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Default tolerances are too large for Tsit5 #2163

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AshtonSBradley opened this issue Mar 25, 2024 · 0 comments
Open

Default tolerances are too large for Tsit5 #2163

AshtonSBradley opened this issue Mar 25, 2024 · 0 comments

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@AshtonSBradley
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AshtonSBradley commented Mar 25, 2024

Describe the example

Predator-prey solution is wrong using defaults. Also occurs if we instead use defaults in DifferentialEquations.

Doesn't seem to occur if we switch to e.g. Vern6 defaults.

Minimal Reproducible Example 👇

    using OrdinaryDiffEq
    using Plots

    # system parameters
	λ = .7   # 🐇 linear growth - bunnies reproduce
	γ = 0.4  # 🐇 nonlinear loss - wolf eats rabbit
	κ = 0.3  # 🐺 nonlinear growth - wolf eats rabbit
	β = 1.2  # 🐺 linear loss - wolves get old
	p = [λ γ β κ]

    function pprey(u,p,t)
        λ,γ,β,κ = p 						
        r,w = u
        dr = λ*r - γ*r*w  		
        dw = - β*w + κ*r*w
        return [dr;dw]
    end 

r̄, w̄ = β/κ, λ/γ 	  
ti = 0.0 			
tf = 50.0 			
Nt = 200
t = LinRange(ti,tf,Nt)
alg = Tsit5()  
# alg = Vern6()		# Much better default

u0 =/κ + .2 ; λ/γ] # lots of carrots this month!  
prob = ODEProblem(pprey,u0,(ti,tf),p)

sol = solve(prob,alg=Tsit5(),saveat=t);  # default reltol=1e-3 (??!!)
# sol = solve(prob,alg=Tsit5(),saveat=t,reltol=1e-4); 
sol2 = solve(prob,alg=Vern6(),saveat=t);

r = sol[1,:]; w = sol[2,:];
r2= sol2[1,:]; w2 = sol2[2,:];

plot(r,w,size=(450,300),label="numerical solution")
plot!(r2,w2,label="correct numerical")
scatter!([r̄],[w̄],label="steady state",legend=:outerright) 
xlabel!("rabbits")
ylabel!("wolves")
Screenshot 2024-03-26 at 3 39 12 PM

Not Working Environment (please complete the following information):

  • Output of using Pkg; Pkg.status()
julia> Pkg.status()
Status `~/Dropbox/Teaching/2024/phsi365/integrator_test/Project.toml`
⌃ [1dea7af3] OrdinaryDiffEq v6.49.4
  [91a5bcdd] Plots v1.40.2
  • Output of using Pkg; Pkg.status(; mode = PKGMODE_MANIFEST)
  [47edcb42] ADTypes v0.2.7
⌅ [79e6a3ab] Adapt v3.7.2
⌅ [ec485272] ArnoldiMethod v0.2.0
⌃ [4fba245c] ArrayInterface v7.7.1
  [d1d4a3ce] BitFlags v0.1.8
  [62783981] BitTwiddlingConvenienceFunctions v0.1.5
  [2a0fbf3d] CPUSummary v0.2.4
  [d360d2e6] ChainRulesCore v1.23.0
  [fb6a15b2] CloseOpenIntervals v0.1.12
  [944b1d66] CodecZlib v0.7.4
  [35d6a980] ColorSchemes v3.24.0
  [3da002f7] ColorTypes v0.11.4
  [c3611d14] ColorVectorSpace v0.10.0
  [5ae59095] Colors v0.12.10
  [38540f10] CommonSolve v0.2.4
  [bbf7d656] CommonSubexpressions v0.3.0
  [34da2185] Compat v4.14.0
  [f0e56b4a] ConcurrentUtilities v2.4.1
  [187b0558] ConstructionBase v1.5.5
  [d38c429a] Contour v0.6.2
  [adafc99b] CpuId v0.3.1
  [9a962f9c] DataAPI v1.16.0
  [864edb3b] DataStructures v0.18.18
  [e2d170a0] DataValueInterfaces v1.0.0
  [8bb1440f] DelimitedFiles v1.9.1
⌃ [2b5f629d] DiffEqBase v6.130.0
  [163ba53b] DiffResults v1.1.0
  [b552c78f] DiffRules v1.15.1
  [b4f34e82] Distances v0.10.11
  [ffbed154] DocStringExtensions v0.9.3
  [4e289a0a] EnumX v1.0.4
  [460bff9d] ExceptionUnwrapping v0.1.10
  [d4d017d3] ExponentialUtilities v1.26.1
  [e2ba6199] ExprTools v0.1.10
  [c87230d0] FFMPEG v0.4.1
  [7034ab61] FastBroadcast v0.2.8
  [9aa1b823] FastClosures v0.3.2
⌅ [29a986be] FastLapackInterface v1.2.9
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  [6a86dc24] FiniteDiff v2.23.0
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  [1fa38f19] Format v1.3.6
  [f6369f11] ForwardDiff v0.10.36
  [069b7b12] FunctionWrappers v1.1.3
  [77dc65aa] FunctionWrappersWrappers v0.1.3
⌃ [46192b85] GPUArraysCore v0.1.5
  [28b8d3ca] GR v0.73.3
  [c145ed77] GenericSchur v0.5.4
  [86223c79] Graphs v1.9.0
  [42e2da0e] Grisu v1.0.2
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  [1019f520] JLFzf v0.1.7
  [692b3bcd] JLLWrappers v1.5.0
  [682c06a0] JSON v0.21.4
⌅ [ef3ab10e] KLU v0.4.1
  [ba0b0d4f] Krylov v0.9.5
⌅ [0b1a1467] KrylovKit v0.6.1
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  [50d2b5c4] Lazy v0.15.1
  [d3d80556] LineSearches v7.2.0
⌅ [7ed4a6bd] LinearSolve v1.42.0
  [2ab3a3ac] LogExpFunctions v0.3.27
  [e6f89c97] LoggingExtras v1.0.3
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  [d125e4d3] ManualMemory v0.1.8
  [739be429] MbedTLS v1.1.9
  [442fdcdd] Measures v0.3.2
  [e1d29d7a] Missings v1.1.0
  [46d2c3a1] MuladdMacro v0.2.4
  [d41bc354] NLSolversBase v7.8.3
  [2774e3e8] NLsolve v4.5.1
  [77ba4419] NaNMath v1.0.2
⌅ [8913a72c] NonlinearSolve v1.6.0
  [6fe1bfb0] OffsetArrays v1.13.0
  [4d8831e6] OpenSSL v1.4.2
  [bac558e1] OrderedCollections v1.6.3
⌃ [1dea7af3] OrdinaryDiffEq v6.49.4
  [65ce6f38] PackageExtensionCompat v1.0.2
  [d96e819e] Parameters v0.12.3
  [69de0a69] Parsers v2.8.1
  [b98c9c47] Pipe v1.3.0
  [ccf2f8ad] PlotThemes v3.1.0
  [995b91a9] PlotUtils v1.4.1
  [91a5bcdd] Plots v1.40.2
  [f517fe37] Polyester v0.7.10
  [1d0040c9] PolyesterWeave v0.2.1
  [d236fae5] PreallocationTools v0.4.20
  [aea7be01] PrecompileTools v1.2.1
  [21216c6a] Preferences v1.4.3
  [3cdcf5f2] RecipesBase v1.3.4
  [01d81517] RecipesPipeline v0.6.12
⌅ [731186ca] RecursiveArrayTools v2.38.10
  [f2c3362d] RecursiveFactorization v0.2.21
  [189a3867] Reexport v1.2.2
  [05181044] RelocatableFolders v1.0.1
  [ae029012] Requires v1.3.0
  [7e49a35a] RuntimeGeneratedFunctions v0.5.12
  [94e857df] SIMDTypes v0.1.0
  [476501e8] SLEEFPirates v0.6.42
⌅ [0bca4576] SciMLBase v1.98.1
  [e9a6253c] SciMLNLSolve v0.1.9
⌅ [c0aeaf25] SciMLOperators v0.2.12
  [6c6a2e73] Scratch v1.2.1
  [efcf1570] Setfield v1.1.1
  [992d4aef] Showoff v1.0.3
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⌅ [727e6d20] SimpleNonlinearSolve v0.1.23
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⌅ [47a9eef4] SparseDiffTools v1.31.0
  [e56a9233] Sparspak v0.3.9
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  [aedffcd0] Static v0.8.10
  [0d7ed370] StaticArrayInterface v1.5.0
  [90137ffa] StaticArrays v1.9.3
  [1e83bf80] StaticArraysCore v1.4.2
  [82ae8749] StatsAPI v1.7.0
  [2913bbd2] StatsBase v0.34.2
  [7792a7ef] StrideArraysCore v0.5.2
⌅ [2efcf032] SymbolicIndexingInterface v0.2.2
  [3783bdb8] TableTraits v1.0.1
  [bd369af6] Tables v1.11.1
  [62fd8b95] TensorCore v0.1.1
  [8290d209] ThreadingUtilities v0.5.2
  [3bb67fe8] TranscodingStreams v0.10.6
  [d5829a12] TriangularSolve v0.1.20
  [410a4b4d] Tricks v0.1.8
  [781d530d] TruncatedStacktraces v1.4.0
  [5c2747f8] URIs v1.5.1
  [3a884ed6] UnPack v1.0.2
  [1cfade01] UnicodeFun v0.4.1
  [1986cc42] Unitful v1.19.0
  [45397f5d] UnitfulLatexify v1.6.3
  [41fe7b60] Unzip v0.2.0
  [3d5dd08c] VectorizationBase v0.21.65
  [19fa3120] VertexSafeGraphs v0.2.0
  [700de1a5] ZygoteRules v0.2.5
  [6e34b625] Bzip2_jll v1.0.8+1
  [83423d85] Cairo_jll v1.18.0+1
  [2702e6a9] EpollShim_jll v0.0.20230411+0
  [2e619515] Expat_jll v2.5.0+0
⌅ [b22a6f82] FFMPEG_jll v4.4.4+1
  [a3f928ae] Fontconfig_jll v2.13.93+0
  [d7e528f0] FreeType2_jll v2.13.1+0
  [559328eb] FriBidi_jll v1.0.10+0
  [0656b61e] GLFW_jll v3.3.9+0
  [d2c73de3] GR_jll v0.73.3+0
  [78b55507] Gettext_jll v0.21.0+0
  [7746bdde] Glib_jll v2.80.0+0
  [3b182d85] Graphite2_jll v1.3.14+0
  [2e76f6c2] HarfBuzz_jll v2.8.1+1
  [aacddb02] JpegTurbo_jll v3.0.2+0
  [c1c5ebd0] LAME_jll v3.100.1+0
  [88015f11] LERC_jll v3.0.0+1
  [1d63c593] LLVMOpenMP_jll v15.0.7+0
  [dd4b983a] LZO_jll v2.10.1+0
⌅ [e9f186c6] Libffi_jll v3.2.2+1
  [d4300ac3] Libgcrypt_jll v1.8.7+0
  [7e76a0d4] Libglvnd_jll v1.6.0+0
  [7add5ba3] Libgpg_error_jll v1.42.0+0
  [94ce4f54] Libiconv_jll v1.17.0+0
  [4b2f31a3] Libmount_jll v2.39.3+0
⌅ [89763e89] Libtiff_jll v4.5.1+1
  [38a345b3] Libuuid_jll v2.39.3+1
  [e7412a2a] Ogg_jll v1.3.5+1
  [458c3c95] OpenSSL_jll v3.0.13+0
  [efe28fd5] OpenSpecFun_jll v0.5.5+0
  [91d4177d] Opus_jll v1.3.2+0
  [30392449] Pixman_jll v0.42.2+0
  [c0090381] Qt6Base_jll v6.5.3+1
  [a44049a8] Vulkan_Loader_jll v1.3.243+0
  [a2964d1f] Wayland_jll v1.21.0+1
  [2381bf8a] Wayland_protocols_jll v1.31.0+0
  [02c8fc9c] XML2_jll v2.12.5+0
  [aed1982a] XSLT_jll v1.1.34+0
  [ffd25f8a] XZ_jll v5.6.1+0
  [f67eecfb] Xorg_libICE_jll v1.0.10+1
  [c834827a] Xorg_libSM_jll v1.2.3+0
  [4f6342f7] Xorg_libX11_jll v1.8.6+0
  [0c0b7dd1] Xorg_libXau_jll v1.0.11+0
  [935fb764] Xorg_libXcursor_jll v1.2.0+4
  [a3789734] Xorg_libXdmcp_jll v1.1.4+0
  [1082639a] Xorg_libXext_jll v1.3.4+4
  [d091e8ba] Xorg_libXfixes_jll v5.0.3+4
  [a51aa0fd] Xorg_libXi_jll v1.7.10+4
  [d1454406] Xorg_libXinerama_jll v1.1.4+4
  [ec84b674] Xorg_libXrandr_jll v1.5.2+4
  [ea2f1a96] Xorg_libXrender_jll v0.9.10+4
  [14d82f49] Xorg_libpthread_stubs_jll v0.1.1+0
  [c7cfdc94] Xorg_libxcb_jll v1.15.0+0
  [cc61e674] Xorg_libxkbfile_jll v1.1.2+0
  [e920d4aa] Xorg_xcb_util_cursor_jll v0.1.4+0
  [12413925] Xorg_xcb_util_image_jll v0.4.0+1
  [2def613f] Xorg_xcb_util_jll v0.4.0+1
  [975044d2] Xorg_xcb_util_keysyms_jll v0.4.0+1
  [0d47668e] Xorg_xcb_util_renderutil_jll v0.3.9+1
  [c22f9ab0] Xorg_xcb_util_wm_jll v0.4.1+1
  [35661453] Xorg_xkbcomp_jll v1.4.6+0
  [33bec58e] Xorg_xkeyboard_config_jll v2.39.0+0
  [c5fb5394] Xorg_xtrans_jll v1.5.0+0
  [3161d3a3] Zstd_jll v1.5.5+0
  [35ca27e7] eudev_jll v3.2.9+0
  [214eeab7] fzf_jll v0.43.0+0
  [1a1c6b14] gperf_jll v3.1.1+0
  [a4ae2306] libaom_jll v3.4.0+0
  [0ac62f75] libass_jll v0.15.1+0
  [2db6ffa8] libevdev_jll v1.11.0+0
  [f638f0a6] libfdk_aac_jll v2.0.2+0
  [36db933b] libinput_jll v1.18.0+0
  [b53b4c65] libpng_jll v1.6.43+1
  [f27f6e37] libvorbis_jll v1.3.7+1
  [009596ad] mtdev_jll v1.1.6+0
  [1270edf5] x264_jll v2021.5.5+0
  [dfaa095f] x265_jll v3.5.0+0
  [d8fb68d0] xkbcommon_jll v1.4.1+1
  [0dad84c5] ArgTools v1.1.1
  [56f22d72] Artifacts
  [2a0f44e3] Base64
  [ade2ca70] Dates
  [8ba89e20] Distributed
  [f43a241f] Downloads v1.6.0
  [7b1f6079] FileWatching
  [9fa8497b] Future
  [b77e0a4c] InteractiveUtils
  [b27032c2] LibCURL v0.6.4
  [76f85450] LibGit2
  [8f399da3] Libdl
  [37e2e46d] LinearAlgebra
  [56ddb016] Logging
  [d6f4376e] Markdown
  [a63ad114] Mmap
  [ca575930] NetworkOptions v1.2.0
  [44cfe95a] Pkg v1.10.0
  [de0858da] Printf
  [3fa0cd96] REPL
  [9a3f8284] Random
  [ea8e919c] SHA v0.7.0
  [9e88b42a] Serialization
  [1a1011a3] SharedArrays
  [6462fe0b] Sockets
  [2f01184e] SparseArrays v1.10.0
  [10745b16] Statistics v1.10.0
  [4607b0f0] SuiteSparse
  [fa267f1f] TOML v1.0.3
  [a4e569a6] Tar v1.10.0
  [8dfed614] Test
  [cf7118a7] UUIDs
  [4ec0a83e] Unicode
  [e66e0078] CompilerSupportLibraries_jll v1.1.0+0
  [deac9b47] LibCURL_jll v8.4.0+0
  [e37daf67] LibGit2_jll v1.6.4+0
  [29816b5a] LibSSH2_jll v1.11.0+1
  [c8ffd9c3] MbedTLS_jll v2.28.2+1
  [14a3606d] MozillaCACerts_jll v2023.1.10
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  [05823500] OpenLibm_jll v0.8.1+2
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  [8e850b90] libblastrampoline_jll v5.8.0+1
  [8e850ede] nghttp2_jll v1.52.0+1
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  • Output of versioninfo()
Julia Version 1.10.2
Commit bd47eca2c8a (2024-03-01 10:14 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: macOS (x86_64-apple-darwin22.4.0)
  CPU: 16 × Intel(R) Core(TM) i9-9900K CPU @ 3.60GHz
  WORD_SIZE: 64
  LIBM: libopenlibm
  LLVM: libLLVM-15.0.7 (ORCJIT, skylake)
Threads: 8 default, 0 interactive, 4 GC (on 16 virtual cores)
Environment:
  JULIA_NUM_THREADS = 8
  JULIA_PKG_DEVDIR = /Users/abradley/Dropbox/Julia/Dev
  JULIA_EDITOR = code

Additional context

Here it is clear that this isn't the solution, which should be periodic, and is found by a small reduction in tolerance to e.g. reltol=1e-4. Alternately, switching to alg=Vern6() with default tolerances produces a credible solution.

@AshtonSBradley AshtonSBradley changed the title Default tolerances have slipped for Tsit5? Default tolerances are too low for Tsit5 Mar 25, 2024
@AshtonSBradley AshtonSBradley changed the title Default tolerances are too low for Tsit5 Default tolerances are too large for Tsit5 Mar 25, 2024
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