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Make PresetTimeCallback robust to tstop roundoff #305

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Make PresetTimeCallback robust to tstop roundoff #305

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23 changes: 20 additions & 3 deletions src/preset_time.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -6,9 +6,9 @@ struct PresetTimeFunction{T, T2, T3}
end
function (f::PresetTimeFunction)(u, t, integrator)
return if hasproperty(integrator, :dt)
insorted(t, f.tstops) && (integrator.t - integrator.dt) != integrator.t
is_preset_time(t, f.tstops) && (integrator.t - integrator.dt) != integrator.t
else
insorted(t, f.tstops)
is_preset_time(t, f.tstops)
end
end

Expand All @@ -26,11 +26,28 @@ function (f::PresetTimeFunction)(c, u, t, integrator)
for tstop in _tstops
add_tstop!(integrator, tstop)
end
return if insorted(t, tstops)
return if is_preset_time(t, tstops)
f.user_affect!(integrator)
end
end

function is_preset_time(t, tstops)
insorted(t, tstops) && return true
i = searchsortedfirst(tstops, t)
return (i <= length(tstops) && is_close_preset_time(t, tstops[i])) ||
(i > firstindex(tstops) && is_close_preset_time(t, tstops[i - 1]))
end

function is_close_preset_time(t, tstop)
_t, _tstop = promote(t, tstop)
if _t isa AbstractFloat && _tstop isa AbstractFloat && isfinite(_t) && isfinite(_tstop)
scale = max(abs(_t), abs(_tstop))
return abs(_t - _tstop) <= 100 * eps(scale)
end

return t == tstop
end

"""
```julia
PresetTimeCallback(tstops, user_affect!;
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12 changes: 12 additions & 0 deletions test/preset_time.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -34,6 +34,18 @@ sol = integrator.sol
@test 0.6 ∈ sol.t
@test p != startp

struct PresetTimeRoundoffIntegrator{T}
t::T
dt::T
end

roundoff_integrator = PresetTimeRoundoffIntegrator(8.999999999999996, 0.1)
for tstops in ([2, 9], range(2, 9; length = 2), [2.0, 9.0])
roundoff_cb = PresetTimeCallback(tstops, integrator -> nothing)
@test roundoff_cb.condition(nothing, 8.999999999999996, roundoff_integrator)
@test !roundoff_cb.condition(nothing, 9.0 - 1.0e-10, roundoff_integrator)
end

notcalled = true
prob = ODEProblem(some_dynamics, u0, tspan, p)
cb = PresetTimeCallback([1.2], integrator -> notcalled = false)
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