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callbacks.jl
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callbacks.jl
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# Use Recursion to find the first callback for type-stability
# Base Case: Only one callback
function find_first_continuous_callback(integrator,callback::ContinuousCallback)
(find_callback_time(integrator,callback)...,1,1)
end
# Starting Case: Compute on the first callback
function find_first_continuous_callback(integrator,callback::ContinuousCallback,args...)
find_first_continuous_callback(integrator,find_callback_time(integrator,callback)...,1,1,args...)
end
function find_first_continuous_callback(integrator,tmin::Number,upcrossing::Float64,idx::Int,counter::Int,callback2)
counter += 1 # counter is idx for callback2.
tmin2,upcrossing2 = find_callback_time(integrator,callback2)
if (tmin2 < tmin && tmin2 != zero(typeof(tmin))) || tmin == zero(typeof(tmin))
return tmin2,upcrossing,counter,counter
else
return tmin,upcrossing,idx,counter
end
end
function find_first_continuous_callback(integrator,tmin::Number,upcrossing::Float64,idx::Int,counter::Int,callback2,args...)
find_first_continuous_callback(integrator,find_first_continuous_callback(integrator,tmin,upcrossing,idx,counter,callback2)...,args...)
end
@inline function determine_event_occurance(integrator,callback)
event_occurred = false
Θs = linspace(typeof(integrator.t)(0),typeof(integrator.t)(1),callback.interp_points)
interp_index = 0
# Check if the event occured
if typeof(callback.idxs) <: Void
previous_condition = callback.condition(integrator.tprev,integrator.uprev,integrator)
elseif typeof(callback.idxs) <: Number
previous_condition = callback.condition(integrator.tprev,integrator.uprev[callback.idxs],integrator)
else
previous_condition = callback.condition(integrator.tprev,@view(integrator.uprev[callback.idxs]),integrator)
end
if isapprox(previous_condition,0,rtol=callback.reltol,atol=callback.abstol)
prev_sign = 0.0
else
prev_sign = sign(previous_condition)
end
prev_sign_index = 1
if typeof(callback.idxs) <: Void
next_sign = sign(callback.condition(integrator.t,integrator.u,integrator))
elseif typeof(callback.idxs) <: Number
next_sign = sign(callback.condition(integrator.t,integrator.u[callback.idxs],integrator))
else
next_sign = sign(callback.condition(integrator.t,@view(integrator.u[callback.idxs]),integrator))
end
if ((prev_sign<0 && !(typeof(callback.affect!)<:Void)) || (prev_sign>0 && !(typeof(callback.affect_neg!)<:Void))) && prev_sign*next_sign<=0
event_occurred = true
interp_index = callback.interp_points
elseif callback.interp_points!=0 # Use the interpolants for safety checking
if typeof(integrator.cache) <: StochasticDiffEqMutableCache
if typeof(callback.idxs) <: Void
tmp = integrator.cache.tmp
elseif !(typeof(callback.idxs) <: Number)
tmp = @view integrator.cache.tmp[callback.idxs]
end
end
for i in 2:length(Θs)-1
if typeof(integrator.cache) <: StochasticDiffEqMutableCache && !(typeof(callback.idxs) <: Number)
sde_interpolant!(tmp,Θs[i],integrator,callback.idxs,Val{0})
else
tmp = sde_interpolant(Θs[i],integrator,callback.idxs,Val{0})
end
new_sign = callback.condition(integrator.tprev+integrator.dt*Θs[i],tmp,integrator)
if prev_sign == 0
prev_sign = new_sign
prev_sign_index = i
end
if ((prev_sign<0 && !(typeof(callback.affect!)<:Void)) || (prev_sign>0 && !(typeof(callback.affect_neg!)<:Void))) && prev_sign*new_sign<0
event_occurred = true
interp_index = i
break
end
end
end
event_occurred,interp_index,Θs,prev_sign,prev_sign_index
end
function find_callback_time(integrator,callback)
event_occurred,interp_index,Θs,prev_sign,prev_sign_index = determine_event_occurance(integrator,callback)
if event_occurred
if typeof(callback.condition) <: Void
new_t = zero(typeof(integrator.t))
else
if callback.interp_points!=0
top_Θ = Θs[interp_index] # Top at the smallest
bottom_θ = Θs[prev_sign_index]
else
top_Θ = typeof(integrator.t)(1)
bottom_θ = typeof(integrator.t)(0)
end
if callback.rootfind
if typeof(integrator.cache) <: StochasticDiffEqMutableCache
if typeof(callback.idxs) <: Void
tmp = integrator.cache.tmp
elseif !(typeof(callback.idxs) <: Number)
tmp = @view integrator.cache.tmp[callback.idxs]
end
end
zero_func = (Θ) -> begin
if typeof(integrator.cache) <: StochasticDiffEqMutableCache && !(typeof(callback.idxs) <: Number)
sde_interpolant!(tmp,Θ,integrator,callback.idxs,Val{0})
else
tmp = sde_interpolant(Θ,integrator,callback.idxs,Val{0})
end
@show tmp
callback.condition(integrator.tprev+Θ*integrator.dt,tmp,integrator)
end
@show (bottom_θ,top_Θ)
@show integrator.tprev,integrator.t
@show integrator.uprev,integrator.u
Θ = prevfloat(prevfloat(find_zero(zero_func,(bottom_θ,top_Θ),FalsePosition(),abstol = callback.abstol/10,verbose = true)))
# 2 prevfloat guerentees that the new time is either 1 or 2 floating point
# numbers just before the event, but not after. If there's a barrier
# which is never supposed to be crossed, then this will ensure that
# The item never leaves the domain. Otherwise Roots.jl can return
# a float which is slightly after, making it out of the domain, causing
# havoc.
new_t = integrator.dt*Θ
elseif interp_index != callback.interp_points
new_t = integrator.dt*Θs[interp_index]
else
# If no solve and no interpolants, just use endpoint
new_t = integrator.dt
end
end
else
new_t = zero(typeof(integrator.t))
end
new_t,prev_sign
end
function apply_callback!(integrator,callback::ContinuousCallback,cb_time,prev_sign)
saved_in_cb = false
if cb_time != zero(typeof(integrator.t))
change_t_via_interpolation!(integrator,integrator.tprev+cb_time)
end
if callback.save_positions[1]
savevalues!(integrator,true)
saved_in_cb = true
end
integrator.u_modified = true
if prev_sign < 0
if typeof(callback.affect!) <: Void
integrator.u_modified = false
else
callback.affect!(integrator)
end
elseif prev_sign > 0
if typeof(callback.affect_neg!) <: Void
integrator.u_modified = false
else
callback.affect_neg!(integrator)
end
end
if integrator.u_modified
#reeval_internals_due_to_modification!(integrator)
if callback.save_positions[2]
savevalues!(integrator,true)
saved_in_cb = true
end
return true,saved_in_cb
end
false,saved_in_cb
end
#Base Case: Just one
function apply_discrete_callback!(integrator::SDEIntegrator,callback::DiscreteCallback)
saved_in_cb = false
if callback.condition(integrator.t,integrator.u,integrator)
if callback.save_positions[1]
savevalues!(integrator,true)
saved_in_cb = true
end
integrator.u_modified = true
callback.affect!(integrator)
if callback.save_positions[2]
savevalues!(integrator,true)
saved_in_cb = true
end
end
integrator.u_modified,saved_in_cb
end
#Starting: Get bool from first and do next
function apply_discrete_callback!(integrator::SDEIntegrator,callback::DiscreteCallback,args...)
apply_discrete_callback!(integrator,apply_discrete_callback!(integrator,callback)...,args...)
end
function apply_discrete_callback!(integrator::SDEIntegrator,discrete_modified::Bool,saved_in_cb::Bool,callback::DiscreteCallback,args...)
bool,saved_in_cb2 = apply_discrete_callback!(integrator,apply_discrete_callback!(integrator,callback)...,args...)
discrete_modified || bool, saved_in_cb || saved_in_cb2
end
function apply_discrete_callback!(integrator::SDEIntegrator,discrete_modified::Bool,saved_in_cb::Bool,callback::DiscreteCallback)
bool,saved_in_cb2 = apply_discrete_callback!(integrator,callback)
discrete_modified || bool, saved_in_cb || saved_in_cb2
end