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Reuse integrators in nlstep and NonlinearSolveAlg integrations #2760

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Reuse integrators in nlstep and NonlinearSolveAlg integrations #2760

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acaca21
Reuse integrators in nlstep and NonlinearSolveAlg integrations
ChrisRackauckas Jul 18, 2025
b9dd04e
Reduce loop allocations
ChrisRackauckas Jul 18, 2025
e115f0d
switch tmp and inplace probmap
oscardssmith Aug 7, 2025
afa99d6
it works
oscardssmith Aug 8, 2025
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14 changes: 7 additions & 7 deletions lib/OrdinaryDiffEqNonlinearSolve/src/newton.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -56,7 +56,7 @@ function initialize!(nlsolver::NLSolver{<:NonlinearSolveAlg, true},
cache.invγdt = inv(dt * nlsolver.γ)
cache.tstep = integrator.t + nlsolver.c * dt

@unpack ustep, tstep, k, invγdt = cache
@unpack ustep, atmp, tstep, k, invγdt = cache

if DiffEqBase.has_stats(integrator)
integrator.stats.nf += cache.cache.stats.nf
Expand All @@ -66,25 +66,25 @@ function initialize!(nlsolver::NLSolver{<:NonlinearSolveAlg, true},

nlstep_data = f.nlstep_data
if nlstep_data !== nothing
atmp .= 0
if method === COEFFICIENT_MULTISTEP
nlstep_data.set_γ_c(nlstep_data.nlprob, (one(t), one(t), α * invγdt, tstep))
nlstep_data.set_inner_tmp(nlstep_data.nlprob, zero(z))
nlstep_data.set_inner_tmp(nlstep_data.nlprob, atmp)
nlstep_data.set_outer_tmp(nlstep_data.nlprob, tmp)
else
nlstep_data.set_γ_c(nlstep_data.nlprob, (dt, γ, one(t), tstep))
nlstep_data.set_inner_tmp(nlstep_data.nlprob, tmp)
nlstep_data.set_outer_tmp(nlstep_data.nlprob, zero(z))
nlstep_data.set_outer_tmp(nlstep_data.nlprob, atmp)
end
nlstep_data.nlprob.u0 .= @view z[nlstep_data.u0perm]
cache.cache = init(nlstep_data.nlprob, alg.alg)
SciMLBase.reinit!(cache.cache, nlstep_data.nlprob.u0, p=nlstep_data.nlprob.p)
else
if f isa DAEFunction
nlp_params = (tmp, ztmp, ustep, γ, α, tstep, k, invγdt, p, dt, f)
else
nlp_params = (tmp, ustep, γ, α, tstep, k, invγdt, method, p, dt, f)
end
new_prob = remake(cache.prob, p = nlp_params, u0 = z)
cache.cache = init(new_prob, alg.alg)
SciMLBase.reinit!(cache.cache, z, p=nlp_params)
end
nothing
end
Expand Down Expand Up @@ -127,7 +127,7 @@ end
nlcache.prob, nlcache.alg, nlcache.u, nlcache.fu;
nlcache.retcode, nlcache.stats, nlcache.trace
)
ztmp .= nlstep_data.nlprobmap(nlstepsol)
nlstep_data.nlprobmap(ztmp, nlstepsol)
ustep = compute_ustep!(ustep, tmp, γ, z, method)
calculate_residuals!(@view(atmp[nlstep_data.u0perm]), nlcache.fu,
@view(uprev[nlstep_data.u0perm]),
Expand Down
8 changes: 4 additions & 4 deletions test/modelingtoolkit/nlstep_tests.jl
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Expand Up @@ -10,7 +10,7 @@ using Test
eqs = [D(y₁) ~ -k₁ * y₁ + k₃ * y₂ * y₃,
D(y₂) ~ k₁ * y₁ - k₂ * y₂^2 - k₃ * y₂ * y₃,
D(y₃) ~ k₂ * y₂^2]
@mtkbuild rober = ODESystem(eqs, t)
@mtkcompile rober = ODESystem(eqs, t)
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@mtkcompile rober = System(eqs, t)

prob = ODEProblem(rober, [[y₁, y₂, y₃] .=> [1.0; 0.0; 0.0]; [k₁, k₂, k₃] .=> (0.04, 3e7, 1e4)], (0.0, 1e5), jac = true)
prob2 = ODEProblem(rober, [[y₁, y₂, y₃] .=> [1.0; 0.0; 0.0]; [k₁, k₂, k₃] .=> (0.04, 3e7, 1e4)], (0.0, 1e5), jac = true, nlstep = true)

Expand All @@ -29,7 +29,7 @@ sol1 = solve(prob, TRBDF2(autodiff=AutoFiniteDiff(), nlsolve = nlalg));
sol2 = solve(prob2, TRBDF2(autodiff=AutoFiniteDiff(), nlsolve = nlalg));

@test sol1.t != sol2.t
@test sol1 != sol2
@test sol1.u != sol2.u
@test sol1(sol1.t) ≈ sol2(sol1.t) atol=1e-3

testprob = ODEProblem(rober, [[y₁, y₂, y₃] .=> [1.0; 0.0; 0.0]; [k₁, k₂, k₃] .=> (0.04, 3e7, 1e4)], (0.0, 1.0), nlstep = true)
Expand Down Expand Up @@ -60,15 +60,15 @@ sim = analyticless_test_convergence(dts, testprob, FBDF(autodiff=AutoFiniteDiff(
eqs_nonaut = [D(y₁) ~ -k₁ * y₁ + (t+1) * k₃ * y₂ * y₃,
D(y₂) ~ k₁ * y₁ - (t+1) * k₂ * y₂^2 - (t+1) * k₃ * y₂ * y₃,
D(y₃) ~ (t+1) * k₂ * y₂^2]
@mtkbuild rober_nonaut = ODESystem(eqs_nonaut, t)
@mtkcompile rober_nonaut = ODESystem(eqs_nonaut, t)
prob = ODEProblem(rober_nonaut, [[y₁, y₂, y₃] .=> [1.0; 0.0; 0.0]; [k₁, k₂, k₃] .=> (0.04, 3e7, 1e4)], (0.0, 1e5), jac = true)
prob2 = ODEProblem(rober_nonaut, [[y₁, y₂, y₃] .=> [1.0; 0.0; 0.0]; [k₁, k₂, k₃] .=> (0.04, 3e7, 1e4)], (0.0, 1e5), jac = true, nlstep = true)

sol1 = solve(prob, FBDF(autodiff=AutoFiniteDiff(), nlsolve = nlalg));
sol2 = solve(prob2, FBDF(autodiff=AutoFiniteDiff(), nlsolve = nlalg));

@test sol1.t != sol2.t
@test sol1 != sol2
@test sol1.u != sol2.u
@test sol1(sol1.t) ≈ sol2(sol1.t) atol=1e-3

sol1 = solve(prob, TRBDF2(autodiff=AutoFiniteDiff(), nlsolve = nlalg));
Expand Down
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