Source code for pde.solvers.implicit

"""Defines an implicit Euler solver.

.. codeauthor:: David Zwicker <david.zwicker@ds.mpg.de>
"""

from __future__ import annotations

from typing import Callable

import numba as nb
import numpy as np

from ..fields.base import FieldBase
from ..pdes.base import PDEBase
from ..tools.typing import BackendType
from .base import ConvergenceError, SolverBase


[docs] class ImplicitSolver(SolverBase): """Implicit (backward) Euler PDE solver.""" name = "implicit" def __init__( self, pde: PDEBase, *, maxiter: int = 100, maxerror: float = 1e-4, backend: BackendType = "auto", ): """ Args: pde (:class:`~pde.pdes.base.PDEBase`): The partial differential equation that should be solved maxiter (int): The maximal number of iterations per step maxerror (float): The maximal error that is permitted in each step backend (str): Determines how the function is created. Accepted values are 'numpy` and 'numba'. Alternatively, 'auto' lets the code decide for the most optimal backend. """ super().__init__(pde, backend=backend) self.maxiter = maxiter self.maxerror = maxerror def _make_single_step_fixed_dt_deterministic( self, state: FieldBase, dt: float ) -> Callable[[np.ndarray, float], None]: """Return a function doing a deterministic step with an implicit Euler scheme. Args: state (:class:`~pde.fields.base.FieldBase`): An example for the state from which the grid and other information can be extracted dt (float): Time step of the implicit step """ if self.pde.is_sde: raise RuntimeError("Cannot use implicit stepper with stochastic equation") self.info["function_evaluations"] = 0 self.info["scheme"] = "implicit-euler" self.info["stochastic"] = False self.info["dt_adaptive"] = False rhs = self._make_pde_rhs(state, backend=self.backend) maxiter = int(self.maxiter) maxerror2 = self.maxerror**2 # handle deterministic version of the pde def implicit_step(state_data: np.ndarray, t: float) -> None: """Compiled inner loop for speed.""" nfev = 0 # count function evaluations # save state at current time point t for stepping state_t = state_data.copy() # estimate state at next time point state_data[:] = state_t + dt * rhs(state_data, t) state_prev = np.empty_like(state_data) # fixed point iteration for improving state after dt for n in range(maxiter): state_prev[:] = state_data # keep previous state to judge convergence # another interation to improve estimate state_data[:] = state_t + dt * rhs(state_data, t + dt) # calculate mean squared error to judge convergence err = 0.0 for j in range(state_data.size): diff = state_data.flat[j] - state_prev.flat[j] err += (diff.conjugate() * diff).real err /= state_data.size if err < maxerror2: # fix point iteration converged break else: with nb.objmode: self._logger.warning( "Implicit Euler step did not converge after %d iterations " "at t=%g (error=%g)", maxiter, t, err, ) raise ConvergenceError("Implicit Euler step did not converge.") nfev += n + 1 self._logger.info("Init implicit Euler stepper with dt=%g", dt) return implicit_step def _make_single_step_fixed_dt_stochastic( self, state: FieldBase, dt: float ) -> Callable[[np.ndarray, float], None]: """Return a function doing a step for a SDE with an implicit Euler scheme. Args: state (:class:`~pde.fields.base.FieldBase`): An example for the state from which the grid and other information can be extracted dt (float): Time step of the implicit step """ self.info["function_evaluations"] = 0 self.info["scheme"] = "implicit-euler-maruyama" self.info["stochastic"] = True self.info["dt_adaptive"] = False rhs = self.pde.make_pde_rhs(state, backend=self.backend) # type: ignore rhs_sde = self._make_sde_rhs(state, backend=self.backend) maxiter = int(self.maxiter) maxerror2 = self.maxerror**2 # handle deterministic version of the pde def implicit_step(state_data: np.ndarray, t: float) -> None: """Compiled inner loop for speed.""" nfev = 0 # count function evaluations # save state at current time point t for stepping state_t = state_data.copy() state_prev = np.empty_like(state_data) # estimate state at next time point evolution_rate, noise_realization = rhs_sde(state_data, t) if noise_realization is not None: # add the noise to the reference state at the current time point and # adept the state at the next time point iteratively below state_t += np.sqrt(dt) * noise_realization state_data[:] = state_t + dt * evolution_rate # estimated new state # fixed point iteration for improving state after dt for n in range(maxiter): state_prev[:] = state_data # keep previous state to judge convergence # another interation to improve estimate state_data[:] = state_t + dt * rhs(state_data, t + dt) # calculate mean squared error to judge convergence err = 0.0 for j in range(state_data.size): diff = state_data.flat[j] - state_prev.flat[j] err += (diff.conjugate() * diff).real err /= state_data.size if err < maxerror2: # fix point iteration converged break else: with nb.objmode: self._logger.warning( "Semi-implicit Euler-Maruyama step did not converge after %d " "iterations at t=%g (error=%g)", maxiter, t, err, ) raise ConvergenceError( "Semi-implicit Euler-Maruyama step did not converge." ) nfev += n + 1 self._logger.info("Init semi-implicit Euler-Maruyama stepper with dt=%g", dt) return implicit_step def _make_single_step_fixed_dt( self, state: FieldBase, dt: float ) -> Callable[[np.ndarray, float], None]: """Return a function doing a single step with an implicit Euler scheme. Args: state (:class:`~pde.fields.base.FieldBase`): An example for the state from which the grid and other information can be extracted dt (float): Time step of the implicit step """ if self.pde.is_sde: return self._make_single_step_fixed_dt_stochastic(state, dt) else: return self._make_single_step_fixed_dt_deterministic(state, dt)