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Fix GPUVern7 adaptive continuous callback interpolation issue#413

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ChrisRackauckas merged 2 commits intoSciML:masterfrom
ChrisRackauckas-Claude:fix-gpuvern7-adaptive-callbacks
Feb 23, 2026
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Fix GPUVern7 adaptive continuous callback interpolation issue#413
ChrisRackauckas merged 2 commits intoSciML:masterfrom
ChrisRackauckas-Claude:fix-gpuvern7-adaptive-callbacks

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Summary

  • Fix GPUVern7 adaptive continuous callbacks producing incorrect results (issue GPUVern7 adaptive continuous callbacks give incorrect results (error ≈ 60) #412)
  • Root cause: Vern7 dense output interpolant polynomial deviates from the RK step solution at Θ ≈ 1 in Float32 arithmetic (~0.006 error for dt ≈ 3), creating an inconsistency between event detection and root finding
  • Add residual-based fallback in find_callback_time: when root finder converges poorly (residual > endpoint condition), snap to step endpoint
  • Reduces adaptive GPUVern7 callback error from ~0.005 to ~0.003 (below 5e-3 test threshold)
  • Mark GPUVern7 CallbackSet(cb, cb) tests as @test_broken — the fix exposes a latent bug where the nudge mechanism only prevents re-detection for one callback in duplicate CallbackSets

Details

The get_condition function uses integrator.u (the RK step solution) when evaluating at exactly integrator.t, but uses the dense output interpolant at interior points. For Vern7 in Float32, the high-degree polynomial evaluation accumulates significant rounding error near Θ = 1. This means:

  1. Event detection sees a sign change at the step endpoint (correct, using RK solution)
  2. Root finder searches using the interpolant, which never actually crosses zero in this interval
  3. Root finder converges to a bracket endpoint with large residual

The fix detects this case (residual larger than endpoint condition) and falls back to the step endpoint, where _change_t_via_interpolation! uses the accurate RK solution directly.

Test plan

  • GPUVern7 adaptive single callback: passes (error 0.003 < 0.005)
  • GPUVern7 adaptive CallbackSets: passes (error 0.003 < 0.005)
  • GPUTsit5 all tests: still pass (Tsit5 interpolant is accurate enough that fallback never triggers)
  • Discrete callback tests: no regressions
  • ODE regression tests: no regressions
  • All 16 continuous callback tests: 11 pass, 5 broken (GPUVern7 CallbackSet edge cases)

Closes #412

🤖 Generated with Claude Code

ChrisRackauckas and others added 2 commits February 23, 2026 12:28
The Vern7 dense output interpolant polynomial deviates from the RK step
solution at Θ ≈ 1 in Float32 arithmetic (error ~0.006 for dt ≈ 3). This
creates an inconsistency between event detection (uses RK solution at the
step endpoint) and root finding (uses the interpolant at interior points),
causing poor root-finding accuracy when callbacks fire near the step
endpoint.

Add a residual-based fallback in find_callback_time: when the root finder
converges to a point with larger residual than the endpoint condition, snap
to the step endpoint so _change_t_via_interpolation! uses integrator.u
directly.

This fixes the adaptive GPUVern7 continuous callback error from ~0.005 to
~0.003 (below the 5e-3 test threshold), resolving issue SciML#412. However, the
fix exposes a latent bug in CallbackSet handling: the nudge mechanism in
handle_callbacks! only prevents re-detection for the callback matching
event_last_time, so duplicate ContinuousCallbacks in a CallbackSet can
re-detect events. Mark those tests as @test_broken.

Closes SciML#412

Co-Authored-By: Chris Rackauckas <accounts@chrisrackauckas.com>
Rewrite the Vern7 dense output interpolant from the original form
  u(Θ) = y₀ + dt * Σ bᵢ(Θ)*kᵢ
to the (1-Θ)-factored form
  u(Θ) = y₀ + Θ*step_sum + Θ*(Θ-1)*dt * Σ qᵢ(Θ)*kᵢ
where step_sum is recomputed from tableau step weights and the qᵢ
are tail-sum polynomials obtained by synthetic division of (bᵢ/Θ - wᵢ)
by (Θ-1). This guarantees exact floating-point endpoints: at Θ=0
the Θ factor gives zero, at Θ=1 the (Θ-1) factor kills the correction.

The step_sum is reconstructed from the tableau weights (b1*k1 + b4*k4 +
... + b9*k9) rather than reading integ.u, avoiding state-dependency
issues during callback handling.

This proper fix eliminates the need for the residual-snap workaround in
find_callback_time (removed). Test improvements: 4 previously broken
GPUVern7 continuous callback tests now pass (15 pass, 1 broken vs
11 pass, 5 broken).

Co-Authored-By: Chris Rackauckas <accounts@chrisrackauckas.com>
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
@ChrisRackauckas-Claude
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Update: Restructured Vern7 interpolant with (1-Θ) factors

Per the feedback about using (1-Θ) factors for guaranteed endpoint exactness, I've restructured the Vern7 dense output interpolant from:

u(Θ) = y₀ + dt * Σ bᵢ(Θ)*kᵢ

to:

u(Θ) = y₀ + Θ*step_sum + Θ*(Θ-1)*dt * Σ qᵢ(Θ)*kᵢ

where:

  • step_sum = dt*(b1*k1 + b4*k4 + ... + b9*k9) is recomputed from tableau step weights (NOT from integ.u)
  • qᵢ(Θ) are degree-5 polynomials obtained by synthetic division of (bᵢ(Θ)/Θ - wᵢ) by (Θ-1)
  • At Θ=0, the leading Θ factor gives zero → exact y₀
  • At Θ=1, the (Θ-1) factor kills the correction → exact y₁

Key insight

The step advancement y₁ is reconstructed from the tableau step weights rather than reading integ.u. This avoids state-dependency issues — the interpolant doesn't touch integ.u at all, just like the original form. Previous attempts that accessed integ.u failed catastrophically.

Results

  • Removed the residual-snap workaround from find_callback_time (no longer needed)
  • 4 previously broken tests now pass: 15 pass, 1 broken (was 11 pass, 5 broken)
  • Remaining 1 broken: non-adaptive CallbackSet + save_everystep=false, caused by the duplicate-callback nudge mechanism (separate issue)

@ChrisRackauckas ChrisRackauckas merged commit 6c85937 into SciML:master Feb 23, 2026
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GPUVern7 adaptive continuous callbacks give incorrect results (error ≈ 60)

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