstructionBase v1.5.8 [adafc99b] CpuId v0.3.1 [9a962f9c] DataAPI v1.16.0 [864edb3b] DataStructures v0.18.20 [e2d170a0] DataValueInterfaces v1.0.0 [2b5f629d] DiffEqBase v6.160.0 ⌃ [459566f4] DiffEqCallbacks v3.9.1 [163ba53b] DiffResults v1.1.0 [b552c78f] DiffRules v1.15.1 [a0c0ee7d] DifferentiationInterface v0.6.27 [ffbed154] DocStringExtensions v0.9.3 [4e289a0a] EnumX v1.0.4 [f151be2c] EnzymeCore v0.8.8 [d4d017d3] ExponentialUtilities v1.27.0 [e2ba6199] ExprTools v0.1.10 ⌅ [6b7a57c9] Expronicon v0.8.5 [7034ab61] FastBroadcast v0.3.5 [9aa1b823] FastClosures v0.3.2 [29a986be] FastLapackInterface v2.0.4 [a4df4552] FastPower v1.1.1 [1a297f60] FillArrays v1.13.0 [6a86dc24] FiniteDiff v2.26.2 [f6369f11] ForwardDiff v0.10.38 [069b7b12] FunctionWrappers v1.1.3 [77dc65aa] FunctionWrappersWrappers v0.1.3 ⌅ [d9f16b24] Functors v0.4.12 [46192b85] GPUArraysCore v0.2.0 [c145ed77] GenericSchur v0.5.4 [86223c79] Graphs v1.12.0 [3e5b6fbb] HostCPUFeatures v0.1.17 [615f187c] IfElse v0.1.1 [d25df0c9] Inflate v0.1.5 [3587e190] InverseFunctions v0.1.17 [92d709cd] IrrationalConstants v0.2.2 [82899510] IteratorInterfaceExtensions v1.0.0 [692b3bcd] JLLWrappers v1.6.1 [ef3ab10e] KLU v0.6.0 [ba0b0d4f] Krylov v0.9.8 [10f19ff3] LayoutPointers v0.1.17 [5078a376] LazyArrays v2.3.1 [87fe0de2] LineSearch v0.1.4 [d3d80556] LineSearches v7.3.0 [7ed4a6bd] LinearSolve v2.38.0 [2ab3a3ac] LogExpFunctions v0.3.28 [bdcacae8] LoopVectorization v0.12.171 [d8e11817] MLStyle v0.4.17 [1914dd2f] MacroTools v0.5.13 [d125e4d3] ManualMemory v0.1.8 [bb5d69b7] MaybeInplace v0.1.4 [46d2c3a1] MuladdMacro v0.2.4 [d41bc354] NLSolversBase v7.8.3 [77ba4419] NaNMath v1.0.2 ⌅ [8913a72c] NonlinearSolve v3.15.1 [6fe1bfb0] OffsetArrays v1.14.2 [bac558e1] OrderedCollections v1.7.0 [1dea7af3] OrdinaryDiffEq v6.90.1 [89bda076] OrdinaryDiffEqAdamsBashforthMoulton v1.1.0 [6ad6398a] OrdinaryDiffEqBDF v1.1.2 [bbf590c4] OrdinaryDiffEqCore v1.13.0 [50262376] OrdinaryDiffEqDefault v1.1.0 [4302a76b] OrdinaryDiffEqDifferentiation v1.2.0 [9286f039] OrdinaryDiffEqExplicitRK v1.1.0 [e0540318] OrdinaryDiffEqExponentialRK v1.1.0 [becaefa8] OrdinaryDiffEqExtrapolation v1.2.1 [5960d6e9] OrdinaryDiffEqFIRK v1.5.0 [101fe9f7] OrdinaryDiffEqFeagin v1.1.0 [d3585ca7] OrdinaryDiffEqFunctionMap v1.1.1 [d28bc4f8] OrdinaryDiffEqHighOrderRK v1.1.0 [9f002381] OrdinaryDiffEqIMEXMultistep v1.1.0 [521117fe] OrdinaryDiffEqLinear v1.1.0 [1344f307] OrdinaryDiffEqLowOrderRK v1.2.0 [b0944070] OrdinaryDiffEqLowStorageRK v1.2.1 [127b3ac7] OrdinaryDiffEqNonlinearSolve v1.3.0 [c9986a66] OrdinaryDiffEqNordsieck v1.1.0 [5dd0a6cf] OrdinaryDiffEqPDIRK v1.1.0 [5b33eab2] OrdinaryDiffEqPRK v1.1.0 [04162be5] OrdinaryDiffEqQPRK v1.1.0 [af6ede74] OrdinaryDiffEqRKN v1.1.0 [43230ef6] OrdinaryDiffEqRosenbrock v1.3.1 [2d112036] OrdinaryDiffEqSDIRK v1.1.0 [669c94d9] OrdinaryDiffEqSSPRK v1.2.0 [e3e12d00] OrdinaryDiffEqStabilizedIRK v1.1.0 [358294b1] OrdinaryDiffEqStabilizedRK v1.1.0 [fa646aed] OrdinaryDiffEqSymplecticRK v1.1.0 [b1df2697] OrdinaryDiffEqTsit5 v1.1.0 [79d7bb75] OrdinaryDiffEqVerner v1.1.1 [65ce6f38] PackageExtensionCompat v1.0.2 [d96e819e] Parameters v0.12.3 [f517fe37] Polyester v0.7.16 [1d0040c9] PolyesterWeave v0.2.2 [d236fae5] PreallocationTools v0.4.24 [aea7be01] PrecompileTools v1.2.1 [21216c6a] Preferences v1.4.3 [3cdcf5f2] RecipesBase v1.3.4 [731186ca] RecursiveArrayTools v3.27.4 [f2c3362d] RecursiveFactorization v0.2.23 [189a3867] Reexport v1.2.2 [ae029012] Requires v1.3.0 [7e49a35a] RuntimeGeneratedFunctions v0.5.13 [94e857df] SIMDTypes v0.1.0 [476501e8] SLEEFPirates v0.6.43 [0bca4576] SciMLBase v2.67.0 [19f34311] SciMLJacobianOperators v0.1.1 [c0aeaf25] SciMLOperators v0.3.12 [53ae85a6] SciMLStructures v1.6.1 [efcf1570] Setfield v1.1.1 ⌅ [727e6d20] SimpleNonlinearSolve v1.12.3 [699a6c99] SimpleTraits v0.9.4 [ce78b400] SimpleUnPack v1.1.0 [9f842d2f] SparseConnectivityTracer v0.6.9 [47a9eef4] SparseDiffTools v2.23.0 [0a514795] SparseMatrixColorings v0.4.10 [e56a9233] Sparspak v0.3.9 [276daf66] SpecialFunctions v2.5.0 [aedffcd0] Static v1.1.1 [0d7ed370] StaticArrayInterface v1.8.0 [90137ffa] StaticArrays v1.9.8 [1e83bf80] StaticArraysCore v1.4.3 [10745b16] Statistics v1.11.1 [7792a7ef] StrideArraysCore v0.5.7 [2efcf032] SymbolicIndexingInterface v0.3.36 [3783bdb8] TableTraits v1.0.1 [bd369af6] Tables v1.12.0 [8290d209] ThreadingUtilities v0.5.2 [a759f4b9] TimerOutputs v0.5.26 [d5829a12] TriangularSolve v0.2.1 [781d530d] TruncatedStacktraces v1.4.0 [3a884ed6] UnPack v1.0.2 [3d5dd08c] VectorizationBase v0.21.71 [19fa3120] VertexSafeGraphs v0.2.0 [1d5cc7b8] IntelOpenMP_jll v2024.2.1+0 [856f044c] MKL_jll v2024.2.0+0 [efe28fd5] OpenSpecFun_jll v0.5.5+0 [1317d2d5] oneTBB_jll v2021.12.0+0 [0dad84c5] ArgTools v1.1.2 [56f22d72] Artifacts v1.11.0 [2a0f44e3] Base64 v1.11.0 [ade2ca70] Dates v1.11.0 [8ba89e20] Distributed v1.11.0 [f43a241f] Downloads v1.6.0 [7b1f6079] FileWatching v1.11.0 [9fa8497b] Future v1.11.0 [b77e0a4c] InteractiveUtils v1.11.0 [4af54fe1] LazyArtifacts v1.11.0 [b27032c2] LibCURL v0.6.4 [76f85450] LibGit2 v1.11.0 [8f399da3] Libdl v1.11.0 [37e2e46d] LinearAlgebra v1.11.0 [56ddb016] Logging v1.11.0 [d6f4376e] Markdown v1.11.0 [a63ad114] Mmap v1.11.0 [ca575930] NetworkOptions v1.2.0 [44cfe95a] Pkg v1.11.0 [de0858da] Printf v1.11.0 [9a3f8284] Random v1.11.0 [ea8e919c] SHA v0.7.0 [9e88b42a] Serialization v1.11.0 [1a1011a3] SharedArrays v1.11.0 [6462fe0b] Sockets v1.11.0 [2f01184e] SparseArrays v1.11.0 [fa267f1f] TOML v1.0.3 [a4e569a6] Tar v1.10.0 [8dfed614] Test v1.11.0 [cf7118a7] UUIDs v1.11.0 [4ec0a83e] Unicode v1.11.0 [e66e0078] CompilerSupportLibraries_jll v1.1.1+0 [deac9b47] LibCURL_jll v8.6.0+0 [e37daf67] LibGit2_jll v1.7.2+0 [29816b5a] LibSSH2_jll v1.11.0+1 [c8ffd9c3] MbedTLS_jll v2.28.6+0 [14a3606d] MozillaCACerts_jll v2023.12.12 [4536629a] OpenBLAS_jll v0.3.27+1 [05823500] OpenLibm_jll v0.8.1+2 [bea87d4a] SuiteSparse_jll v7.7.0+0 [83775a58] Zlib_jll v1.2.13+1 [8e850b90] libblastrampoline_jll v5.11.0+0 [8e850ede] nghttp2_jll v1.59.0+0 [3f19e933] p7zip_jll v17.4.0+2 ```- Output of
versioninfo()
Julia Version 1.11.2
Commit 5e9a32e7af2 (2024-12-01 20:02 UTC)
Build Info:
Official https://julialang.org/ release
Platform Info:
OS: macOS (arm64-apple-darwin24.0.0)
CPU: 8 × Apple M2
WORD_SIZE: 64
LLVM: libLLVM-16.0.6 (ORCJIT, apple-m2)
Threads: 1 default, 0 interactive, 1 GC (on 4 virtual cores)
Additional context
Here is a working example with v3 where the solves with callbacks all converge, all the time :
using Pkg
Pkg.activate("tmp/cb3")
Pkg.add(name="NonlinearSolve", version="3.15.1")
Pkg.add(name="DiffEqCallbacks", version="3")
Pkg.add(name="OrdinaryDiffEq", version="6.90.1")
using OrdinaryDiffEq
using DiffEqCallbacks
using LinearAlgebra: norm
using Logging
function f!(du, u, p, t)
du .= [-u[2], u[1]]
end
function g!(resid, u, p, t)
resid[2] = 0
resid[1] = norm(u) - 1
end
with_logger(ConsoleLogger(stderr, 1001)) do
u0 = [1., 0.]
tf = 1e3
for tol in (1e-3, 1e-6, 1e-9, 1e-12, 1e-15)
prob = ODEProblem(f!, u0, tf)
cb = ManifoldProjection(g!, save=false)
sol = solve(prob, Tsit5(), reltol=tol, abstol=tol)
sol_cb = solve(prob, Tsit5(), reltol=tol, abstol=tol, callback=cb)
@show tol
@show sol_cb.retcode
@show sol_cb.retcode
println("resid = ", g!(zeros(2), sol.u[end], nothing, sol.t[end]))
println("resid_cb = ", g!(zeros(2), sol_cb.u[end], nothing, sol_cb.t[end]))
println()
end
end
Thank you in advance for looking into this issue, or finding what I did wrong :)
The bug appeared in a script that uses v3.9, but I can't find an MRE.
Basically I have :
function g!(resid, y, p)
resid[1:6] .= something()
# resid 7:11 are not set to zero
end
y0 = Float64[1:11...]
cb = ManifoldProjection(g!);
prob = ODEProblem(f!!, y0, tspan, p)
solve(prob,, callback=cb)
Here, the solve succeeds a third/fourth of the time. But if I modify g! as :
function g!(resid, y, p)
resid .= zero(eltype(resid))
resid[1:6] .= something()
end
then the issue is gone.
In the MRE of my initial post, I observed a very similar behavior (the same?) but I couldn't find a way to fix that oneone.
If you don't set the residual values to zero, then it's not guaranteed that the residual terms are zero. I don't see the issue there?
Though in this case, you want to set the number of residual terms.
residual_prototype: The size of the manifold residual. If it is not specified, we assume it to be same as u in the inplace case. Else we run a single evaluation of manifold to determine the size.
function g!(resid, y, p)
resid[1:6] .= something()
end
y0 = Float64[1:11...]
cb = ManifoldProjection(g!, residual_prototype = zeros(6));
prob = ODEProblem(f!!, y0, tspan, p)
solve(prob,, callback=cb)
so it's just a least squares problem on the 6, that should be a better way to write this.
so it's just a least squares problem on the 6, that should be a better way to write this.
Yes absolutely, it was just to show a (bad) code that behaved similarly to maybe have a hint about the source of the bug. The weird thing is that when the bug doesn't show up, the result is numerically consistent, but the bug shows up randomly. I am confused.
TL;DR
if the initial timestep is too small, cache.u_cache as a random value from similar(ũ), which is directly assigned to integrator.u. A fix is to initialize cache.u_cache with ũ instead of similar(ũ).
Longer story Here is a(nother) script that exhibits the bug :
using OrdinaryDiffEq, DiffEqCallbacks, ADTypes, Logging
function f(du, u, p, t)
du[1] = u[2]
du[2] = -u[1]
end
function g(resid, u, p, t)
resid[1] = u[2]^2 + u[1]^2 - 2
end
u0 = ones(2)
cb = ManifoldProjection(g; autodiff = AutoForwardDiff(), resid_prototype = zeros(1))
prob = ODEProblem(f, u0, 1)
prob_cb = remake(prob, callback = cb)
alg = Vern7()
with_logger(NullLogger()) do
for tol in (1e-3, 1e-6, 1e-9, 1e-12)
final_state_set = Set{typeof(u0)}()
final_state_set_cb = Set{typeof(u0)}()
for i in 1:100
sol = solve(prob, alg, save_everystep = false, reltol = tol, abstol = tol)
sol_cb = solve(prob_cb, alg, save_everystep = false, reltol = tol, abstol = tol)
push!(final_state_set, sol.u[end])
push!(final_state_set_cb, sol_cb.u[end])
end
println("tol: ", tol, ", no cb: ", length(final_state_set), ", cb: ", length(final_state_set_cb))
end
end
It outputs this (non-deterministic) :
tol: 0.001, no cb: 1, cb: 1
tol: 1.0e-6, no cb: 1, cb: 74
tol: 1.0e-9, no cb: 1, cb: 43
tol: 1.0e-12, no cb: 1, cb: 43
Low tolerances break something. Using the debugger, I found the issue. If this statement is reached, cache.u_cache may still be similar(ũ) from this line. I tested 3 fixes :
- Add
cache.u_cache = ũright beforebreaking https://github.com/SciML/DiffEqCallbacks.jl/blob/afc84c859c258d91566859aaa54f393d6069d0d9/src/manifold.jl#L349-L352, - Replace
cache.ũ = uwithcache.ũ = cache.u_cache = uat https://github.com/SciML/DiffEqCallbacks.jl/blob/afc84c859c258d91566859aaa54f393d6069d0d9/src/manifold.jl#L300-L302 - Initialize
u_cachewithũinstead ofsimilar(ũ)at https://github.com/SciML/DiffEqCallbacks.jl/blob/afc84c859c258d91566859aaa54f393d6069d0d9/src/manifold.jl#L330-L332
The third options passes all tests.
I am figuring out how to make a PR with the fix + the relevant test :
int = init(prob, alg, dt=eps(1.))
step!(int)
@assert int.u[1]^2 + int.u[2]^2 ≈ 2