patrick-kidger / patrick-kidger/diffrax

How to use reversible integrators?

Open
#241 1 comment 0 reactions 0 assignees View on GitHub

Nobody has claimed this yet.

feature
Dominant language
Python
Stars
2.1k
Forks
189
Avg merge
3d 18h
Merged PRs (30d)
1

Description

I wanted a time-reversible integrator, and according to the documentation SemiImplicitEuler() should work.
However, I ran the following:

def f(t, p, args):
    return -p

def g(t, q, args):
    return -q

term = (diffrax.ODETerm(f), diffrax.ODETerm(g))
solver = diffrax.SemiImplicitEuler()

q0 = jnp.array([12., 3.])
p0 = jnp.array([1., 2.])

# Forward pass
y0 = (q0, p0)
solution = diffrax.diffeqsolve(term, solver, t0=0, t1=1, dt0=0.01, y0=y0,
                               saveat=diffrax.SaveAt(t1=True, solver_state=True))
y1 = jax.tree_map(lambda arr: arr[0], solution.ys)

# Backward pass
solution = diffrax.diffeqsolve(term, solver, t0=1, t1=0, dt0=-0.01, y0=y1,
                               solver_state=solution.solver_state)
y0_computed = jax.tree_map(lambda arr: arr[0], solution.ys)

I see that y0_computed is:

(Array([11.797033 ,  2.9734273]),
 Array([0.85248  , 1.9949753])

which is close to, but different from y0. Am I using the wrong arguments?

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by running the Python reproduction in the issue with SemiImplicitEuler(), SaveAt(t1=True, solver_state=True), and the forward and backward diffeqsolve calls. Compare the returned y0_computed with y0 and determine whether the arguments are incorrect or the reversible-integrator behavior is inconsistent; the issue is done when the expected behavior is established and documented or corrected.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
backend
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
30/100

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.