Fitzhugh-Nagumo Work-Precision Diagrams

Fitzhugh-Nagumo

The purpose of this is to see how the errors scale on a standard nonlinear problem.

using OrdinaryDiffEq, ParameterizedFunctions, ODE, ODEInterface,
      ODEInterfaceDiffEq, LSODA, Sundials, DiffEqDevTools

f = @ode_def FitzhughNagumo begin
  dv = v - v^3/3 -w + l
  dw = τinv*(v +  a - b*w)
end a b τinv l

p = [0.7,0.8,1/12.5,0.5]
prob = ODEProblem(f,[1.0;1.0],(0.0,10.0),p)

abstols = 1.0 ./ 10.0 .^ (6:13)
reltols = 1.0 ./ 10.0 .^ (3:10);

sol = solve(prob,Vern7(),abstol=1/10^14,reltol=1/10^14)
test_sol = TestSolution(sol)
using Plots; gr()
Plots.GRBackend()
plot(sol)

Low Order

setups = [Dict(:alg=>DP5())
          #Dict(:alg=>ode45()) #fails
          Dict(:alg=>dopri5())
          Dict(:alg=>BS5())
          Dict(:alg=>Tsit5())
          Dict(:alg=>Vern6())
]
wp = WorkPrecisionSet(prob,abstols,reltols,setups;appxsol=test_sol,save_everystep=false,numruns=100,maxiters=1000)
plot(wp)

Interpolation

setups = [Dict(:alg=>DP5())
          #Dict(:alg=>ode45()) # fails
          Dict(:alg=>BS5())
          Dict(:alg=>Tsit5())
          Dict(:alg=>Vern6())
]
wp = WorkPrecisionSet(prob,abstols,reltols,setups;appxsol=test_sol,numruns=100,maxiters=10000,error_estimate=:L2,dense_errors=true)
plot(wp)

Higher Order

setups = [Dict(:alg=>DP8())
          #Dict(:alg=>ode78()) # fails
          Dict(:alg=>Vern7())
          Dict(:alg=>Vern8())
          Dict(:alg=>dop853())
          Dict(:alg=>Vern6())
]
wp = WorkPrecisionSet(prob,abstols,reltols,setups;appxsol=test_sol,save_everystep=false,numruns=100,maxiters=1000)
plot(wp)

setups = [Dict(:alg=>DP8())
          Dict(:alg=>Vern7())
          Dict(:alg=>CVODE_Adams())
          Dict(:alg=>ARKODE(Sundials.Explicit(),order=6))
          Dict(:alg=>lsoda())
          Dict(:alg=>odex())
          Dict(:alg=>ddeabm())
]
wp = WorkPrecisionSet(prob,abstols,reltols,setups;appxsol=test_sol,save_everystep=false,numruns=100,maxiters=1000)
plot(wp)

Interpolation

setups = [Dict(:alg=>DP8())
          #Dict(:alg=>ode78()) # fails
          Dict(:alg=>Vern7())
          Dict(:alg=>Vern8())
          Dict(:alg=>Vern6())
]
wp = WorkPrecisionSet(prob,abstols,reltols,setups;appxsol=test_sol,numruns=100,maxiters=1000,error_estimate=:L2,dense_errors=true)
plot(wp)

Comparison with Non-RK methods

Now let's test Tsit5 and Vern9 against parallel extrapolation methods and an Adams-Bashforth-Moulton:

setups = [Dict(:alg=>Tsit5())
          Dict(:alg=>Vern9())
          Dict(:alg=>VCABM())
          Dict(:alg=>AitkenNeville(min_order=1, max_order=9, init_order=4, threading=true))
          Dict(:alg=>ExtrapolationMidpointDeuflhard(min_order=1, max_order=9, init_order=4, threading=true))
          Dict(:alg=>ExtrapolationMidpointHairerWanner(min_order=2, max_order=11, init_order=4, threading=true))]
solnames = ["Tsit5","Vern9","VCABM","AitkenNeville","Midpoint Deuflhard","Midpoint Hairer Wanner"]
wp = WorkPrecisionSet(prob,abstols,reltols,setups;appxsol=test_sol,names=solnames,
                      save_everystep=false,verbose=false,numruns=100)
plot(wp)

setups = [Dict(:alg=>ExtrapolationMidpointDeuflhard(min_order=1, max_order=9, init_order=9, threading=false))
          Dict(:alg=>ExtrapolationMidpointHairerWanner(min_order=2, max_order=11, init_order=4, threading=false))
          Dict(:alg=>ExtrapolationMidpointHairerWanner(min_order=2, max_order=11, init_order=4, threading=true))
          Dict(:alg=>ExtrapolationMidpointHairerWanner(min_order=2, max_order=11, init_order=4, sequence = :romberg, threading=true))
          Dict(:alg=>ExtrapolationMidpointHairerWanner(min_order=2, max_order=11, init_order=4, sequence = :bulirsch, threading=true))]
solnames = ["Deuflhard","No threads","standard","Romberg","Bulirsch"]
wp = WorkPrecisionSet(prob,abstols,reltols,setups;appxsol=test_sol,names=solnames,
                      save_everystep=false,verbose=false,numruns=100)
plot(wp)

setups = [Dict(:alg=>ExtrapolationMidpointHairerWanner(min_order=2, max_order=11, init_order=10, threading=true))
          Dict(:alg=>ExtrapolationMidpointHairerWanner(min_order=2, max_order=11, init_order=4, threading=true))
          Dict(:alg=>ExtrapolationMidpointHairerWanner(min_order=5, max_order=11, init_order=10, threading=true))
          Dict(:alg=>ExtrapolationMidpointHairerWanner(min_order=2, max_order=15, init_order=10, threading=true))
          Dict(:alg=>ExtrapolationMidpointHairerWanner(min_order=5, max_order=7, init_order=6, threading=true))]
solnames = ["1","2","3","4","5"]
wp = WorkPrecisionSet(prob,abstols,reltols,setups;appxsol=test_sol,names=solnames,
                      save_everystep=false,verbose=false,numruns=100)
plot(wp)

Conclusion

As expected, the algorithms are all pretty matched on time for this problem. However, you can clearly see the OrdinaryDiffEq.jl algorithms solving to a much higher accuracy and still faster, especially when the interpolations are involved.

Appendix

These benchmarks are a part of the SciMLBenchmarks.jl repository, found at: https://github.com/SciML/SciMLBenchmarks.jl. For more information on high-performance scientific machine learning, check out the SciML Open Source Software Organization https://sciml.ai.

To locally run this benchmark, do the following commands:

using SciMLBenchmarks
SciMLBenchmarks.weave_file("benchmarks/NonStiffODE","FitzhughNagumo_wpd.jmd")

Computer Information:

Julia Version 1.7.3
Commit 742b9abb4d (2022-05-06 12:58 UTC)
Platform Info:
  OS: Linux (x86_64-pc-linux-gnu)
  CPU: AMD EPYC 7502 32-Core Processor
  WORD_SIZE: 64
  LIBM: libopenlibm
  LLVM: libLLVM-12.0.1 (ORCJIT, znver2)
Environment:
  JULIA_CPU_THREADS = 128
  BUILDKITE_PLUGIN_JULIA_CACHE_DIR = /cache/julia-buildkite-plugin
  JULIA_DEPOT_PATH = /cache/julia-buildkite-plugin/depots/5b300254-1738-4989-ae0a-f4d2d937f953

Package Information:

      Status `/cache/build/exclusive-amdci1-0/julialang/scimlbenchmarks-dot-jl/benchmarks/NonStiffODE/Project.toml`
  [f3b72e0c] DiffEqDevTools v2.30.0
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  [54ca160b] ODEInterface v0.5.0
  [09606e27] ODEInterfaceDiffEq v3.10.1
  [1dea7af3] OrdinaryDiffEq v6.19.0
  [65888b18] ParameterizedFunctions v5.13.2
  [91a5bcdd] Plots v1.31.4
  [31c91b34] SciMLBenchmarks v0.1.0
  [c3572dad] Sundials v4.9.4
  [9a3f8284] Random

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  [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 v1.4.2+4
  [33bec58e] Xorg_xkeyboard_config_jll v2.27.0+4
  [c5fb5394] Xorg_xtrans_jll v1.4.0+3
  [8f1865be] ZeroMQ_jll v4.3.4+0
  [3161d3a3] Zstd_jll v1.5.2+0
  [a4ae2306] libaom_jll v3.4.0+0
  [0ac62f75] libass_jll v0.15.1+0
  [f638f0a6] libfdk_aac_jll v2.0.2+0
  [b53b4c65] libpng_jll v1.6.38+0
  [a9144af2] libsodium_jll v1.0.20+0
  [f27f6e37] libvorbis_jll v1.3.7+1
  [1270edf5] x264_jll v2021.5.5+0
  [dfaa095f] x265_jll v3.5.0+0
  [d8fb68d0] xkbcommon_jll v0.9.1+5
  [0dad84c5] ArgTools v1.1.1
  [56f22d72] Artifacts
  [2a0f44e3] Base64
  [ade2ca70] Dates
  [8bb1440f] DelimitedFiles
  [8ba89e20] Distributed
  [f43a241f] Downloads v1.6.0
  [7b1f6079] FileWatching
  [9fa8497b] Future
  [b77e0a4c] InteractiveUtils
  [4af54fe1] LazyArtifacts
  [b27032c2] LibCURL v0.6.3
  [76f85450] LibGit2
  [8f399da3] Libdl
  [37e2e46d] LinearAlgebra
  [56ddb016] Logging
  [d6f4376e] Markdown
  [a63ad114] Mmap
  [ca575930] NetworkOptions v1.2.0
  [44cfe95a] Pkg v1.8.0
  [de0858da] Printf
  [3fa0cd96] REPL
  [9a3f8284] Random
  [ea8e919c] SHA v0.7.0
  [9e88b42a] Serialization
  [1a1011a3] SharedArrays
  [6462fe0b] Sockets
  [2f01184e] SparseArrays
  [10745b16] Statistics
  [4607b0f0] SuiteSparse
  [fa267f1f] TOML v1.0.0
  [a4e569a6] Tar v1.10.0
  [8dfed614] Test
  [cf7118a7] UUIDs
  [4ec0a83e] Unicode
  [e66e0078] CompilerSupportLibraries_jll v0.5.2+0
  [deac9b47] LibCURL_jll v7.81.0+0
  [29816b5a] LibSSH2_jll v1.10.2+0
  [c8ffd9c3] MbedTLS_jll v2.28.0+0
  [14a3606d] MozillaCACerts_jll v2022.2.1
  [4536629a] OpenBLAS_jll v0.3.20+0
  [05823500] OpenLibm_jll v0.8.1+0
  [efcefdf7] PCRE2_jll v10.40.0+0
  [bea87d4a] SuiteSparse_jll v5.10.1+0
  [83775a58] Zlib_jll v1.2.12+3
  [8e850b90] libblastrampoline_jll v5.1.0+0
  [8e850ede] nghttp2_jll v1.41.0+1
  [3f19e933] p7zip_jll v17.4.0+0