Fix RK4 stage weighting to keep amplitude bounded#375
Fix RK4 stage weighting to keep amplitude bounded#375vissarion merged 1 commit intoGeomScale:developfrom
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Hi @Mohit-Lakra! LGTM! I'm approving it. |
vissarion
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Thanks, good catch! This solve a bug in RK solver, but I do not see a connection to #120. @Mohit-Lakra is this accidentally linked to #120 or is here something that I miss?
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Thanks for the review and approval, @vissarion Regarding #120: You are correct that the issue was originally reported as an instability in the 'Integral Collocation' method. However, upon debugging, the root cause of those unbounded oscillations (where the simulation artificially gained energy) turned out to be this incorrect stage weighting in the RK4 solver. Since this solver bug was the source of the instability described in #120, this PR resolves the underlying problem. |
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Thanks for your reply. Could you please explain in detail how this PR fixes the collocation method instability? Probably by adding an example that with current code does not converge and converge after applying this patch. |
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Hi, @vissarion The Bug: For coupled systems like (x, v), this meant the position component always used the first RK weight (1/6) and velocity always used the second (1/3), regardless of the actual stage. The Result: This broke the Butcher tableau requirements, causing the significant energy drift we saw in oscillatory systems. Proof of Stability (Harmonic Oscillator Test):I verified the fix using a standalone Harmonic Oscillator (x'' = -x) reproduction script using volesti's RK solver. Before Fix : The solver fails to conserve energy. The amplitude collapses to 0.5, showing the "collocation instability." After Fix : With the correct index, the amplitude stays strictly bounded at 1.0, preserving energy as expected. Reproduction Code: Click to view rk_demo.cpp#define DISABLE_NLP_ORACLES
#include "cartesian_geom/cartesian_kernel.h"
#include "ode_solvers/runge_kutta.hpp"
#include "ode_solvers/oracle_functors.hpp"
#include <Eigen/Eigen>
#include <vector>
#include <limits>
#include <iostream>
template<class Point>
struct DummyPoly {
using FT = typename Point::FT;
using VT = Eigen::Matrix<FT, Eigen::Dynamic, 1>;
using MT = Eigen::Matrix<FT, Eigen::Dynamic, Eigen::Dynamic>;
std::pair<FT,int> line_positive_intersect(const Point&, const Point&, VT&, VT&) const {
return {std::numeric_limits<FT>::max(), -1};
}
std::pair<FT,FT> line_intersect(const Point&, const Point&) const {
return {std::numeric_limits<FT>::max(), FT(0)};
}
int is_in(const Point&, FT = FT(0)) const { return -1; }
void compute_reflection(Point&, const Point&, int) const {}
void compute_reflection(Point&, const Point&, int, const MT&) const {}
FT num_of_hyperplanes() const { return 0; }
MT get_mat() const { return MT(); }
VT get_vec() const { return VT(); }
void resetFlags() const {}
void update_position_internal(FT) const {}
};
int main() {
using Kernel = Cartesian<double>;
using Point = Kernel::Point;
using Poly = DummyPoly<Point>;
using Func = IsotropicQuadraticFunctor::GradientFunctor<Point>;
IsotropicQuadraticFunctor::parameters<double> params;
params.order = 2; // x, v
params.alpha = 1;
Func F(params);
// Initial state: x=0, v=1 (Amplitude should be 1)
Point x0(1); x0.set_coord(0, 0.0);
Point v0(1); v0.set_coord(0, 1.0);
std::vector<Point> state{x0, v0};
std::vector<Poly*> bounds{nullptr, nullptr};
RKODESolver<Point, double, Poly, Func> solver(0.0, 0.05, state, F, bounds);
double max_abs = 0.0;
for (int step = 0; step < 2000; ++step) {
solver.step(step, true);
max_abs = std::max(max_abs, std::abs(solver.xs[0][0]));
if (step % 200 == 0) {
std::cout << step << " x=" << solver.xs[0][0]
<< " v=" << solver.xs[1][0] << "\n";
}
}
std::cout << "max |x| = " << max_abs << std::endl;
} |
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I think there’s a mismatch here: issue #120 is about the integral collocation solver ( So this doesn’t demonstrate “Resolves #120”. Please drop that linkage, or add a minimal example that actually uses the collocation path and shows change in behavior before and after. |
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Thanks for the clarification, @vissarion . You are absolutely right. I realized I conflated the two because they both exhibited similar energy drift. I was debugging with RKODESolver and found a legitimate bug there (the stage weighting), falsely assuming it was the root cause of #120. I have updated the title and removed the link to #120 to reflect that this is specifically a fix for the Runge-Kutta solver. Since this fixes a confirmed bug in the RK engine, I believe this PR is ready to be merged on its own merits. I’ll tackle the actual Collocation instability in a separate PR once I have a proper reproduction case for it. |
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@vissarion What do you think about this, is there anything that I can modify?? |
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Looks good to me now! Thanks. |
Add missing headers Improve build and run instructions for hpolytope-volume example (GeomScale#376) Fix RK4 stage weighting to keep amplitude bounded (GeomScale#375) Added test
Add missing headers Improve build and run instructions for hpolytope-volume example (GeomScale#376) Fix RK4 stage weighting to keep amplitude bounded (GeomScale#375) Added test
Add missing headers Improve build and run instructions for hpolytope-volume example (GeomScale#376) Fix RK4 stage weighting to keep amplitude bounded (GeomScale#375) Added test
…cale#120) Add regression test for stability Fix CI build: Guard NLP oracle includes Fix CI build: Guard NLP oracle includes Add missing headers Improve build and run instructions for hpolytope-volume example (GeomScale#376) Fix RK4 stage weighting to keep amplitude bounded (GeomScale#375) Added test Restore upstream files — not part of this fix Restore README to upstream state


Resolves a bug in Runge-Kutta.
Changed the Runge–Kutta solver so each stage uses the right weight (bs[ord]) instead of the state index. This stops the
x'' = -x simulation from gaining energy and keeps the sine solution bounded.