module Data.Manifold.DifferentialEquation (
DifferentialEqn
, constLinearDEqn
, filterDEqnSolution_static, iterateFilterDEqn_static
, maxDeviationsGoal
, uncertaintyGoal
, uncertaintyGoal'
, euclideanVolGoal
) where
import Data.List.NonEmpty (NonEmpty(..))
import qualified Data.List.NonEmpty as NE
import Data.Semigroup
import Data.VectorSpace
import Math.LinearMap.Category
import Data.AffineSpace
import Data.Basis
import Data.Manifold.Types
import Data.Manifold.PseudoAffine
import Data.Function.Differentiable
import Data.Function.Differentiable.Data
import Data.Manifold.TreeCover
import Data.Manifold.Web
import qualified Data.List as List
import qualified Prelude as Hask hiding(foldl, sum, sequence)
import qualified Control.Applicative as Hask
import qualified Control.Monad as Hask hiding(forM_, sequence)
import qualified Data.Foldable as Hask
import qualified Data.Traversable as Hask
import Control.Category.Constrained.Prelude hiding
((^), all, elem, sum, forM, Foldable(..), foldr1, Traversable, traverse)
import Control.Arrow.Constrained
import Control.Monad.Constrained hiding (forM)
import Data.Foldable.Constrained
import Data.Traversable.Constrained (Traversable, traverse)
constLinearDEqn :: ( WithField ℝ LinearManifold x, SimpleSpace x
, WithField ℝ LinearManifold y, SimpleSpace y )
=> (DualVector y +> (y +> x)) -> DifferentialEqn x y
constLinearDEqn bwt = factoriseShade
>>> \(_x, Shade y δy) -> let j = bwt'inv y
δj = bwt' `transformNorm` dualNorm δy
in Shade' j δj
where bwt' = adjoint $ bwt
bwt'inv = (bwt'\$)
goalSensitive :: ℝ -> ℝ
goalSensitive η = 0.3 + sqrt (η * (1 + η/(1+η)) / (3 + η))
euclideanVolGoal :: (WithField ℝ EuclidSpace y, SimpleSpace (Needle y))
=> ℝ -> x -> Shade' y -> ℝ
euclideanVolGoal vTgt _ (Shade' _ shy) = goalSensitive η
where η = euclideanRelativeMetricVolume shy / vTgt
euclideanRelativeMetricVolume :: (SimpleSpace y, HilbertSpace y) => Norm y -> Scalar y
euclideanRelativeMetricVolume (Norm m) = recip . roughDet . arr $ ue . m
where Norm ue = euclideanNorm
maxDeviationsGoal :: (WithField ℝ EuclidSpace y, SimpleSpace (Needle y))
=> [Needle y] -> x -> Shade' y -> ℝ
maxDeviationsGoal = uncertaintyGoal . spanNorm
uncertaintyGoal :: (WithField ℝ EuclidSpace y, SimpleSpace (Needle y))
=> Metric' y -> x -> Shade' y -> ℝ
uncertaintyGoal = uncertaintyGoal' . const
uncertaintyGoal' :: (WithField ℝ EuclidSpace y, SimpleSpace (Needle y))
=> (x -> Metric' y) -> x -> Shade' y -> ℝ
uncertaintyGoal' f x (Shade' _ shy)
= List.sum [goalSensitive $ 1 / normSq m q | q <- shySpan]
where shySpan = normSpanningSystem shy
m = f x