Add eval_expression support to ODEProblem/SDEProblem/SDEFunction.

Author: dpad

src/systems/diffeqs/abstractodesystem.jl

@@ -142,7 +142,7 @@ function DiffEqBase.ODEFunction{iip}(sys::AbstractODESystem, dvs = states(sys),
                                      ps = parameters(sys), u0 = nothing;
                                      version = nothing, tgrad=false,
                                      jac = false, Wfact = false,
-                                     sparse = false, eval_expression=true,
+                                     sparse = false, eval_expression = true,
                                      kwargs...) where {iip}
 
     f_gen = generate_function(sys, dvs, ps; expression=Val{eval_expression}, kwargs...)
@@ -291,14 +291,15 @@ function DiffEqBase.ODEProblem{iip}(sys::AbstractODESystem,u0map,tspan,
                                     jac = false, Wfact = false,
                                     checkbounds = false, sparse = false,
                                     linenumbers = true, parallel=SerialForm(),
+                                    eval_expression = true,
                                     kwargs...) where iip
     dvs = states(sys)
     ps = parameters(sys)
     u0 = varmap_to_vars(u0map,dvs)
     p = varmap_to_vars(parammap,ps)
     f = ODEFunction{iip}(sys,dvs,ps,u0;tgrad=tgrad,jac=jac,Wfact=Wfact,checkbounds=checkbounds,
                         linenumbers=linenumbers,parallel=parallel,
-                        sparse=sparse)
+                        sparse=sparse,eval_expression=eval_expression)
     ODEProblem{iip}(f,u0,tspan,p;kwargs...)
 end
 

src/systems/diffeqs/sdesystem.jl

@@ -101,25 +101,29 @@ respectively.
 function DiffEqBase.SDEFunction{iip}(sys::SDESystem, dvs = sys.states, ps = sys.ps,
                                      u0 = nothing;
                                      version = nothing, tgrad=false, sparse = false,
-                                     jac = false, Wfact = false, kwargs...) where {iip}
-    f_oop,f_iip = ModelingToolkit.eval.(generate_function(sys, dvs, ps; expression=Val{true}, kwargs...))
-    g_oop,g_iip = ModelingToolkit.eval.(generate_diffusion_function(sys, dvs, ps; expression=Val{true}, kwargs...))
+                                     jac = false, Wfact = false, eval_expression = true, kwargs...) where {iip}
+    f_gen = generate_function(sys, dvs, ps; expression=Val{eval_expression}, kwargs...)
+    f_oop,f_iip = eval_expression ? ModelingToolkit.eval.(f_gen) : f_gen
+    g_gen = generate_diffusion_function(sys, dvs, ps; expression=Val{eval_expression}, kwargs...)
+    g_oop,g_iip = eval_expression ? ModelingToolkit.eval.(g_gen) : g_gen
 
     f(u,p,t) = f_oop(u,p,t)
     f(du,u,p,t) = f_iip(du,u,p,t)
     g(u,p,t) = g_oop(u,p,t)
     g(du,u,p,t) = g_iip(du,u,p,t)
 
     if tgrad
-        tgrad_oop,tgrad_iip = ModelingToolkit.eval.(generate_tgrad(sys, dvs, ps; expression=Val{true}, kwargs...))
+        tgrad_gen = generate_tgrad(sys, dvs, ps; expression=Val{eval_expression}, kwargs...)
+        tgrad_oop,tgrad_iip = eval_expression ? ModelingToolkit.eval.(tgrad_gen) : tgrad_gen
         _tgrad(u,p,t) = tgrad_oop(u,p,t)
         _tgrad(J,u,p,t) = tgrad_iip(J,u,p,t)
     else
         _tgrad = nothing
     end
 
     if jac
-        jac_oop,jac_iip = ModelingToolkit.eval.(generate_jacobian(sys, dvs, ps; expression=Val{true}, sparse=sparse, kwargs...))
+        jac_gen = generate_jacobian(sys, dvs, ps; expression=Val{eval_expression}, sparse=sparse, kwargs...)
+        jac_oop,jac_iip = eval_expression ? ModelingToolkit.eval.(jac_gen) : jac_gen
         _jac(u,p,t) = jac_oop(u,p,t)
         _jac(J,u,p,t) = jac_iip(J,u,p,t)
     else
@@ -128,8 +132,8 @@ function DiffEqBase.SDEFunction{iip}(sys::SDESystem, dvs = sys.states, ps = sys.
 
     if Wfact
         tmp_Wfact,tmp_Wfact_t = generate_factorized_W(sys, dvs, ps, true; expression=Val{true}, kwargs...)
-        Wfact_oop, Wfact_iip =  ModelingToolkit.eval.(tmp_Wfact)
-        Wfact_oop_t, Wfact_iip_t =  ModelingToolkit.eval.(tmp_Wfact_t)
+        Wfact_oop, Wfact_iip = eval_expression ? ModelingToolkit.eval.(tmp_Wfact) : tmp_Wfact
+        Wfact_oop_t, Wfact_iip_t = eval_expression ? ModelingToolkit.eval.(tmp_Wfact_t) : tmp_Wfact_t
         _Wfact(u,p,dtgamma,t) = Wfact_oop(u,p,dtgamma,t)
         _Wfact(W,u,p,dtgamma,t) = Wfact_iip(W,u,p,dtgamma,t)
         _Wfact_t(u,p,dtgamma,t) = Wfact_oop_t(u,p,dtgamma,t)
@@ -253,6 +257,7 @@ function DiffEqBase.SDEProblem{iip}(sys::SDESystem,u0map,tspan,parammap=DiffEqBa
                                     checkbounds = false, sparse = false,
                                     sparsenoise = sparse,
                                     linenumbers = true, parallel=SerialForm(),
+                                    eval_expression = true,
                                     kwargs...) where iip
 
     dvs = states(sys)
@@ -262,7 +267,7 @@ function DiffEqBase.SDEProblem{iip}(sys::SDESystem,u0map,tspan,parammap=DiffEqBa
     f = SDEFunction{iip}(sys,dvs,ps,u0;tgrad=tgrad,jac=jac,Wfact=Wfact,
                          checkbounds=checkbounds,
                          linenumbers=linenumbers,parallel=parallel,
-                         sparse=sparse)
+                         sparse=sparse, eval_expression=eval_expression)
     if typeof(sys.noiseeqs) <: AbstractVector
         noise_rate_prototype = nothing
     elseif sparsenoise

test/sdesystem.jl

@@ -70,3 +70,11 @@ prob = SDEProblem(de,u0map,(0.0,100.0),parammap,sparsenoise=true)
 @test size(prob.noise_rate_prototype) == (3,3)
 @test prob.noise_rate_prototype isa SparseMatrixCSC
 sol = solve(prob,EM(),dt=0.001)
+
+# Test eval_expression=false
+function test_SDEFunction_no_eval()
+    # Need to test within a function scope to trigger world age issues
+    f = SDEFunction(de, eval_expression=false)
+    @test f([1.0,0.0,0.0], (10.0,26.0,2.33), (0.0,100.0)) ≈ [-10.0, 26.0, 0.0]
+end
+test_SDEFunction_no_eval()