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ChrisRackauckasChrisRackauckas
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Move GlobalDiffEq.jl into the monorepo as lib/GlobalDiffEq
Repo transfer of SciML/GlobalDiffEq.jl (GlobalRichardson), keeping its name, UUID, and version lineage. The umbrella OrdinaryDiffEq dependency is replaced by OrdinaryDiffEqTsit5 (precompile workload and tests only), path sources point at the sibling sublibraries, tests read ODEDIFFEQ_TEST_GROUP, and the rendered-API-docs QA check points at the monorepo docs with reexported DiffEqBase names excluded. Adds the Global Error Control docs section and the docs env wiring. Co-Authored-By: Chris Rackauckas <accounts@chrisrackauckas.com>
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‎docs/Project.toml‎

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DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e"
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DiffEqDevTools = "f3b72e0c-5b89-59e1-b016-84e28bfd966d"
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Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
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GlobalDiffEq = "1d72d19b-84cc-4cb7-a099-7cbdb9ccc67c"
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ImplicitDiscreteSolve = "3263718b-31ed-49cf-8a0f-35a466e8af96"
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OrdinaryDiffEq = "1dea7af3-3e70-54e6-95c3-0bf5283fa5ed"
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OrdinaryDiffEqAMF = "08082164-f6a1-4363-b3df-3aa6fcf571ad"
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[sources]
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DiffEqBase = {path = "../lib/DiffEqBase"}
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DiffEqDevTools = {path = "../lib/DiffEqDevTools"}
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GlobalDiffEq = {path = "../lib/GlobalDiffEq"}
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ImplicitDiscreteSolve = {path = "../lib/ImplicitDiscreteSolve"}
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OrdinaryDiffEqAMF = {path = "../lib/OrdinaryDiffEqAMF"}
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OrdinaryDiffEqAdamsBashforthMoulton = {path = "../lib/OrdinaryDiffEqAdamsBashforthMoulton"}
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DiffEqBase = "7.6.1"
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DiffEqDevTools = "3, 4.0"
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Documenter = "0.27, 1"
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GlobalDiffEq = "1.2.1"
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ImplicitDiscreteSolve = "2"
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OrdinaryDiffEq = "7"
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OrdinaryDiffEqAMF = "2"

‎docs/make.jl‎

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using OrdinaryDiffEqSymplecticRK
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using OrdinaryDiffEqTsit5
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using OrdinaryDiffEqVerner
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using GlobalDiffEq
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cp(joinpath(@__DIR__, "Manifest.toml"), joinpath(@__DIR__, "src", "assets", "Manifest.toml"), force = true)
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cp(joinpath(@__DIR__, "Project.toml"), joinpath(@__DIR__, "src", "assets", "Project.toml"), force = true)
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OrdinaryDiffEqAMF,
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ImplicitDiscreteSolve,
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DiffEqDevTools,
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GlobalDiffEq,
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],
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linkcheck_ignore = [r"https://github.com/JuliaDiff/ForwardDiff.jl"],
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warnonly = [:docs_block, :missing_docs, :eval_block],

‎docs/pages.jl‎

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"Misc Solvers" => [
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"misc.md",
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],
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"Global Error Control" => [
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"globalerrorcontrol/GlobalDiffEq.md",
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],
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"APIs" => [
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"api/diffeqbase.md",
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"api/ordinarydiffeqcore.md",

‎docs/src/globalerrorcontrol/GlobalDiffEq.md‎

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# GlobalDiffEq: Global Error Estimation and Control
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Standard adaptive ODE solvers control the *local* error of each step. The
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local tolerances only indirectly control the *global* (accumulated) error of
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the solution, which can grow arbitrarily large over long integrations or on
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unstable problems even when every step satisfies its local tolerance. The
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GlobalDiffEq sublibrary provides solvers and solver wrappers that estimate
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the global error, and in several cases control it to a requested global
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tolerance.
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To use these methods:
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```julia
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using GlobalDiffEq
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```
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[`GlobalRichardson`](@ref) wraps any fixed-step method in global Richardson
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extrapolation over whole solves, interpreting `abstol` and `reltol` as global
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tolerances. It is the most robust and most expensive option.
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## Global error controlling wrappers
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```@docs
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GlobalRichardson
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```

‎lib/GlobalDiffEq/LICENSE.md‎

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MIT License
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Copyright (c) 2020 Chris Rackauckas <accounts@chrisrackauckas.com> and contributors
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.

‎lib/GlobalDiffEq/Project.toml‎

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name = "GlobalDiffEq"
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uuid = "1d72d19b-84cc-4cb7-a099-7cbdb9ccc67c"
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authors = ["Chris Rackauckas <accounts@chrisrackauckas.com> and contributors"]
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version = "1.2.1"
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[deps]
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DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e"
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OrdinaryDiffEqTsit5 = "b1df2697-797e-41e3-8120-5422d3b24e4a"
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PrecompileTools = "aea7be01-6a6a-4083-8856-8a6e6704d82a"
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Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
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Richardson = "708f8203-808e-40c0-ba2d-98a6953ed40d"
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SciMLBase = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
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[sources]
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DiffEqBase = {path = "../DiffEqBase"}
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OrdinaryDiffEqTsit5 = {path = "../OrdinaryDiffEqTsit5"}
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[compat]
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DiffEqBase = "7"
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LinearAlgebra = "1"
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OrdinaryDiffEqSSPRK = "2"
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OrdinaryDiffEqTsit5 = "2"
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PrecompileTools = "1.1"
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Reexport = "0.2, 1.0"
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Richardson = "1.2"
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SafeTestsets = "0.0.1, 0.1"
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SciMLBase = "3"
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SciMLTesting = "2.1"
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Test = "1"
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julia = "1.10"
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[extras]
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LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
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OrdinaryDiffEqSSPRK = "669c94d9-1f4b-4b64-b377-1aa079aa2388"
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OrdinaryDiffEqTsit5 = "b1df2697-797e-41e3-8120-5422d3b24e4a"
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SafeTestsets = "1bc83da4-3b8d-516f-aca4-4fe02f6d838f"
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SciMLTesting = "09d9d899-5365-40a9-917a-5f67fddea283"
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Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
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[targets]
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test = ["LinearAlgebra", "OrdinaryDiffEqSSPRK", "OrdinaryDiffEqTsit5", "SafeTestsets", "SciMLTesting", "Test"]

‎lib/GlobalDiffEq/README.md‎

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# GlobalDiffEq
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Differential equation solvers and solver wrappers with global (accumulated)
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error estimates and global error control for the
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[DifferentialEquations.jl common solver interface](https://docs.sciml.ai/DiffEqDocs/stable/).
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Formerly the standalone [GlobalDiffEq.jl](https://github.com/SciML/GlobalDiffEq.jl)
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repository, now maintained as a sublibrary of OrdinaryDiffEq.jl.
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Standard adaptive ODE solvers control the *local* error of each step, which
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does not bound the error accumulated over the whole integration. This package
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provides:
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- `GlobalRichardson`: global Richardson extrapolation of whole solves of any
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fixed-step method, interpreting `abstol`/`reltol` as global tolerances.
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See the [OrdinaryDiffEq.jl documentation](https://docs.sciml.ai/OrdinaryDiffEq/stable/)
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for the full API reference.

‎lib/GlobalDiffEq/src/GlobalDiffEq.jl‎

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module GlobalDiffEq
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using Reexport: @reexport
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@reexport using DiffEqBase
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import OrdinaryDiffEqTsit5, Richardson, SciMLBase
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using PrecompileTools: @setup_workload, @compile_workload
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abstract type GlobalDiffEqAlgorithm <: SciMLBase.AbstractODEAlgorithm end
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include("richardson.jl")
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export GlobalRichardson
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@setup_workload begin
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# Simple test ODE: exponential decay du/dt = -u
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function f!(du, u, p, t)
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du[1] = -u[1]
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end
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u0 = [1.0]
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tspan = (0.0, 1.0)
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prob = ODEProblem(f!, u0, tspan)
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@compile_workload begin
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solve(
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prob, GlobalRichardson(OrdinaryDiffEqTsit5.Tsit5()),
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dt = 0.1, reltol = 1.0e-3, abstol = 1.0e-6
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)
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end
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end
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end

‎lib/GlobalDiffEq/src/richardson.jl‎

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"""
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GlobalRichardson(alg)
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Wrap an ODE algorithm with global Richardson extrapolation.
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"""
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struct GlobalRichardson{A <: SciMLBase.AbstractODEAlgorithm} <: GlobalDiffEqAlgorithm
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alg::A
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end
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# Forward algorithm traits to the wrapped algorithm
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# This allows GlobalRichardson to inherit capabilities from the inner algorithm
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SciMLBase.allows_arbitrary_number_types(alg::GlobalRichardson) =
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SciMLBase.allows_arbitrary_number_types(alg.alg)
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SciMLBase.allowscomplex(alg::GlobalRichardson) =
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SciMLBase.allowscomplex(alg.alg)
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SciMLBase.isautodifferentiable(alg::GlobalRichardson) =
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SciMLBase.isautodifferentiable(alg.alg)
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function SciMLBase.__solve(
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prob::Union{SciMLBase.AbstractODEProblem, SciMLBase.AbstractDAEProblem},
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alg::GlobalRichardson, args...;
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dt, kwargs...
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)
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opt = Dict(kwargs)
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otheropts = delete!(copy(opt), :dt)
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tstops = get(opt, :tstops, range(prob.tspan[1], stop = prob.tspan[2], step = dt))
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local sol
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val,
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err = Richardson.extrapolate(
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dt, rtol = get(opt, :reltol, 1.0e-3),
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atol = get(opt, :abstol, 1.0e-6), contract = 0.5
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) do _dt
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sol = solve(prob, alg.alg, args...; dt = _dt, adaptive = false, otheropts...)
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# Convert Vector{Vector{T}} to Matrix{T} for Richardson.jl compatibility
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reduce(hcat, sol.(tstops))
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end
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return sol
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end

‎lib/GlobalDiffEq/test/algorithm_traits_tests.jl‎

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using GlobalDiffEq, OrdinaryDiffEqTsit5
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using OrdinaryDiffEqSSPRK
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using Test
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import DiffEqBase: SciMLBase
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@testset "Algorithm traits forwarding" begin
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alg_inner = SSPRK33()
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alg = GlobalRichardson(alg_inner)
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@test SciMLBase.allows_arbitrary_number_types(alg) ==
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SciMLBase.allows_arbitrary_number_types(alg_inner)
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@test SciMLBase.allowscomplex(alg) == SciMLBase.allowscomplex(alg_inner)
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@test SciMLBase.isautodifferentiable(alg) == SciMLBase.isautodifferentiable(alg_inner)
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end

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