ode.h

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#ifndef LMMC_ODE_H
#define LMMC_ODE_H
 
#include <stddef.h>
#include "lmmc/numeric.h"
#include "lmmc/diagnostic.h"
 
#ifdef __cplusplus
extern "C" {
#endif

typedef lmmc_status_t (*lmmc_ode_rhs_t)(
    lmmc_real_t t,
    const lmmc_real_t* y,
    lmmc_real_t* y_prime,
    size_t dim,
    void* user_data
);

typedef enum {
    LMMC_ODE_FAILURE_NONE = 0,                       
    LMMC_ODE_FAILURE_INVALID_DIMENSION = 1,          
    LMMC_ODE_FAILURE_INVALID_STEP = 2,               
    LMMC_ODE_FAILURE_MAX_STEPS = 3,                  
    LMMC_ODE_FAILURE_NUMERICAL_ISSUE = 4,            
    LMMC_ODE_FAILURE_RHS_EVAL_FAILED = 5,            
    LMMC_ODE_FAILURE_TOLERANCE_INCONSISTENT = 6      
} lmmc_ode_failure_t;

typedef struct {
    int converged;                       
    size_t num_steps;                    
    size_t num_rhs_evals;                
    lmmc_real_t final_t;                 
    lmmc_ode_failure_t failure_reason;   
} lmmc_ode_result_t;

typedef lmmc_status_t (*lmmc_ode_jac_t)(
    lmmc_real_t t,
    const lmmc_real_t* y,
    lmmc_real_t* J,
    size_t dim,
    void* user_data
);
typedef lmmc_status_t (*lmmc_ode_dfdt_t)(
    lmmc_real_t t,
    const lmmc_real_t* y,
    lmmc_real_t* dfdt,
    size_t dim,
    void* user_data
);
 

typedef struct {
    lmmc_real_t initial_step;                  
    lmmc_real_t min_step;                      
    lmmc_real_t max_step;                      
    lmmc_real_t abs_tol;                       
    lmmc_real_t rel_tol;                       
    size_t max_steps;                          
    lmmc_real_t adaptive_step_beta;            
    lmmc_diagnostic_sink_t diagnostics;        
    lmmc_ode_jac_t jacobian;                   
    lmmc_ode_dfdt_t time_derivative;             
} lmmc_ode_config_t;

const char* lmmc_ode_failure_string(lmmc_ode_failure_t reason);

lmmc_status_t lmmc_ode_default_config(
    lmmc_real_t t_start,
    lmmc_real_t t_end,
    size_t problem_dim,
    lmmc_ode_config_t* out_cfg
);

lmmc_status_t lmmc_ode_euler_solve(
    lmmc_ode_rhs_t rhs,
    void* user_data,
    size_t dim,
    lmmc_real_t t_start,
    lmmc_real_t t_end,
    lmmc_real_t* y,
    const lmmc_ode_config_t* cfg,
    lmmc_ode_result_t* out_result
);

lmmc_status_t lmmc_ode_rk4_solve(
    lmmc_ode_rhs_t rhs,
    void* user_data,
    size_t dim,
    lmmc_real_t t_start,
    lmmc_real_t t_end,
    lmmc_real_t* y,
    const lmmc_ode_config_t* cfg,
    lmmc_ode_result_t* out_result
);

lmmc_status_t lmmc_ode_rk45_solve(
    lmmc_ode_rhs_t rhs,
    void* user_data,
    size_t dim,
    lmmc_real_t t_start,
    lmmc_real_t t_end,
    lmmc_real_t* y,
    const lmmc_ode_config_t* cfg,
    lmmc_ode_result_t* out_result
);

lmmc_status_t lmmc_ode_implicit_euler_solve(
    lmmc_ode_rhs_t rhs,
    void* user_data,
    size_t dim,
    lmmc_real_t t_start,
    lmmc_real_t t_end,
    lmmc_real_t* y,
    const lmmc_ode_config_t* cfg,
    lmmc_ode_result_t* out_result
);

lmmc_status_t lmmc_ode_trapezoidal_solve(
    lmmc_ode_rhs_t rhs,
    void* user_data,
    size_t dim,
    lmmc_real_t t_start,
    lmmc_real_t t_end,
    lmmc_real_t* y,
    const lmmc_ode_config_t* cfg,
    lmmc_ode_result_t* out_result
);

lmmc_status_t lmmc_ode_sdirk4_solve(
    lmmc_ode_rhs_t rhs,
    void* user_data,
    size_t dim,
    lmmc_real_t t_start,
    lmmc_real_t t_end,
    lmmc_real_t* y,
    const lmmc_ode_config_t* cfg,
    lmmc_ode_result_t* out_result
);

lmmc_status_t lmmc_ode_rosenbrock_grk4t_solve(
    lmmc_ode_rhs_t rhs,
    void* user_data,
    size_t dim,
    lmmc_real_t t_start,
    lmmc_real_t t_end,
    lmmc_real_t* y,
    const lmmc_ode_config_t* cfg,
    lmmc_ode_result_t* out_result
);
 
#ifdef __cplusplus
}
#endif
 
#endif