feat: allow parameters to be unknowns in the initialization system

Project.toml

@@ -81,7 +81,7 @@ ConstructionBase = "1"
 DataInterpolations = "6.4"
 DataStructures = "0.17, 0.18"
 DeepDiffs = "1"
-DiffEqBase = "6.103.0"
+DiffEqBase = "6.157"
 DiffEqCallbacks = "2.16, 3, 4"
 DiffEqNoiseProcess = "5"
 DiffRules = "0.1, 1.0"
@@ -110,12 +110,13 @@ NonlinearSolve = "3.14"
 OffsetArrays = "1"
 OrderedCollections = "1"
 OrdinaryDiffEq = "6.82.0"
+OrdinaryDiffEqCore = "1.7.0"
 PrecompileTools = "1"
 REPL = "1"
 RecursiveArrayTools = "3.26"
 Reexport = "0.2, 1"
 RuntimeGeneratedFunctions = "0.5.9"
-SciMLBase = "2.55"
+SciMLBase = "2.56.1"
 SciMLStructures = "1.0"
 Serialization = "1"
 Setfield = "0.7, 0.8, 1"
@@ -148,6 +149,7 @@ Optimization = "7f7a1694-90dd-40f0-9382-eb1efda571ba"
 OptimizationMOI = "fd9f6733-72f4-499f-8506-86b2bdd0dea1"
 OptimizationOptimJL = "36348300-93cb-4f02-beb5-3c3902f8871e"
 OrdinaryDiffEq = "1dea7af3-3e70-54e6-95c3-0bf5283fa5ed"
+OrdinaryDiffEqCore = "bbf590c4-e513-4bbe-9b18-05decba2e5d8"
 Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
 REPL = "3fa0cd96-eef1-5676-8a61-b3b8758bbffb"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
@@ -162,4 +164,4 @@ Sundials = "c3572dad-4567-51f8-b174-8c6c989267f4"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [targets]
-test = ["AmplNLWriter", "BenchmarkTools", "ControlSystemsBase", "DataInterpolations", "DelayDiffEq", "NonlinearSolve", "ForwardDiff", "Ipopt", "Ipopt_jll", "ModelingToolkitStandardLibrary", "Optimization", "OptimizationOptimJL", "OptimizationMOI", "OrdinaryDiffEq", "REPL", "Random", "ReferenceTests", "SafeTestsets", "StableRNGs", "Statistics", "SteadyStateDiffEq", "Test", "StochasticDiffEq", "Sundials", "StochasticDelayDiffEq", "Pkg", "JET"]
+test = ["AmplNLWriter", "BenchmarkTools", "ControlSystemsBase", "DataInterpolations", "DelayDiffEq", "NonlinearSolve", "ForwardDiff", "Ipopt", "Ipopt_jll", "ModelingToolkitStandardLibrary", "Optimization", "OptimizationOptimJL", "OptimizationMOI", "OrdinaryDiffEq", "OrdinaryDiffEqCore", "REPL", "Random", "ReferenceTests", "SafeTestsets", "StableRNGs", "Statistics", "SteadyStateDiffEq", "Test", "StochasticDiffEq", "Sundials", "StochasticDelayDiffEq", "Pkg", "JET"]

docs/src/tutorials/initialization.md

@@ -201,6 +201,87 @@ long enough you will see that `λ = 0` is required for this equation, but since
     problem constructor. Additionally, any warning about not being fully determined can
     be suppressed via passing `warn_initialize_determined = false`.
 
+## Initialization of parameters
+
+Parameters may also be treated as unknowns in the initialization system. Doing so works
+almost identically to the standard case. For a parameter to be an initialization unknown
+(henceforth referred to as "solved parameter") it must represent a floating point number
+(have a `symtype` of `Real` or `<:AbstractFloat`) or an array of such numbers. Additionally,
+it must have a guess and one of the following conditions must be satisfied:
+
+ 1. The value of the parameter as passed to `ODEProblem` is an expression involving other
+    variables/parameters. For example, if `[p => 2q + x]` is passed to `ODEProblem`. In
+    this case, `p ~ 2q + x` is used as an equation during initialization.
+ 2. The parameter has a default (and no value for it is given to `ODEProblem`, since
+    that is condition 1). The default will be used as an equation during initialization.
+ 3. The parameter has a default of `missing`. If `ODEProblem` is given a value for this
+    parameter, it is used as an equation during initialization (whether the value is an
+    expression or not).
+ 4. `ODEProblem` is given a value of `missing` for the parameter. If the parameter has a
+    default, it will be used as an equation during initialization.
+
+All parameter dependencies (where the dependent parameter is a floating point number or
+array thereof) also become equations during initialization, and the dependent parameters
+become unknowns.
+
+`remake` will reconstruct the initialization system and problem, given the new
+constraints provided to it. The new values will be combined with the original
+variable-value mapping provided to `ODEProblem` and used to construct the initialization
+problem.
+
+### Parameter initialization by example
+
+Consider the following system, where the sum of two unknowns is a constant parameter
+`total`.
+
+```@example paraminit
+using ModelingToolkit, OrdinaryDiffEq # hidden
+using ModelingToolkit: t_nounits as t, D_nounits as D # hidden
+
+@variables x(t) y(t)
+@parameters total
+@mtkbuild sys = ODESystem([D(x) ~ -x, total ~ x + y], t;
+    defaults = [total => missing], guesses = [total => 1.0])
+```
+
+Given any two of `x`, `y` and `total` we can determine the remaining variable.
+
+```@example paraminit
+prob = ODEProblem(sys, [x => 1.0, y => 2.0], (0.0, 1.0))
+integ = init(prob, Tsit5())
+@assert integ.ps[total] ≈ 3.0 # hide
+integ.ps[total]
+```
+
+Suppose we want to re-create this problem, but now solve for `x` given `total` and `y`:
+
+```@example paraminit
+prob2 = remake(prob; u0 = [y => 1.0], p = [total => 4.0])
+initsys = prob2.f.initializeprob.f.sys
+```
+
+The system is now overdetermined. In fact:
+
+```@example paraminit
+[equations(initsys); observed(initsys)]
+```
+
+The system can never be satisfied and will always lead to an `InitialFailure`. This is
+due to the aforementioned behavior of retaining the original variable-value mapping
+provided to `ODEProblem`. To fix this, we pass `x => nothing` to `remake` to remove its
+retained value.
+
+```@example paraminit
+prob2 = remake(prob; u0 = [y => 1.0, x => nothing], p = [total => 4.0])
+initsys = prob2.f.initializeprob.f.sys
+```
+
+The system is fully determined, and the equations are solvable.
+
+```@example
+[equations(initsys); observed(initsys)]
+```
+
 ## Diving Deeper: Constructing the Initialization System
 
 To get a better sense of the initialization system and to help debug it, you can construct
@@ -383,3 +464,56 @@ sol[α * x - β * x * y]
 ```@example init
 plot(sol)
 ```
+
+## Solving for parameters during initialization
+
+Sometimes, it is necessary to solve for a parameter during initialization. For example,
+given a spring-mass system we want to find the un-stretched length of the spring given
+that the initial condition of the system is its steady state.
+
+```@example init
+using ModelingToolkitStandardLibrary.Mechanical.TranslationalModelica: Fixed, Mass, Spring,
+                                                                       Force, Damper
+using ModelingToolkitStandardLibrary.Blocks: Constant
+
+@named mass = Mass(; m = 1.0, s = 1.0, v = 0.0, a = 0.0)
+@named fixed = Fixed(; s0 = 0.0)
+@named spring = Spring(; c = 2.0, s_rel0 = missing)
+@named gravity = Force()
+@named constant = Constant(; k = 9.81)
+@named damper = Damper(; d = 0.1)
+@mtkbuild sys = ODESystem(
+    [connect(fixed.flange, spring.flange_a), connect(spring.flange_b, mass.flange_a),
+        connect(mass.flange_a, gravity.flange), connect(constant.output, gravity.f),
+        connect(fixed.flange, damper.flange_a), connect(damper.flange_b, mass.flange_a)],
+    t;
+    systems = [fixed, spring, mass, gravity, constant, damper],
+    guesses = [spring.s_rel0 => 1.0])
+```
+
+Note that we explicitly provide `s_rel0 = missing` to the spring. Parameters are only
+solved for during initialization if their value (either default, or explicitly passed
+to the `ODEProblem` constructor) is `missing`. We also need to provide a guess for the
+parameter.
+
+If a parameter is not given a value of `missing`, and does not have a default or initial
+value, the `ODEProblem` constructor will throw an error. If the parameter _does_ have a
+value of `missing`, it must be given a guess.
+
+```@example init
+prob = ODEProblem(sys, [], (0.0, 1.0))
+prob.ps[spring.s_rel0]
+```
+
+Note that the value of the parameter in the problem is zero, similar to unknowns that
+are solved for during initialization.
+
+```@example init
+integ = init(prob)
+integ.ps[spring.s_rel0]
+```
+
+The un-stretched length of the spring is now correctly calculated. The same result can be
+achieved if `s_rel0 = missing` is omitted when constructing `spring`, and instead
+`spring.s_rel0 => missing` is passed to the `ODEProblem` constructor along with values
+of other parameters.

src/systems/abstractsystem.jl

@@ -736,6 +736,15 @@ function has_observed_with_lhs(sys, sym)
     end
 end
 
+function has_parameter_dependency_with_lhs(sys, sym)
+    has_parameter_dependencies(sys) || return false
+    if has_index_cache(sys) && (ic = get_index_cache(sys)) !== nothing
+        return any(isequal(sym), ic.dependent_pars)
+    else
+        return any(isequal(sym), [eq.lhs for eq in parameter_dependencies(sys)])
+    end
+end
+
 function _all_ts_idxs!(ts_idxs, ::NotSymbolic, sys, sym)
     if is_variable(sys, sym) || is_independent_variable(sys, sym)
         push!(ts_idxs, ContinuousTimeseries())
@@ -1344,9 +1353,21 @@ function namespace_assignment(eq::Assignment, sys)
     Assignment(_lhs, _rhs)
 end
 
+function is_array_of_symbolics(x)
+    symbolic_type(x) == ArraySymbolic() && return true
+    symbolic_type(x) == ScalarSymbolic() && return false
+    x isa AbstractArray &&
+        any(y -> symbolic_type(y) != NotSymbolic() || is_array_of_symbolics(y), x)
+end
+
 function namespace_expr(
         O, sys, n = nameof(sys); ivs = independent_variables(sys))
     O = unwrap(O)
+    # Exceptions for arrays of symbolic and Ref of a symbolic, the latter
+    # of which shows up in broadcasts
+    if symbolic_type(O) == NotSymbolic() && !(O isa AbstractArray) && !(O isa Ref)
+        return O
+    end
     if any(isequal(O), ivs)
         return O
     elseif iscall(O)
@@ -1368,7 +1389,7 @@ function namespace_expr(
         end
     elseif isvariable(O)
         renamespace(n, O)
-    elseif O isa Array
+    elseif O isa AbstractArray && is_array_of_symbolics(O)
         let sys = sys, n = n
             map(o -> namespace_expr(o, sys, n; ivs), O)
         end