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Translate Particle problem to EnsembleProblem #942

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Translate Particle problem to EnsembleProblem #942

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61 changes: 61 additions & 0 deletions ext/DiffEqBaseMonteCarloMeasurementsExt.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -51,4 +51,65 @@ end
abs(value(u))
end

# To make DAE problems work, we translate the MCM problem into an ensemble problem,
# solve it, and then repackage the solution into an ODESolution with Particles

const ParticleODEProblem = ODEProblem{<:Any, <:Any, <:Any, <:MonteCarloMeasurements.SomeKindOfParticles}

using MonteCarloMeasurements: nparticles, vecindex

function SciMLBase.EnsembleProblem(prob::ParticleODEProblem, args...; kwargs...)
p = copy(prob.p)
u0 = copy(prob.u0)
N = max(nparticles(eltype(p)), nparticles(eltype(u0)))
p0 = vecindex.(p, 1)
u00 = vecindex.(u0, 1)
prob0 = remake(prob, p = p0, u0 = u00)

prob_func = function(probi,i,repeat)
for j in eachindex(probi.u0)
probi.u0[j] = vecindex(u0[j], i)
end
for j in eachindex(probi.p)
probi.p[j] = vecindex(p[j], i)
end
probi
end

eprob = EnsembleProblem(prob0; prob_func)
end

function DiffEqBase.solve(prob::ParticleODEProblem, alg, args...; kwargs...)
N = max(nparticles(eltype(prob.p)), nparticles(eltype(prob.u0)))
eprob = EnsembleProblem(prob)
esol = DiffEqBase.solve(eprob, alg, EnsembleThreads(); trajectories = N, kwargs...)
postprocess(esol)
end

function postprocess(esol)
soli = esol[1]
t = soli.t
nx = length(soli[1])

# [state_index][mc_index]
utraj = map(t) do t
data = reduce(hcat, OrdinaryDiffEq.EnsembleAnalysis.componentwise_vectors_timepoint(esol,t)) # nmc × nx
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Suggested change
data = reduce(hcat, OrdinaryDiffEq.EnsembleAnalysis.componentwise_vectors_timepoint(esol,t)) # nmc × nx
data = reduce(hcat, SciMLBase.EnsembleAnalysis.componentwise_vectors_timepoint(esol,t)) # nmc × nx

xparts = Particles(data)
end

u_analytic = nothing
errors = nothing
k = nothing
prob = soli.prob
alg = soli.alg
interp = nothing
dense = false
tslocation = soli.tslocation
destats = nothing
alg_choice = soli.alg_choice
retcode = soli.retcode
ODESolution{eltype(soli.u[1]), 2}(utraj, u_analytic, errors, t, k, prob, alg, interp, dense,
tslocation, destats, alg_choice, retcode)
end

end