joshkarpel / idesolver

A general-purpose numerical integro-differential equation solver

Hello Worlds!

I'm Josh Karpel!

Interests:

• 🐍 Python
• 🦀 Rust
• 🦺 Typescript
• 🧪 Testing
• ⌨️ CLI Tools
• 🕸️ Distributed Systems

I'm currently a Software Engineer in Machine Learning at Workday. I design and develop systems for serving machine learning models.

Before that, I was a postdoc at the Morgridge Institute for Research / Center for High-Throughput Computing. I facilitated high-throughput computing projects that involved machine learning, image processing, and Python. I also helped maintain the HTCondor Python Bindings and worked on projects like HTMap. Before that, I got a PhD in Physics at the University of Wisconsin-Madison in the Yavuz Group, working on simulating interactions between quantum systems and high-power lasers.

idesolver's Issues

__init__() got an unexpected keyword argument 'y_initial'

Don't know whether this is a documentation or code issue but trying out the quickstart:

import numpy as np
from idesolver import IDESolver
solver = IDESolver(
    x = np.linspace(0, 1, 100),
    y_initial = 0,
    c = lambda x, y: y - (.5 * x) + (1 / (1 + x)) - np.log(1 + x),
    d = lambda x: 1 / (np.log(2)) ** 2,
    k = lambda x, s: x / (1 + s),
    f = lambda y: y,
    lower_bound = lambda x: 0,
    upper_bound = lambda x: 1,
)

I get:

Traceback (most recent call last):
  File "<stdin>", line 9, in <module>
TypeError: __init__() got an unexpected keyword argument 'y_initial'

y instead of y_initial doesn't work either.

Need root for `pip install idesolver`

I would be nice to mention in readme that the given pip command requires root and/or also provide a version for local installation: pip install --user idesolver

Allow constants as lower and upper bounds

It's annoying that you need to pass functions in even when the bounds are constant, which is fairly often. This is easy enough to do, because we can just check whether the things passed in are callables or not.

Relicense to BSD (adding IDEsolver to SciPy)

I know that the original author published his code with a GPL3 license.

But, have you tried to contact him? Maybe he has no problem changing the license to BSD-3 so you can add this superb code into SciPy.

Make it clear that the functions have sensible default values

I never actually mention in the docs that the input functions have sensible default values and don't always need to be passed.

Test failures

Running pytest gives me:

================================================================= ERRORS ==================================================================
____________________________________ ERROR at setup of test_callback_is_called_correct_number_of_times ____________________________________
file .../idesolver/tests/test_misc.py, line 73
  def test_callback_is_called_correct_number_of_times(mocker):
E       fixture 'mocker' not found
>       available fixtures: cache, capfd, capfdbinary, caplog, capsys, capsysbinary, default_solver, doctest_namespace, dummy_args, monkeypatch, pytestconfig, record_xml_property, recwarn, tmpdir, tmpdir_factory                                                                   
>       use 'pytest --fixtures [testpath]' for help on them.

.../idesolver/tests/test_misc.py:73
================================================================ FAILURES =================================================================
______________________________________________ test_raise_exception_if_unexpectedly_complex _______________________________________________
tests/test_complex_valued.py:21: in test_raise_exception_if_unexpectedly_complex
    solver.solve()
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:249: in solve
    y_current = self._initial_y()
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:296: in _initial_y
    return self._solve_ode(self.c)
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:363: in _solve_ode
    sol = integ.solve_ivp(
E   AttributeError: module 'scipy.integrate' has no attribute 'solve_ivp'
__________________________________________________ test_no_exception_if_expected_complex __________________________________________________
tests/test_complex_valued.py:36: in test_no_exception_if_expected_complex
    solver.solve()
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:249: in solve
    y_current = self._initial_y()
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:296: in _initial_y
    return self._solve_ode(self.c)
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:363: in _solve_ode
    sol = integ.solve_ivp(
E   AttributeError: module 'scipy.integrate' has no attribute 'solve_ivp'
_________________________________________________ test_warning_when_not_enough_iterations _________________________________________________
tests/test_misc.py:26: in test_warning_when_not_enough_iterations
    good_solver.solve()
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:249: in solve
    y_current = self._initial_y()
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:296: in _initial_y
    return self._solve_ode(self.c)
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:363: in _solve_ode
    sol = integ.solve_ivp(
E   AttributeError: module 'scipy.integrate' has no attribute 'solve_ivp'
________________________________ test_number_of_intermediate_solutions_is_same_as_iteration_count_plus_one ________________________________
tests/test_misc.py:67: in test_number_of_intermediate_solutions_is_same_as_iteration_count_plus_one
    solver.solve()
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:249: in solve
    y_current = self._initial_y()
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:296: in _initial_y
    return self._solve_ode(self.c)
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:363: in _solve_ode
    sol = integ.solve_ivp(
E   AttributeError: module 'scipy.integrate' has no attribute 'solve_ivp'
_________________________________________ test_real_ide_against_analytic_solution[solver0-exact0] _________________________________________
tests/test_solver_against_analytic_solutions.py:114: in test_real_ide_against_analytic_solution
    solver.solve()
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:249: in solve
    y_current = self._initial_y()
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:296: in _initial_y
    return self._solve_ode(self.c)
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:363: in _solve_ode
    sol = integ.solve_ivp(
E   AttributeError: module 'scipy.integrate' has no attribute 'solve_ivp'
_________________________________________ test_real_ide_against_analytic_solution[solver1-exact1] _________________________________________
tests/test_solver_against_analytic_solutions.py:114: in test_real_ide_against_analytic_solution
    solver.solve()
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:249: in solve
    y_current = self._initial_y()
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:296: in _initial_y
    return self._solve_ode(self.c)
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:363: in _solve_ode
    sol = integ.solve_ivp(
E   AttributeError: module 'scipy.integrate' has no attribute 'solve_ivp'
_________________________________________ test_real_ide_against_analytic_solution[solver2-exact2] _________________________________________
tests/test_solver_against_analytic_solutions.py:114: in test_real_ide_against_analytic_solution
    solver.solve()
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:249: in solve
    y_current = self._initial_y()
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:296: in _initial_y
    return self._solve_ode(self.c)
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:363: in _solve_ode
    sol = integ.solve_ivp(
E   AttributeError: module 'scipy.integrate' has no attribute 'solve_ivp'
_________________________________________ test_real_ide_against_analytic_solution[solver3-exact3] _________________________________________
tests/test_solver_against_analytic_solutions.py:114: in test_real_ide_against_analytic_solution
    solver.solve()
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:249: in solve
    y_current = self._initial_y()
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:296: in _initial_y
    return self._solve_ode(self.c)
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:363: in _solve_ode
    sol = integ.solve_ivp(
E   AttributeError: module 'scipy.integrate' has no attribute 'solve_ivp'
_________________________________________ test_real_ide_against_analytic_solution[solver4-exact4] _________________________________________
tests/test_solver_against_analytic_solutions.py:114: in test_real_ide_against_analytic_solution
    solver.solve()
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:249: in solve
    y_current = self._initial_y()
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:296: in _initial_y
    return self._solve_ode(self.c)
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:363: in _solve_ode
    sol = integ.solve_ivp(
E   AttributeError: module 'scipy.integrate' has no attribute 'solve_ivp'
_________________________________________ test_real_ide_against_analytic_solution[solver5-exact5] _________________________________________
tests/test_solver_against_analytic_solutions.py:114: in test_real_ide_against_analytic_solution
    solver.solve()
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:249: in solve
    y_current = self._initial_y()
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:296: in _initial_y
    return self._solve_ode(self.c)
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:363: in _solve_ode
    sol = integ.solve_ivp(
E   AttributeError: module 'scipy.integrate' has no attribute 'solve_ivp'
_________________________________________ test_real_ide_against_analytic_solution[solver6-exact6] _________________________________________
tests/test_solver_against_analytic_solutions.py:114: in test_real_ide_against_analytic_solution
    solver.solve()
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:249: in solve
    y_current = self._initial_y()
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:296: in _initial_y
    return self._solve_ode(self.c)
../../.local/lib/python3.6/site-packages/idesolver/idesolver.py:363: in _solve_ode
    sol = integ.solve_ivp(
E   AttributeError: module 'scipy.integrate' has no attribute 'solve_ivp'
============================================== 11 failed, 64 passed, 1 error in 2.18 seconds ==============================================```

Invalid syntax in idesolver.py

After doing a pip3 install --user idesolver and trying to import idesolver in python3 I get:

Python 3.5.4 (default, Oct  9 2017, 12:07:29) 
[GCC 6.4.1 20170727 (Red Hat 6.4.1-1)] on linux
Type "help", "copyright", "credits" or "license" for more information.
>>> from idesolver import IDESolver
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File ".../.local/lib/python3.5/site-packages/idesolver/__init__.py", line 1, in <module>
    from .idesolver import *
  File ".../.local/lib/python3.5/site-packages/idesolver/idesolver.py", line 257
    logger.debug(f'Advanced to iteration {self.iteration}. Current error: {error_current}.')
                                                                                          ^
SyntaxError: invalid syntax

while in python2 I get (installed with pip instead of pip3):

Python 2.7.13 (default, Dec  1 2017, 09:21:53) 
[GCC 6.4.1 20170727 (Red Hat 6.4.1-1)] on linux2
Type "help", "copyright", "credits" or "license" for more information.
>>> from idesolver import IDESolver
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File ".../.local/lib/python2.7/site-packages/idesolver/__init__.py", line 1, in <module>
    from .idesolver import *
  File ".../.local/lib/python2.7/site-packages/idesolver/idesolver.py", line 40
    def complex_quad(integrand: Callable, lower_bound: float, upper_bound: float, **kwargs) -> (complex, float, float, tuple, tuple):
                              ^
SyntaxError: invalid syntax

Generalize to coupled IDEs

Thanks very much for this amazing IDE solver. In physics applications, often coupled IDEs appear, i.e. y is a vector and c(y), F(y) couple the different components of y. Is it possible to generalize this solver to this case?

System of coupled Iintegro differential equations

Can you give example to solve coupled equation
I want to benchmark against method used in this paper
https://www.sciencedirect.com/science/article/abs/pii/S0009261405012881?via%3Dihub

Include more examples in documentation

There's really only one in there right now. I should at least include all the examples from the original paper.