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Batch solve failed for problems with decreasing intervals #352

@murenkov

Description

@murenkov

Describe the bug 🐞

When I trying to solve in backward direction I always get a batch solve failed with collapsed bounds of tspan (e.g. if I set up tspan = (-1.0, -3.0) it will show that tspan is -1.0f0 and ts = [-1.0, -1.0]). I've tried to use either positive or negative values of dt, several kernels (GPUTsit5, GPUVern9, etc).

Expected behavior

The negative tspan direction should work the same way as positive.

Minimal Reproducible Example 👇

I've found problem on another system, but for MRE I reproduce it with lorenz equation, and got the same behavior.

using DiffEqGPU, OrdinaryDiffEq, StaticArrays, CUDA

function lorenz(u, p, t)
    σ = p[1]
    ρ = p[2]
    β = p[3]
    du1 = σ * (u[2] - u[1])
    du2 = u[1] *- u[3]) - u[2]
    du3 = u[1] * u[2] - β * u[3]
    return SVector{3}(du1, du2, du3)
end

FloatType = Float32

u0 = @SVector FloatType[1.0; 0.0; 0.0]

tspan = (FloatType(0.0), -FloatType(10.0))
p = @SVector FloatType[10.0, 28.0, 8 / 3.0]
prob = ODEProblem{false}(lorenz, u0, tspan, p)
prob_func = (prob, i, repeat) -> remake(prob, p = (@SVector rand(FloatType, 3)) .* p)
monteprob = EnsembleProblem(prob, prob_func = prob_func, safetycopy = false)

sol = solve(
    monteprob, 
    GPUTsit5(), 
    EnsembleGPUKernel(CUDA.CUDABackend()), 
    trajectories = 10, 
    dt = -1e-4,
)

Error & Stacktrace ⚠️

Batch solve failed
Stacktrace:
  [1] error(s::String)
    @ Base ./error.jl:35
  [2] #112
    @ ~/.julia/packages/DiffEqGPU/0Jmg9/src/solve.jl:181 [inlined]
  [3] (::DiffEqGPU.var"#112#128"{SciMLBase.EnsembleProblem{SciMLBase.ODEProblem{StaticArraysCore.SVector{3, Float32}, Tuple{Float32, Float32}, false, StaticArraysCore.SVector{3, Float32}, SciMLBase.ODEFunction{false, SciMLBase.AutoSpecialize, typeof(Main.var"workspace#2".lorenz), LinearAlgebra.UniformScaling{Bool}, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED), Nothing, Nothing, Nothing, Nothing}, @Kwargs{}, SciMLBase.StandardODEProblem}, var"#27#28"{typeof(SciMLBase.remake), StaticArraysCore.SVector{3, Float32}, DataType, typeof(*)}, typeof(SciMLBase.DEFAULT_OUTPUT_FUNC), typeof(SciMLBase.DEFAULT_REDUCTION), Nothing}, DiffEqGPU.GPUTsit5, Matrix{Float32}})(i::Int64)
    @ DiffEqGPU ./none:0
  [4] iterate
    @ ./generator.jl:48 [inlined]
  [5] collect(itr::Base.Generator{Base.OneTo{Int64}, DiffEqGPU.var"#112#128"{SciMLBase.EnsembleProblem{SciMLBase.ODEProblem{StaticArraysCore.SVector{3, Float32}, Tuple{Float32, Float32}, false, StaticArraysCore.SVector{3, Float32}, SciMLBase.ODEFunction{false, SciMLBase.AutoSpecialize, typeof(Main.var"workspace#2".lorenz), LinearAlgebra.UniformScaling{Bool}, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED), Nothing, Nothing, Nothing, Nothing}, @Kwargs{}, SciMLBase.StandardODEProblem}, var"#27#28"{typeof(SciMLBase.remake), StaticArraysCore.SVector{3, Float32}, DataType, typeof(*)}, typeof(SciMLBase.DEFAULT_OUTPUT_FUNC), typeof(SciMLBase.DEFAULT_REDUCTION), Nothing}, DiffEqGPU.GPUTsit5, Matrix{Float32}}})
    @ Base ./array.jl:791
  [6] batch_solve(ensembleprob::SciMLBase.EnsembleProblem{SciMLBase.ODEProblem{StaticArraysCore.SVector{3, Float32}, Tuple{Float32, Float32}, false, StaticArraysCore.SVector{3, Float32}, SciMLBase.ODEFunction{false, SciMLBase.AutoSpecialize, typeof(Main.var"workspace#2".lorenz), LinearAlgebra.UniformScaling{Bool}, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED), Nothing, Nothing, Nothing, Nothing}, @Kwargs{}, SciMLBase.StandardODEProblem}, var"#27#28"{typeof(SciMLBase.remake), StaticArraysCore.SVector{3, Float32}, DataType, typeof(*)}, typeof(SciMLBase.DEFAULT_OUTPUT_FUNC), typeof(SciMLBase.DEFAULT_REDUCTION), Nothing}, alg::DiffEqGPU.GPUTsit5, ensemblealg::DiffEqGPU.EnsembleGPUKernel{CUDA.CUDAKernels.CUDABackend}, I::UnitRange{Int64}, adaptive::Bool; kwargs::@Kwargs{unstable_check::DiffEqGPU.var"#100#106", dt::Float64})
    @ DiffEqGPU ~/.julia/packages/DiffEqGPU/0Jmg9/src/solve.jl:175
  [7] macro expansion
    @ ./timing.jl:421 [inlined]
  [8] __solve(ensembleprob::SciMLBase.EnsembleProblem{SciMLBase.ODEProblem{StaticArraysCore.SVector{3, Float32}, Tuple{Float32, Float32}, false, StaticArraysCore.SVector{3, Float32}, SciMLBase.ODEFunction{false, SciMLBase.AutoSpecialize, typeof(Main.var"workspace#2".lorenz), LinearAlgebra.UniformScaling{Bool}, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED), Nothing, Nothing, Nothing, Nothing}, @Kwargs{}, SciMLBase.StandardODEProblem}, var"#27#28"{typeof(SciMLBase.remake), StaticArraysCore.SVector{3, Float32}, DataType, typeof(*)}, typeof(SciMLBase.DEFAULT_OUTPUT_FUNC), typeof(SciMLBase.DEFAULT_REDUCTION), Nothing}, alg::DiffEqGPU.GPUTsit5, ensemblealg::DiffEqGPU.EnsembleGPUKernel{CUDA.CUDAKernels.CUDABackend}; trajectories::Int64, batch_size::Int64, unstable_check::Function, adaptive::Bool, kwargs::@Kwargs{dt::Float64})
    @ DiffEqGPU ~/.julia/packages/DiffEqGPU/0Jmg9/src/solve.jl:55
  [9] solve(::SciMLBase.EnsembleProblem{SciMLBase.ODEProblem{StaticArraysCore.SVector{3, Float32}, Tuple{Float32, Float32}, false, StaticArraysCore.SVector{3, Float32}, SciMLBase.ODEFunction{false, SciMLBase.AutoSpecialize, typeof(Main.var"workspace#2".lorenz), LinearAlgebra.UniformScaling{Bool}, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED), Nothing, Nothing, Nothing, Nothing}, @Kwargs{}, SciMLBase.StandardODEProblem}, var"#27#28"{typeof(SciMLBase.remake), StaticArraysCore.SVector{3, Float32}, DataType, typeof(*)}, typeof(SciMLBase.DEFAULT_OUTPUT_FUNC), typeof(SciMLBase.DEFAULT_REDUCTION), Nothing}, ::DiffEqGPU.GPUTsit5, ::Vararg{Any}; kwargs::@Kwargs{trajectories::Int64, dt::Float64})
    @ DiffEqBase ~/.julia/packages/DiffEqBase/qvEPa/src/solve.jl:1221
 [10] solve
    @ ~/.julia/packages/DiffEqBase/qvEPa/src/solve.jl:1218 [inlined]
 [11] ##function_wrapped_cell#823
    @ ~/.julia/pluto_notebooks/Tiny magic.jl#==#42d6c72a-62d0-4f32-9b32-c373ccda448d:1 [inlined]

Environment (please complete the following information):

  • Output of using Pkg; Pkg.status()
Status `/tmp/jl_t6MjG8/Project.toml`
  [052768ef] CUDA v5.8.2
  [071ae1c0] DiffEqGPU v3.7.0
  [1dea7af3] OrdinaryDiffEq v6.98.0
  [90137ffa] StaticArrays v1.9.13
  [44cfe95a] Pkg v1.11.0
  • Output of using Pkg; Pkg.status(; mode = PKGMODE_MANIFEST)
Status `/tmp/jl_t6MjG8/Manifest.toml`
  [47edcb42] ADTypes v1.15.0
  [621f4979] AbstractFFTs v1.5.0
  [7d9f7c33] Accessors v0.1.42
  [79e6a3ab] Adapt v4.3.0
  [4fba245c] ArrayInterface v7.19.0
  [4c555306] ArrayLayouts v1.11.1
  [a9b6321e] Atomix v1.1.1
  [ab4f0b2a] BFloat16s v0.5.1
  [62783981] BitTwiddlingConvenienceFunctions v0.1.6
  [70df07ce] BracketingNonlinearSolve v1.3.0
  [fa961155] CEnum v0.5.0
  [2a0fbf3d] CPUSummary v0.2.6
  [052768ef] CUDA v5.8.2
  [1af6417a] CUDA_Runtime_Discovery v0.3.5
  [d360d2e6] ChainRulesCore v1.25.2
  [fb6a15b2] CloseOpenIntervals v0.1.13
  [3da002f7] ColorTypes v0.12.1
  [5ae59095] Colors v0.13.1
  [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 v1.6.0
  [adafc99b] CpuId v0.3.1
  [a8cc5b0e] Crayons v4.1.1
  [9a962f9c] DataAPI v1.16.0
  [a93c6f00] DataFrames v1.7.0
  [864edb3b] DataStructures v0.18.22
  [e2d170a0] DataValueInterfaces v1.0.0
  [2b5f629d] DiffEqBase v6.176.0
  [071ae1c0] DiffEqGPU v3.7.0
  [163ba53b] DiffResults v1.1.0
  [b552c78f] DiffRules v1.15.1
  [a0c0ee7d] DifferentiationInterface v0.7.1
  [ffbed154] DocStringExtensions v0.9.5
  [4e289a0a] EnumX v1.0.5
  [f151be2c] EnzymeCore v0.8.12
  [d4d017d3] ExponentialUtilities v1.27.0
  [e2ba6199] ExprTools v0.1.10
  [55351af7] ExproniconLite v0.10.14
  [7034ab61] FastBroadcast v0.3.5
  [9aa1b823] FastClosures v0.3.2
  [442a2c76] FastGaussQuadrature v1.0.2
  [a4df4552] FastPower v1.1.3
  [1a297f60] FillArrays v1.13.0
  [6a86dc24] FiniteDiff v2.27.0
  [53c48c17] FixedPointNumbers v0.8.5
  [f6369f11] ForwardDiff v1.0.1
  [069b7b12] FunctionWrappers v1.1.3
  [77dc65aa] FunctionWrappersWrappers v0.1.3
  [0c68f7d7] GPUArrays v11.2.3
  [46192b85] GPUArraysCore v0.2.0
  [61eb1bfa] GPUCompiler v1.5.3
  [096a3bc2] GPUToolbox v0.2.0
  [c145ed77] GenericSchur v0.5.5
  [076d061b] HashArrayMappedTries v0.2.0
  [615f187c] IfElse v0.1.1
  [842dd82b] InlineStrings v1.4.4
  [3587e190] InverseFunctions v0.1.17
  [41ab1584] InvertedIndices v1.3.1
  [92d709cd] IrrationalConstants v0.2.4
  [82899510] IteratorInterfaceExtensions v1.0.0
  [692b3bcd] JLLWrappers v1.7.0
  [ae98c720] Jieko v0.2.1
  [63c18a36] KernelAbstractions v0.9.35
  [ba0b0d4f] Krylov v0.10.1
  [929cbde3] LLVM v9.4.2
  [8b046642] LLVMLoopInfo v1.0.0
  [b964fa9f] LaTeXStrings v1.4.0
  [10f19ff3] LayoutPointers v0.1.17
  [5078a376] LazyArrays v2.6.1
  [87fe0de2] LineSearch v0.1.4
  [d3d80556] LineSearches v7.4.0
  [7ed4a6bd] LinearSolve v3.18.2
  [2ab3a3ac] LogExpFunctions v0.3.29
  [1914dd2f] MacroTools v0.5.16
  [d125e4d3] ManualMemory v0.1.8
  [bb5d69b7] MaybeInplace v0.1.4
  [e1d29d7a] Missings v1.2.0
  [2e0e35c7] Moshi v0.3.6
  [46d2c3a1] MuladdMacro v0.2.4
  [d41bc354] NLSolversBase v7.10.0
  [5da4648a] NVTX v1.0.0
  [77ba4419] NaNMath v1.1.3
  [8913a72c] NonlinearSolve v4.9.0
  [be0214bd] NonlinearSolveBase v1.12.0
  [5959db7a] NonlinearSolveFirstOrder v1.5.0
  [9a2c21bd] NonlinearSolveQuasiNewton v1.6.0
  [26075421] NonlinearSolveSpectralMethods v1.2.0
  [bac558e1] OrderedCollections v1.8.1
  [1dea7af3] OrdinaryDiffEq v6.98.0
  [89bda076] OrdinaryDiffEqAdamsBashforthMoulton v1.2.0
  [6ad6398a] OrdinaryDiffEqBDF v1.6.0
  [bbf590c4] OrdinaryDiffEqCore v1.26.1
  [50262376] OrdinaryDiffEqDefault v1.4.0
  [4302a76b] OrdinaryDiffEqDifferentiation v1.10.0
  [9286f039] OrdinaryDiffEqExplicitRK v1.1.0
  [e0540318] OrdinaryDiffEqExponentialRK v1.4.0
  [becaefa8] OrdinaryDiffEqExtrapolation v1.5.0
  [5960d6e9] OrdinaryDiffEqFIRK v1.12.0
  [101fe9f7] OrdinaryDiffEqFeagin v1.1.0
  [d3585ca7] OrdinaryDiffEqFunctionMap v1.1.1
  [d28bc4f8] OrdinaryDiffEqHighOrderRK v1.1.0
  [9f002381] OrdinaryDiffEqIMEXMultistep v1.3.0
  [521117fe] OrdinaryDiffEqLinear v1.3.0
  [1344f307] OrdinaryDiffEqLowOrderRK v1.2.0
  [b0944070] OrdinaryDiffEqLowStorageRK v1.3.0
  [127b3ac7] OrdinaryDiffEqNonlinearSolve v1.10.0
  [c9986a66] OrdinaryDiffEqNordsieck v1.1.0
  [5dd0a6cf] OrdinaryDiffEqPDIRK v1.3.1
  [5b33eab2] OrdinaryDiffEqPRK v1.1.0
  [04162be5] OrdinaryDiffEqQPRK v1.1.0
  [af6ede74] OrdinaryDiffEqRKN v1.1.0
  [43230ef6] OrdinaryDiffEqRosenbrock v1.11.0
  [2d112036] OrdinaryDiffEqSDIRK v1.3.0
  [669c94d9] OrdinaryDiffEqSSPRK v1.3.0
  [e3e12d00] OrdinaryDiffEqStabilizedIRK v1.3.0
  [358294b1] OrdinaryDiffEqStabilizedRK v1.1.0
  [fa646aed] OrdinaryDiffEqSymplecticRK v1.3.0
  [b1df2697] OrdinaryDiffEqTsit5 v1.1.0
  [79d7bb75] OrdinaryDiffEqVerner v1.2.0
  [d96e819e] Parameters v0.12.3
  [f517fe37] Polyester v0.7.18
  [1d0040c9] PolyesterWeave v0.2.2
  [2dfb63ee] PooledArrays v1.4.3
  [d236fae5] PreallocationTools v0.4.27
⌅ [aea7be01] PrecompileTools v1.2.1
  [21216c6a] Preferences v1.4.3
  [08abe8d2] PrettyTables v2.4.0
  [74087812] Random123 v1.7.1
  [e6cf234a] RandomNumbers v1.6.0
  [3cdcf5f2] RecipesBase v1.3.4
  [731186ca] RecursiveArrayTools v3.33.0
  [189a3867] Reexport v1.2.2
  [ae029012] Requires v1.3.1
  [7e49a35a] RuntimeGeneratedFunctions v0.5.15
  [94e857df] SIMDTypes v0.1.0
  [0bca4576] SciMLBase v2.102.1
  [19f34311] SciMLJacobianOperators v0.1.6
  [c0aeaf25] SciMLOperators v1.3.1
  [53ae85a6] SciMLStructures v1.7.0
  [7e506255] ScopedValues v1.3.0
  [6c6a2e73] Scratch v1.3.0
  [91c51154] SentinelArrays v1.4.8
  [efcf1570] Setfield v1.1.2
  [05bca326] SimpleDiffEq v1.12.0
  [727e6d20] SimpleNonlinearSolve v2.5.0
  [ce78b400] SimpleUnPack v1.1.0
  [a2af1166] SortingAlgorithms v1.2.1
  [0a514795] SparseMatrixColorings v0.4.21
  [276daf66] SpecialFunctions v2.5.1
  [aedffcd0] Static v1.2.0
  [0d7ed370] StaticArrayInterface v1.8.0
  [90137ffa] StaticArrays v1.9.13
  [1e83bf80] StaticArraysCore v1.4.3
  [10745b16] Statistics v1.11.1
  [7792a7ef] StrideArraysCore v0.5.7
  [892a3eda] StringManipulation v0.4.1
  [2efcf032] SymbolicIndexingInterface v0.3.41
  [3783bdb8] TableTraits v1.0.1
  [bd369af6] Tables v1.12.1
  [8290d209] ThreadingUtilities v0.5.5
  [a759f4b9] TimerOutputs v0.5.29
  [e689c965] Tracy v0.1.4
  [781d530d] TruncatedStacktraces v1.4.0
  [3a884ed6] UnPack v1.0.2
  [013be700] UnsafeAtomics v0.3.0
  [700de1a5] ZygoteRules v0.2.7
⌅ [4ee394cb] CUDA_Driver_jll v0.13.1+0
⌅ [76a88914] CUDA_Runtime_jll v0.17.1+0
  [1d5cc7b8] IntelOpenMP_jll v2025.0.4+0
  [9c1d0b0a] JuliaNVTXCallbacks_jll v0.2.1+0
  [dad2f222] LLVMExtra_jll v0.0.37+2
  [ad6e5548] LibTracyClient_jll v0.9.1+6
  [856f044c] MKL_jll v2025.0.1+1
  [e98f9f5b] NVTX_jll v3.2.1+0
  [efe28fd5] OpenSpecFun_jll v0.5.6+0
  [1e29f10c] demumble_jll v1.3.0+0
  [1317d2d5] oneTBB_jll v2022.0.0+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
  [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
  [6462fe0b] Sockets v1.11.0
  [2f01184e] SparseArrays v1.11.0
  [fa267f1f] TOML v1.0.3
  [a4e569a6] Tar v1.10.0
  [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 v0.8.5+0
  [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
Info Packages marked with ⌅ have new versions available but compatibility constraints restrict them from upgrading. To see why use `status --outdated -m`
  • Output of versioninfo()
Julia Version 1.11.5
Commit 760b2e5b739 (2025-04-14 06:53 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: Linux (x86_64-linux-gnu)
  CPU: 16 × AMD Ryzen 7 7840HS w/ Radeon 780M Graphics
  WORD_SIZE: 64
  LLVM: libLLVM-16.0.6 (ORCJIT, znver4)
Threads: 8 default, 0 interactive, 4 GC (on 16 virtual cores)
Environment:
  JULIA_REVISE_WORKER_ONLY = 1

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