Upgrade implicit solvers to the latest nlsolve #99
Conversation
YingboMa
changed the title
|
Looks like this is very far along, just some test setup issues now? ISSEM is a 1/2 order algorithm. ImplicitEM is a 1/2 order algorithm. ImplicitRKMil is an order 1 algorithm. So the tests have too high of convergence coefficients, which seems to be the failure. |
|
Actually on additive noise those should all be 1.0 with possible super convergence. Since that was all in the same file and only on the additive test, I think this is pointing to a possible issue with how the time values are set there. |
src/perform_step/sdirk.jl
Outdated
| J, W = calc_W!(integrator, cache, γdt, repeat_step) | ||
| if nlsolve! isa NLNewton | ||
| J, nlcache.W = calc_W!(integrator, cache, γdt, repeat_step) | ||
| uf.t = t |
src/perform_step/kencarp.jl
Outdated
| J, W = calc_W!(integrator, cache, γdt, repeat_step) | ||
| if nlsolve! isa NLNewton | ||
| J, nlcache.W = calc_W!(integrator, cache, γdt, repeat_step) | ||
| uf.t = t |
| tol = cache.tol | ||
| if nlsolve! isa NLNewton | ||
| J, nlcache.W = calc_W!(integrator, cache, dt*theta, repeat_step) | ||
| uf.t = t |
There was a problem hiding this comment.
I think the current time needs to be set before the Jacobian is calculated in order to make sure it's at the correct time point.
|
Upping the number of Monte Carlo runs got rid of the superconvergence and made the results match the theoretical results perfectly, so I think those are good now. Fingers crossed tests pass. |
|
Something seems wrong in the split tests |
No description provided.