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Hi all. Is there a way to deal with this problem in Julia?
function explicit(y,p,t)
sqrt(1-y[1]^2)
end
tspan = (0.0,π)
y0 = 0.0
problem = ODEProblem(explicit,y0,tspan)
sol = solve(problem, Rosenbrock23())
In MATLAB, Cleve Moler solve this problem by add a bound like this:
f = @(t,y) sqrt(1-min(y,1)^2).
This could also be used in Python with Scipy.odeint.
def f(t,y): return np.sqrt(1-np.min(y,1)**2)
But Julia don't allow this.
Hi everyone, first off, thanks for developing an awesome DE library/framework. It's really impressive just how much functionality you all have crammed into this library. I hope I'm in the right place to ask this.
I'm attempting to install the diffeqpy
package to utilize the DifferentialEquations.jl
library as a sort of "drop-in" solver to our already existing systems biology models written in Python since we need a speedup and easier parallelization options.
I'm on an Ubuntu 18.04 system and I've
DifferentialEquations.jl
package through Pkg
PyCall.jl
and built it with the Python binary I'm using with my pipenv
vrirtual environment.diffeqpy
package to the virtual environment via pipenv install
(backended with pip, just in the virtual environment)DifferentialEquations.jl
via Juliadiffeqpy
via python-jl
diffeqpy
via python-jl
with only benchmarking the solving of the problem, not the specification via de.ODEProblem()
diffeqpy
via python-jl
with only benchmarking the solving of the problem as in (d.) and also pre-compiling the problem via numba
These are the results I've obtained:
You can see the full code at https://github.com/dcolli23/benchmarking_diffeqpy
I'm almost certain I've done something wrong here since this performance is vastly different and I know DifferentialEquations.jl to be some of the fastest implementations of ODE solvers out there. Do you all have any idea what I could have done wrong in my setup of the tech stack or if I'm just interfacing with the solver incorrectly?
I seriously appreciate your all's help in all of this! Thank you so much! And I'm happy to provide any extra information as needed!
Hello, I am trying to fit an ODE with 8 external inputs from measurement data which are interpolated and I find BFGS very slow compared to BlackBoxOptim. I also tried ADAM from DiffEqFlux and it is also very slow. Does anyone here have any thoughts on why ?
I am using LinearInterpolation()
objects to get the inputs at each time t
I have more details here
https://discourse.julialang.org/t/bfgs-very-slow-compared-to-blackboxoptim-how-to-improve-performance/49253/14
_itp
are LinearInterpolation()
objects from Interpolations.jl
, the rest are constants enclosed in a wrapper function.function thermal_model!(du, u, p, t)
# scaling parameters
p_friction, p_forcedconv, p_tread2road, p_deflection,
p_natconv, p_carcass2air, p_tread2carcass, p_air2ambient = p
fxtire = fxtire_itp(t)
fytire = fytire_itp(t)
fztire = fztire_itp(t)
vx = vx_itp(t)
alpha = alpha_itp(t)
kappa = kappa_itp(t)
r_loaded = r_loaded_itp(t)
h_splitter = h_splitter_itp(t)
# arc length of tread area
theta_1 = acos(min(r_loaded - h_splitter, r_unloaded) / r_unloaded)
theta_2 = acos(min(r_loaded, r_unloaded) / r_unloaded)
area_tread_forced_air = r_unloaded * (theta_1 - theta_2) * tire_width
area_tread_contact = tire_width * 2 * sqrt(max(r_unloaded^2 - r_loaded^2, 0))
q_friction = p_friction * vx * (abs(fytire * tan(alpha)) + abs(fxtire * kappa))
q_tread2ambient_forcedconv = p_forcedconv * h_forcedconv * area_tread_forced_air * (t_tread - t_ambient) * vx^0.805
q_tread2ambient_natconv = p_natconv * h_natconv * (area_tread - area_tread_contact) * (t_tread - t_ambient)
q_tread2carcass = p_tread2carcass * h_tread2carcass * area_tread * (t_tread - t_carcass)
q_carcass2air = p_carcass2air * h_carcass2air * area_tread * (t_carcass - t_air)
q_carcass2ambient_natconv = p_natconv * h_natconv * area_sidewall * (t_carcass - t_ambient)
q_tread2road = p_tread2road * h_tread2road * area_tread_contact * (t_tread - t_track)
q_deflection = p_deflection * h_deflection * vx * abs(fztire)
q_air2ambient = p_air2ambient * h_natconv * area_rim * (t_air - t_ambient)
du[1] = der_t_tread = (q_friction - q_tread2carcass - q_tread2road - q_tread2ambient_forcedconv - q_tread2ambient_natconv)/(m_tread * cp_tread)
du[2] = der_t_carcass = (q_tread2carcass + q_deflection - q_carcass2air - q_carcass2ambient_natconv)/(m_carcass * cp_carcass)
du[3] = der_t_air = (q_carcass2air - q_air2ambient)/(m_air * cp_air)
end
function explicit(y,p,t)
sqrt(1-y^2)
end
would be fine for your problem (just like the other cases)
[slack] <torkel.loman> Is there something I can do to help solve https://discourse.julialang.org/t/strange-maxiters-numeric-instability-occured-when-solving-certain-sde/49392/9 ?
Happy to do some digging, but unsure what I should be looking for.
((((((1.0 * α₁ * (0.0 + (10000.0 * (1.0 - (1.0 / (1.0 + exp(-20.0 * (t - 24.0)))))))) / (α₂ + (0.0 + (10000.0 * (1.0 - (1.0 / (1.0 + exp(-20.0 * (t - 24.0))))))))) - (((1.0 * α₄) * x₁(t)) / (α₅ + x₁(t)))) - ((x₁(t) * α₆₂) / 0.1048)) + (((α₆₅ * x₃(t)) / ((α₆₆ + x₃(t)) * ((0.1048 * ((x₁(t) + x₇(t)) + ((((x₉(t) + x₁₀(t)) + x₁₁(t)) + x₁₂(t)) * 2))) / α₇₁))) / 0.1048)) + ((((x₉(t) + x₁₀(t)) + x₁₁(t)) + x₁₂(t)) * α₂₃)) - ((x₁(t) * x₅(t)) * α₂₄)
ERROR: Failed to apply rule ~~(z::_isone) * ~~x => ~x on expression (1.0 * (0.0 + (10000.0 * (1.0 - (1.0 / (1.0 + exp(-20.0 * (t - 24.0)))))))) * α₁
[slack] <Peter J> My code does a lot of parameter-parallel ODE solving, and I'd like to do them on the GPU, but since a lot of julia is not supported on the GPU by DiffEqGPU (broadcast, matrix multiply...) would this idea work?
Given an ode described by f
, an IC u_0
and a list of parameters [p_1, p_2,... p_n]
. Create a new ode function big_f(du,u,p,t)
, and w_0
. Where w_0
is a cuarray
consisting of u_0
concatenated n
times, and big_f
applies f
seperately to each copy of u_0
, each with a different p_i
.
ifelse(stillon,1,...)