Sundials.jl

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Julia interface to Sundials, including a nonlinear solver (KINSOL), ODEs (CVODE and ARKODE), and DAEs (IDA)

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Sundials.jl
===========

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Introduction
------------

Sundials.jl is a Julia package that interfaces to the
[Sundials](https://computing.llnl.gov/projects/sundials)
library (see [source](https://github.com/LLNL/sundials)).
Sundials (the C library and this package) provides the
following:

* *CVODES* - for integration and sensitivity analysis of ODEs.
          CVODES treats stiff and nonstiff ODE systems of the form
          `y' = f(t,y,p), y(t0) = y0(p)`,
          where `p` is a set of parameters.
* *ARKStep* - for integration of non-stiff, stiff, and mixed mode
          ODEs via split, linearly-implicit form, implicit, and IMEX Runge-Kutta
          methods on ODEs of the form `My' = f_E(t,y,p) + f_i(t,y,p), y(t0) = y0(p)`
          for a set of parameters `p`.
* *ERKStep* - for integration of non-stiff, stiff, and mixed mode
          ODEs via split, linearly-implicit form, implicit, and IMEX Runge-Kutta
          methods on ODEs of the form `y' = f(t,y,p), y(t0) = y0(p)`
          for a set of parameters `p`.
* *IDAS*   - for integration and sensitivity analysis of DAEs.
          IDAS treats DAE systems of the form
          `F(t,y,y',p) = 0, y(t0) = y0(p), y'(t0) = y0'(p)`
* *KINSOL* - for solution of nonlinear algebraic systems.
          KINSOL treats nonlinear systems of the form
          `F(u) = 0`

Note that *CVODES* and *IDAS* contain all functions provided by *CVODE* and *IDA* (for integration
without sensitivity analysis). If you need to use the latter, you can set `enable_sensitivities=false`
in `deps/build.jl` and (re)build the package.

Installation
---

Within Julia, use the package manager:
```julia
using Pkg
Pkg.add("Sundials")
```

To test the installation use
```julia
using Pkg
Pkg.test("Sundials")
```

Common Interface API
--------------------

This package is part of the JuliaDiffEq common interface. This is documented in [the DifferentialEquations.jl documentation](http://diffeq.sciml.ai/latest/index.html). Thus [the ODE tutorial](http://diffeq.sciml.ai/latest/tutorials/ode_example.html) applies. For example, the Lorenz attractor can be solved with `CVODE_Adams` as follows:

```julia
using Sundials
function lorenz(du,u,p,t)
 du[1] = 10.0(u[2]-u[1])
 du[2] = u[1]*(28.0-u[3]) - u[2]
 du[3] = u[1]*u[2] - (8/3)*u[3]
end
u0 = [1.0;0.0;0.0]
tspan = (0.0,100.0)
prob = ODEProblem(lorenz,u0,tspan)
sol = solve(prob,CVODE_Adams())
using Plots; plot(sol,vars=(1,2,3))
```

Sundials.jl exports the `CVODE_BDF`, `CVODE_Adams`, and `ARKODE` methods for
ODEs which are documented
[in the ODE Solvers page](https://diffeq.sciml.ai/latest/solvers/ode_solve/#ode_solve_sundials-1), and `IDA` which is documented
[in the DAE solvers page](https://diffeq.sciml.ai/latest/solvers/dae_solve/#Sundials.jl-1).
Additionally, the `ARKODE` method can be used
[on `SplitODEProblem`s](https://diffeq.sciml.ai/latest/solvers/split_ode_solve/)
to solve ODEs in IMEX form.

KINSOL High Level API
------------------------

Along with the ODE solvers, Sundials contains the KINSOL nonlinear solver.
It's called via:

```julia
kinsol(f, y0::Vector{Float64};
                userdata::Any = nothing,
                linear_solver=:Dense, jac_upper=0, jac_lower=0)
```

where `f(res,y)` is an in-place function that computes the residual `f(y)-res=0`,
and KINSOL attempts to find `y` such that `res=0`. This method is generally
quite fast and the choice `linear_solver=:Band` is well-suited for problems
with a banded Jacobian (you must specify the upper and lower band sizes). However,
this is not as robust as many other techniques like trust-region methods, and
thus we recommend [NLsolve.jl](https://github.com/JuliaNLSolvers/NLsolve.jl) for
more general nonlinear solving.

Direct API
---

This package closely follows the Sundials C API. At a slightly higher
level, many (but not all) Sundials.jl functions support passing Julia
objects (like `Array`s) instead of Sundials objects (like `N_Vector`s).
The Julia package [Clang.jl](https://github.com/ihnorton/Clang.jl) was
used to wrap Sundials. This directly uses Sundials' headers sort-of
like SWIG. Thus the general
[C documentation](https://sundials.readthedocs.io/en/latest/)
is the documentation for the direct API. See the
[test directory](https://github.com/JuliaLang/Sundials.jl/blob/master/test) for usage examples
of the direct interface.

For the wrapping
code, see
[src/wrap_sundials.jl](https://github.com/JuliaLang/Sundials.jl/blob/master/src/wrap_sundials.jl).
Because of Clang.jl, Sundials.jl provides almost full coverage of the Sundials library
(the serial version). A few things to note:

* Macros like `DENSE_ELEM` are not available.
* Nothing is exported from the module. You need to put `Sundials.`
  in front of everything.
* The parallel versions of Sundials which require different `N_Vector`
  types have not been wrapped.

Citing
------

If you use this library, please cite both Sundials and the JuliaDiffEq project.

```
@article{rackauckas2017differentialequations,
  title={Differentialequations. jl--a performant and feature-rich ecosystem for solving differential equations in julia},
  author={Rackauckas, Christopher and Nie, Qing},
  journal={Journal of Open Research Software},
  volume={5},
  number={1},
  year={2017},
  publisher={Ubiquity Press}
}

@article{gardner2022sundials,
  title={Enabling new flexibility in the {SUNDIALS} suite of nonlinear and differential/algebraic equation solvers},
  author={Gardner, David J and Reynolds, Daniel R and Woodward, Carol S and Balos, Cody J},
  journal={ACM Transactions on Mathematical Software (TOMS)},
  publisher={ACM},
  year={2022},
  doi={10.1145/3539801}
}

@article{hindmarsh2005sundials,
  title={{SUNDIALS}: Suite of nonlinear and differential/algebraic equation solvers},
  author={Hindmarsh, Alan C and Brown, Peter N and Grant, Keith E and Lee, Steven L and Serban, Radu and Shumaker, Dan E and Woodward, Carol S},
  journal={ACM Transactions on Mathematical Software (TOMS)},
  volume={31},
  number={3},
  pages={363--396},
  year={2005},
  publisher={ACM}
}
```

Sundials.jl

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