SciMLSolutions

Definition of the AbstractSciMLSolution Interface

All AbstractSciMLSolution types are a subset of some AbstractArray. Types with time series (like ODESolution) are subtypes of RecursiveArrayTools.AbstractVectorOfArray and RecursiveArrayTools.AbstractDiffEqArray where appropriate. Types without a time series (like OptimizationSolution) are directly subsets of AbstractArray.

Array Interface

Instead of working on the Vector{uType} directly, we can use the provided array interface.

sol[j]

to access the value at timestep j (if the timeseries was saved), and

sol.t[j]

to access the value of t at timestep j. For multi-dimensional systems, this will address first by component and lastly by time, and thus

sol[i, j]

will be the ith component at timestep j. Hence, sol[j][i] == sol[i, j]. This is done because Julia is column-major, so the leading dimension should be contiguous in memory. If the independent variables had shape (for example, was a matrix), then i is the linear index. We can also access solutions with shape:

sol[i, k, j]

gives the [i,k] component of the system at timestep j. The colon operator is supported, meaning that

sol[i, :]

gives the timeseries for the ith component.

Common Field Names

  • u: the solution values
  • t: the independent variable values, matching the length of the solution, if applicable
  • resid: the residual of the solution, if applicable
  • original: the solution object from the original solver, if it's a wrapper algorithm
  • retcode: see the documentation section on return codes
  • prob: the problem that was solved
  • alg: the algorithm used to solve the problem

Return Codes (RetCodes)

The solution types have a retcode field which returns a SciMLBase.ReturnCode.T (from EnumX.jl, see that package for the semantics of handling EnumX types) signifying the error or satisfaction state of the solution.

SciMLBase.ReturnCodeModule
SciML.ReturnCode

SciML.ReturnCode is the standard return code enum interface for the SciML interface. Return codes are notes given by the solvers to indicate the state of the solution, for example whether it successfully solved the equations, whether it failed to solve the equations, and importantly, why it exited.

Using SciML.ReturnCode

SciML.ReturnCode use the interface of EnumX.jl and thus inherits all of the behaviors of being an EnumX. This includes the Enum type itself being referred to as SciML.ReturnCode.T, and each of the constituent enum states being referred to via getproperty, i.e. SciML.ReturnCode.Success.

Note About Success Checking

Previous iterations of the interface suggested using sol.retcode == :Success, however, that is now not advised instead should be replaced with SciMLBase.successful_retcode(sol). The reason is that there are many different codes that can be interpreted as successful, such as ReturnCode.Terminated which means successfully used terminate!(integrator) to end an integration at a user-specified condition. As such, successful_retcode is the most general way to query for if the solver did not error.

Properties

  • successful_retcode(retcode::ReturnCode.T): Determines whether the output enum is considered a success state of the solver, i.e. the solver successfully solved the equations. ReturnCode.Success is the most basic form, simply declaring that it was successful, but many more informative success return codes exist as well.
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Return Code Traits

SciMLBase.successful_retcodeFunction
successful_retcode(retcode::ReturnCode.T)::Bool
successful_retcode(sol::AbstractSciMLSolution)::Bool

Returns a boolean for whether a return code should be interpreted as a form of success.

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Specific Return Codes

SciMLBase.ReturnCode.DefaultConstant
ReturnCode.Default

The default state of the solver. If this return code is given, then the solving process is either still in process or the solver library has not been setup with the return code interface and thus the return code is undetermined.

Common Reasons for Seeing this Return Code

  • A common reason for Default return codes is that a solver is a non-SciML solver which does not fully conform to the interface. Please open an issue if this is seen and it will be improved.
  • Another common reason for a Default return code is if the solver is probed internally before the solving process is done, such as through the callback interface. Return codes are set to Default to start and are changed to Success and other return codes upon finishing the solving process or hitting a numerical difficulty.

Properties

  • successful_retcode = false
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SciMLBase.ReturnCode.SuccessConstant
ReturnCode.Success

The success state of the solver. If this return code is given, then the solving process was successful, but no extra information about that success is given.

Common Reasons for Seeing this Return Code

  • This is the most common return code and most solvers will give this return code if the solving process went as expected without any errors or detected numerical issues.

Properties

  • successful_retcode = true
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SciMLBase.ReturnCode.TerminatedConstant
ReturnCode.Terminated

The successful termination state of the solver. If this return code is given, then the solving process was successful at terminating the solve, usually through a callback affect! via terminate!(integrator).

Common Reasons for Seeing this Return Code

  • The most common reason for seeing this return code is if a user calls a callback which uses terminate!(integrator) to halt the integration at a user-chosen stopping point.
  • Another common reason for this return code is due to implicit terminate! statements in some library callbacks. For example, SteadyStateCallback uses terminate! internally, so solutions which reach steady state will have a ReturnCode.Terminated state instead of a ReturnCode.Success state. Similarly, problems solved via SteadyStateDiffEq.jl will have this ReturnCode.Terminated state if a timestepping method is used to solve to steady state.

Properties

  • successful_retcode = true
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SciMLBase.ReturnCode.DtNaNConstant
ReturnCode.DtNaN

A failure exit state of the solver. If this return code is given, then the solving process was unsuccessful and exited early because the dt of the integration was determined to be NaN and thus the solver could not continue.

Common Reasons for Seeing this Return Code

  • The most common reason for seeing this return code is because the automatic dt selection algorithm is used but the starting derivative has a NaN or Inf derivative term. Double check that the f(u0,p,t0) term is well-defined without NaN or Inf values.
  • Another common reason for this return code is because of a user set dt which is calculated to be a NaN. If solve(prob,alg,dt=x), double check that x is not NaN.

Properties

  • successful_retcode = false
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SciMLBase.ReturnCode.MaxItersConstant
ReturnCode.MaxIters

A failure exit state of the solver. If this return code is given, then the solving process was unsuccessful and exited early because the solver's iterations hit the maxiters either set by default or by the user in the solve/init command.

Note about Nonlinear Optimization

In nonlinear optimization, many solvers (such as OptimizationOptimisers.Adam) do not have an exit criteria other than iters == maxiters. In this case, the solvers will iterate until maxiters and exit with a Success return code, as that is a successful run of the solver and not considered to be an error state. Solves with early termination criteria, such as Optim.BFGS exiting when the gradient is sufficiently close to zero, will give ReturnCode.MaxIters on exits which require the maximum iteration.

Common Reasons for Seeing this Return Code

  • This commonly occurs in ODE solving if a non-stiff method (e.g. Tsit5) is used in an algorithm choice for a stiff ODE. It is recommended that in such cases, one tries a stiff ODE solver.
  • This commonly occurs in optimization and nonlinear solvers if the tolerance on solve to too low and cannot be achieved due to floating point error or the condition number of the solver matrix. Double check that the chosen tolerance is numerically possible.

Properties

  • successful_retcode = false
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SciMLBase.ReturnCode.MaxNumSubConstant
ReturnCode.MaxNumSub

A failure exit state of the solver. If this return code is given, then the solving process was unsuccessful and exited early because during the solver's adaptivity, mesh length exceeded the max_num_subintervals either set by default or specified by users in the solver.

Common Reasons for Seeing this Return Code

  • This commonly occurs in BVP solving if the original mesh are too coarse or the tolerance are too stringent. It is recommended that in such cases, one tries to increase the default max_num_subintervals in solvers, or decrease the tolerance.

Properties

  • successful_retcode = false
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SciMLBase.ReturnCode.DtLessThanMinConstant
ReturnCode.DtLessThanMin

A failure exit state of the solver. If this return code is given, then the solving process was unsuccessful and exited early because the dt of the integration was made to be less than dtmin, i.e. dt < dtmin.

Common Reasons for Seeing this Return Code

  • The most common reason for seeing this return code is because the integration is going unstable. As f(u,p,t) -> infinity, the time steps required by the solver to accurately handle the dynamics decreases. When it gets sufficiently small, dtmin, an exit is thrown as the solution is likely unstable. dtmin is also chosen to be around the value where floating point issues cause t + dt == t, and thus a dt of that size is impossible at floating point precision.
  • Another common reason for this return code is if domain constraints are set, such as by using isoutofdomain, but the domain constraint is incorrect. For example, if one is solving the ODE f(u,p,t) = -u - 1, one may think "but I want a solution with u > 0 and thus I will set isoutofdomain(u,p,t) = u < 0. However, the true solution of this ODE is not positive, and thus what will occur is that the solver will try to decrease dt until it can give an accurate solution that is positive. As this is impossible, it will continue to shrink the dt until dt < dtmin and then exit with this return code.

Properties

  • successful_retcode = false
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SciMLBase.ReturnCode.UnstableConstant
ReturnCode.Unstable

A failure exit state of the solver. If this return code is given, then the solving process was unsuccessful and exited early because the unstable_check function, as given by the unstable_check common keyword argument (or its default), give a true at the current state.

Common Reasons for Seeing this Return Code

  • The most common reason for seeing this return code is because u contains a NaN or Inf value. The default unstable_check only checks for these values.

Properties

  • successful_retcode = false
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SciMLBase.ReturnCode.InitialFailureConstant
ReturnCode.InitialFailure

A failure exit state of the solver. If this return code is given, then the solving process was unsuccessful because the initialization process failed.

Common Reasons for Seeing this Return Code

  • The most common reason for seeing this return code is because the initialization process of a DAE solver failed to find consistent initial conditions, which can occur if the differentiation index of the DAE solver is too high. Most DAE solvers only allow for index-1 DAEs, and so an index-2 DAE will fail during this initialization. To solve this kind of problem, use ModelingToolkit.jl and its structural_simplify method to reduce the index of the DAE.
  • Another common reason for this return code is if the initial condition was not suitable for the numerical solve. For example, the initial point had a NaN or Inf. Or in optimization, this can occur if the initial point is outside of the bound constraints given by the user.

Properties

  • successful_retcode = false
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SciMLBase.ReturnCode.ConvergenceFailureConstant
ReturnCode.ConvergenceFailure

A failure exit state of the solver. If this return code is given, then the solving process was unsuccessful because internal nonlinear solver iterations failed to converge.

Common Reasons for Seeing this Return Code

  • The most common reason for seeing this return code is because an inappropriate nonlinear solver was chosen. If fixed point iteration is used on a stiff problem, it will be faster by avoiding the Jacobian but it will make a stiff ODE solver not stable for stiff problems!
  • For nonlinear solvers, this can occur if certain threshold was exceeded. For example, in approximate jacobian solvers like Broyden, Klement, etc. if the number of jacobian resets exceeds the threshold, then this return code is given.

Properties

  • successful_retcode = false
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SciMLBase.ReturnCode.FailureConstant
ReturnCode.Failure

A failure exit state of the solver. If this return code is given, then the solving process was unsuccessful but no extra information is given.

Common Reasons for Seeing this Return Code

  • The most common reason for seeing this return code is because the solver is a wrapped solver (i.e. a Fortran code) which does not provide any extra information about its exit state. If this is from a Julia-based solver, please open an issue.

Properties

  • successful_retcode = false
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SciMLBase.ReturnCode.ExactSolutionLeftConstant
ReturnCode.ExactSolutionLeft

The success state of the solver. If this return code is given, then the solving process was successful, and the left solution was given.

Common Reasons for Seeing this Return Code

  • The most common reason for this return code is via a bracketing nonlinear solver, such as bisection, iterating to convergence is unable to give the exact f(x)=0 solution due to floating point precision issues, and thus it gives the first floating point value to the left for x.

Properties

  • successful_retcode = true
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SciMLBase.ReturnCode.ExactSolutionRightConstant
ReturnCode.ExactSolutionRight

The success state of the solver. If this return code is given, then the solving process was successful, and the right solution was given.

Common Reasons for Seeing this Return Code

  • The most common reason for this return code is via a bracketing nonlinear solver, such as bisection, iterating to convergence is unable to give the exact f(x)=0 solution due to floating point precision issues, and thus it gives the first floating point value to the right for x.

Properties

  • successful_retcode = true
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SciMLBase.ReturnCode.FloatingPointLimitConstant
ReturnCode.FloatingPointLimit

The success state of the solver. If this return code is given, then the solving process was successful, and the closest floating point value to the solution was given.

Common Reasons for Seeing this Return Code

  • The most common reason for this return code is via a nonlinear solver, such as Falsi, iterating to convergence is unable to give the exact f(x)=0 solution due to floating point precision issues, and thus it gives the closest floating point value to the true solution for x.

Properties

  • successful_retcode = true
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Solution Traits

AbstractSciMLSolution API

Abstract SciML Solutions