bugGNU Octave - Bugs: bug #63493, ode15s unexpected error on stiff ...

 
 

bug #63493: ode15s unexpected error on stiff Van der Pol equation

Submitter:  Nicholas Jankowski <nrjank>
Submitted:  Fri 09 Dec 2022 03:30:54 AM UTC
 
Category:  Octave Function Severity:  3 - Normal
Priority:  5 - Normal Item Group:  Unexpected Error or Warning
Status:  None Assigned to:  None
Originator Name:  Nicholas Jankowski Open/Closed:  * Open
Release:  * dev Operating System:  * Any
Fixed Release:  None Planned Release:  None
* Mandatory Fields

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Fri 09 Dec 2022 03:43:20 AM UTC, comment #1: 

regarding the performance, I was running Reference BLAS, and wondered if switching to OpenBLAS would make a difference with ode45. at least on windows, it did not (maybe 10% if we trust some non-statistically sound tic-tocs).

Nicholas Jankowski <nrjank>
Project Member
Fri 09 Dec 2022 03:30:54 AM UTC, original submission:  

both ode45 and ode15s are fine solving the example Van der Pol equation in ode45:

fvdp = @(T,Y) [Y(2); (1 - Y(1)^2) * Y(2) - Y(1)];
[T,Y] = ode45 (fvdp, [0, 20], [2, 0]);

attempting to solve a stiff version of the equation takes longer, but both solve.

fvdp = @(T,Y) [Y(2); 1000*(1 - Y(1)^2) * Y(2) - Y(1)];
>> tic;[T45,Y45] = ode45 (fvdp, [0, 20], [2, 0]);toc
Elapsed time is 22.3432 seconds.
>> tic;[T15s,Y15s] = ode15s (fvdp, [0, 20], [2, 0]);toc
Elapsed time is 0.0413609 seconds.

stretching out the solver time is impractical for ode45 due to solver time, but should be no issue for ode15s.  However:

>> tic;[T15s,Y15s] = ode15s (fvdp, [0, 100], [2,0]);toc
Elapsed time is 0.0444329 seconds.
>> tic;[T15s,Y15s] = ode15s (fvdp, [0, 200], [2,0]);toc
Elapsed time is 0.0443571 seconds.
>> tic;[T15s,Y15s] = ode15s (fvdp, [0, 500], [2,0]);toc

[IDA ERROR]  IDASolve
  At t = 0 and h = 1.90735e-06, the error test failed repeatedly or with |h|
= hmin.

error: IDASolve failed
error: called from
    ode15s at line 324 column 22

something hits an error in the underlying solver.

Testing in Matlab 2022b:

>> fvdp = @(T,Y) [Y(2); 1000*(1 - Y(1)^2) * Y(2) - Y(1)];
>> tic;[T45,Y45] = ode45 (fvdp, [0,20], [2,0]);toc
Elapsed time is 0.156613 seconds.
>> tic;[T15s,Y15s] = ode15s (fvdp, [0,20], [2,0]);toc
Elapsed time is 0.067253 seconds.
>> tic;[T45,Y45] = ode45 (fvdp, [0,100], [2,0]);toc
Elapsed time is 0.695754 seconds.
>> tic;[T15s,Y15s] = ode15s (fvdp, [0,100], [2,0]);toc
Elapsed time is 0.014186 seconds.
>> tic;[T45,Y45] = ode45 (fvdp, [0,200], [2,0]);toc
Elapsed time is 1.376093 seconds.
>> tic;[T15s,Y15s] = ode15s (fvdp, [0,200], [2,0]);toc
Elapsed time is 0.001903 seconds.
>> tic;[T45,Y45] = ode45 (fvdp, [0,500], [2,0]);toc
Elapsed time is 2.800817 seconds.
>> tic;[T15s,Y15s] = ode15s (fvdp, [0,500], [2,0]);toc
Elapsed time is 0.003733 seconds.

i assume matlab was caching something for the ode15s t>200 runs. in any case, it obviously didn't hit any internal errors.

(confirmed the IDASolve error on both Windows with v8.01 and Ubuntu with v9.01)

Nicholas Jankowski <nrjank>
Project Member

 

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