JuliaApproximation / JuliaApproximation/ApproxFunBase.jl
ApproxFun+IntervalArithmetic: make ODE solving really rigorous
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- Dominant language
- Julia
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- 13
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- 13
- Avg merge
- 10h 33m
- Merged PRs (30d)
- 16
Description
The following code returns successfully for solving Airy's equation (the extra definitions are work arounds for bugs):
julia> Base.broadcast(::typeof(*), a::IntervalArithmetic.Interval, b::AbstractVector) =
map(x -> a*x, b)
julia> Base.Broadcast.broadcasted(::typeof(*), a::IntervalArithmetic.Interval, b::AbstractVector) =
map(x -> a*x, b)
julia> Base.length(d::UnitRange{<:IntervalArithmetic.Interval}) = Integer(maximum(d.stop.hi)-minimum(d.start.lo)+1)
julia> u = [Dirichlet(); D^2 - x] \ [[1, 0], 0]
Fun(Chebyshev([-1, -1]..[1, 1]),IntervalArithmetic.Interval{Float64}[[0.528647, 0.528648], [-0.522247, -0.522246], [-0.023162, -0.0231619], [0.0223854, 0.0223855], [-0.00557882, -0.00557881], [-0.000122104, -0.000122103], [9.37066e-05, 9.37067e-05], [-1.68122e-05, -1.68121e-05], [-2.4373e-07, -2.43729e-07], [1.63064e-07, 1.63065e-07] … [1.54639e-10, 1.5464e-10], [-1.89644e-11, -1.89643e-11], [-1.63813e-13, -1.63812e-13], [9.21385e-14, 9.21386e-14], [-9.91957e-15, -9.91956e-15], [-7.12466e-17, -7.12465e-17], [3.76658e-17, 3.76659e-17], [-3.63796e-18, -3.63795e-18], [-2.23433e-20, -2.23432e-20], [-1.12162e-20, -1.12161e-20]])
It happens to have worked:
julia> parse(BigFloat,"0.546136459064141770613483785351029091974067802242010192661484687977676021081218637004123196030567166414008915304513669838826570884623515686") in u(0) # true value from mathematica
true
However, this is mostly luck: the convergence criteria doesn't actually control the decay in the tail. To do this properly (and thereby have apriori guaranteed success) we would need to modify the convergence check at https://github.com/JuliaApproximation/ApproxFunBase.jl/blob/7dd9ef0a111ffd702f989c6f752a62538bc7e62b/src/Caching/matrix.jl#L122
to properly bound the tail.
Contributor guide
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start in src/Caching/matrix.jl at the convergence check around line 122, then reproduce the Airy-equation example from the issue. Determine how the current check handles coefficient tails; done means the convergence criterion properly bounds the tail and provides an a priori guarantee rather than relying on observed success.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- julia
- Domain
- tooling
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 30/100