Add MREEF multirate extrapolated explicit Euler solver with tests#3139
Add MREEF multirate extrapolated explicit Euler solver with tests#3139singhharsh1708 wants to merge 10 commits intoSciML:masterfrom
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It looks like GPU CI is failing with a runtime error. I'm investigating the issue and will check compatibility with JLArrays / GPU backends. |
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All CI checks are now passing. |
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rebased onto latest upstream/master and cleaned up the changes CI is passing now |
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Rebase onto the new testing infrastructure. |
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@ChrisRackauckas Rebased onto latest upstream/master and applied runic formatting fixes. All checks should now pass. |
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@ChrisRackauckas can you run test on this? |
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@ChrisRackauckas is this correct now? |
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@ChrisRackauckas |
Checklist:
Appropriate tests were added
Any code changes were done in a way that does not break public API
All documentation related to code changes were updated
The new code follows the
contributor guidelines
, in particular the SciML Style Guide
andCOLPRAC
Any new documentation only uses public API
Additional context:
This PR adds
MREEF(Multirate Extrapolated Explicit Euler), based on Constantinescu & Sandu (2010).The method targets
SplitODEProblemsystems and combines multirate Euler base steps with Richardson extrapolation to achieve higher-order accuracy.Basic convergence tests and compatibility checks (SplitODEProblem, ForwardDiff, StaticArrays, complex states) were added under
test/multirate/mreef_tests.jl. All existingOrdinaryDiffEqLowOrderRKtests pass locally with no regressions.This implementation was mainly developed to better understand the solver architecture in OrdinaryDiffEq and to explore multirate methods.