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Summary

Implements the classic Cash-Karp 5/4 embedded Runge-Kutta method, adding a well-known 5th order method that was previously missing from OrdinaryDiffEq.jl.

Changes

  • CashKarp5 algorithm struct with standard stage/step limiters and threading support
  • Complete tableau implementation with both rational and floating-point coefficients
  • Dual cache system: CashKarp5ConstantCache and CashKarp5Cache for different use cases
  • Full integration support: perform_step! and initialize! methods for both cache types
  • Convergence test to verify 5th order accuracy
  • Proper module export and documentation

Method Details

  • 6-stage explicit method with 5th order accuracy
  • Embedded 4th order method for adaptive error estimation
  • Classical Butcher tableau from Cash & Karp (1990)
  • Adaptive step size control through embedded error estimator

Test Plan

  • Package compiles without errors
  • Basic functionality test on exponential growth ODE
  • Added convergence test in test suite
  • Verified 5th order convergence rate

Background

The Cash-Karp method was identified as missing from OrdinaryDiffEq.jl based on discussions about classical RK methods. While DP5 and BS5 provide similar functionality, Cash-Karp offers different stability properties and is widely referenced in numerical analysis literature.

References

Cash, J.R. and Karp, A.H. (1990). A variable order Runge-Kutta method for initial value problems with rapidly varying right-hand sides. ACM Transactions on Mathematical Software, 16(2), 201-222.

🤖 Generated with Claude Code

Implements the classic Cash-Karp 5/4 embedded Runge-Kutta method:
- 6-stage explicit method with 5th order accuracy
- Embedded 4th order method for error estimation
- Adaptive step size control
- Both constant and mutable cache implementations

Added components:
- CashKarp5 algorithm struct in algorithms.jl
- CashKarp5ConstantCache tableau with rational and float coefficients
- CashKarp5Cache mutable cache structure
- perform_step! methods for both cache types
- initialize! methods for proper integration setup
- Convergence test to verify 5th order accuracy
- Export in module interface

The method provides an alternative to DP5 and BS5 for applications
requiring 5th order accuracy with different stability properties.

References:
Cash, J.R. and Karp, A.H. (1990). A variable order Runge-Kutta method
for initial value problems with rapidly varying right-hand sides.
ACM Transactions on Mathematical Software, 16(2), 201-222.

🤖 Generated with [Claude Code](https://claude.ai/code)

Co-Authored-By: Claude <[email protected]>
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github-actions bot commented Jul 23, 2025

Benchmark Results (Julia v1)

Time benchmarks
master 0ef4714... master / 0ef4714...
construction/linear_N50 28.2 ± 2.9 μs 28.2 ± 14 μs 1 ± 0.5
construction/lotka_volterra 19 ± 0.22 μs 18.9 ± 0.2 μs 1 ± 0.016
construction/rober 18.9 ± 0.2 μs 19.1 ± 0.18 μs 0.992 ± 0.014
nonstiff/fitzhugh_nagumo/BS3 0.143 ± 0.01 ms 0.144 ± 0.01 ms 0.998 ± 0.099
nonstiff/fitzhugh_nagumo/DP5 0.0976 ± 0.0041 ms 0.0981 ± 0.0099 ms 0.995 ± 0.11
nonstiff/fitzhugh_nagumo/Tsit5 0.115 ± 0.0084 ms 0.116 ± 0.0076 ms 0.994 ± 0.097
nonstiff/fitzhugh_nagumo/Vern6 0.17 ± 0.0084 ms 0.164 ± 0.008 ms 1.04 ± 0.072
nonstiff/fitzhugh_nagumo/Vern7 0.115 ± 0.0084 ms 0.112 ± 0.0087 ms 1.02 ± 0.11
nonstiff/lotka_volterra/BS3 0.291 ± 0.011 ms 0.29 ± 0.01 ms 1 ± 0.051
nonstiff/lotka_volterra/DP5 0.0471 ± 0.016 ms 0.0474 ± 0.017 ms 0.995 ± 0.49
nonstiff/lotka_volterra/Tsit5 0.0631 ± 0.024 ms 0.063 ± 0.023 ms 1 ± 0.53
nonstiff/lotka_volterra/Vern6 0.0819 ± 0.011 ms 0.0819 ± 0.011 ms 1 ± 0.19
nonstiff/lotka_volterra/Vern7 0.0507 ± 0.021 ms 0.0496 ± 0.021 ms 1.02 ± 0.61
nonstiff/pleiades/BS3 0.0866 ± 0.012 s 0.0869 ± 0.013 s 0.997 ± 0.21
nonstiff/pleiades/DP5 1.24 ± 0.058 ms 1.24 ± 0.098 ms 1 ± 0.093
nonstiff/pleiades/Tsit5 15.4 ± 4.9 ms 16.2 ± 5.1 ms 0.946 ± 0.42
nonstiff/pleiades/Vern6 7.3 s 7.4 s 0.987
nonstiff/pleiades/Vern7 7.8 s 7.84 s 0.995
scaling/brusselator_2d/16x16 0.303 ± 0.024 s 0.306 ± 0.023 s 0.991 ± 0.11
scaling/brusselator_2d/32x32 7.19 s 7.19 s 1
scaling/brusselator_2d/8x8 11.2 ± 0.3 ms 11.1 ± 0.16 ms 1.01 ± 0.031
scaling/linear/N10 0.0376 ± 0.017 ms 0.037 ± 0.017 ms 1.02 ± 0.65
scaling/linear/N100 0.793 ± 0.018 ms 0.79 ± 0.016 ms 1 ± 0.03
scaling/linear/N50 0.215 ± 0.011 ms 0.211 ± 0.011 ms 1.02 ± 0.074
stiff/pollution/FBDF 0.588 ± 0.017 ms 0.587 ± 0.016 ms 1 ± 0.04
stiff/pollution/KenCarp4 0.545 ± 0.01 ms 0.543 ± 0.011 ms 1 ± 0.028
stiff/pollution/Rodas4 0.757 ± 0.019 ms 0.761 ± 0.018 ms 0.994 ± 0.034
stiff/pollution/Rosenbrock23 1.34 ± 0.04 ms 1.34 ± 0.038 ms 0.996 ± 0.041
stiff/pollution/TRBDF2 0.507 ± 0.013 ms 0.507 ± 0.014 ms 1 ± 0.038
stiff/rober/FBDF 0.605 ± 0.011 ms 0.609 ± 0.01 ms 0.993 ± 0.024
stiff/rober/KenCarp4 0.744 ± 0.02 ms 0.75 ± 0.019 ms 0.992 ± 0.036
stiff/rober/Rodas4 0.405 ± 0.0095 ms 0.403 ± 0.0097 ms 1.01 ± 0.034
stiff/rober/Rosenbrock23 0.276 ± 0.0095 ms 0.275 ± 0.0095 ms 1 ± 0.049
stiff/rober/TRBDF2 1.75 ± 0.012 ms 1.75 ± 0.013 ms 0.997 ± 0.01
stiff/van_der_pol/FBDF 9.97 ± 0.13 ms 9.87 ± 0.078 ms 1.01 ± 0.016
stiff/van_der_pol/KenCarp4 4.71 ± 0.07 ms 4.81 ± 0.067 ms 0.98 ± 0.02
stiff/van_der_pol/Rodas4 7.44 ± 0.05 ms 7.4 ± 0.05 ms 1.01 ± 0.0095
stiff/van_der_pol/Rosenbrock23 21.4 ± 0.16 ms 21.3 ± 0.16 ms 1.01 ± 0.011
stiff/van_der_pol/TRBDF2 2.98 ± 0.088 ms 3.01 ± 0.09 ms 0.991 ± 0.042
time_to_load 3.13 ± 0.0086 s 3.15 ± 0.023 s 0.995 ± 0.0077
Memory benchmarks
master 0ef4714... master / 0ef4714...
construction/linear_N50 0.071 k allocs: 0.0411 MB 0.071 k allocs: 0.0411 MB 1
construction/lotka_volterra 0.065 k allocs: 2.45 kB 0.065 k allocs: 2.45 kB 1
construction/rober 0.065 k allocs: 2.42 kB 0.065 k allocs: 2.42 kB 1
nonstiff/fitzhugh_nagumo/BS3 3.69 k allocs: 0.164 MB 3.69 k allocs: 0.164 MB 1
nonstiff/fitzhugh_nagumo/DP5 2.63 k allocs: 0.127 MB 2.63 k allocs: 0.127 MB 1
nonstiff/fitzhugh_nagumo/Tsit5 4 k allocs: 0.182 MB 4 k allocs: 0.182 MB 1
nonstiff/fitzhugh_nagumo/Vern6 4.54 k allocs: 0.207 MB 4.54 k allocs: 0.207 MB 1
nonstiff/fitzhugh_nagumo/Vern7 3.91 k allocs: 0.165 MB 3.91 k allocs: 0.165 MB 1
nonstiff/lotka_volterra/BS3 7.88 k allocs: 0.365 MB 7.88 k allocs: 0.365 MB 1
nonstiff/lotka_volterra/DP5 1.21 k allocs: 0.0543 MB 1.21 k allocs: 0.0543 MB 1
nonstiff/lotka_volterra/Tsit5 2.17 k allocs: 0.093 MB 2.17 k allocs: 0.093 MB 1
nonstiff/lotka_volterra/Vern6 2.24 k allocs: 0.0986 MB 2.24 k allocs: 0.0986 MB 1
nonstiff/lotka_volterra/Vern7 1.65 k allocs: 0.0736 MB 1.65 k allocs: 0.0736 MB 1
nonstiff/pleiades/BS3 0.685 M allocs: 0.0675 GB 0.685 M allocs: 0.0675 GB 1
nonstiff/pleiades/DP5 6.63 k allocs: 0.51 MB 6.63 k allocs: 0.51 MB 1
nonstiff/pleiades/Tsit5 0.186 M allocs: 20.4 MB 0.186 M allocs: 20.4 MB 1
nonstiff/pleiades/Vern6 0.038 G allocs: 4.05 GB 0.038 G allocs: 4.05 GB 1
nonstiff/pleiades/Vern7 0.044 G allocs: 4.63 GB 0.044 G allocs: 4.63 GB 1
scaling/brusselator_2d/16x16 3.58 k allocs: 0.152 GB 3.58 k allocs: 0.152 GB 1
scaling/brusselator_2d/32x32 3.4 k allocs: 2.22 GB 3.4 k allocs: 2.22 GB 1
scaling/brusselator_2d/8x8 2.62 k allocs: 8.76 MB 2.62 k allocs: 8.76 MB 1
scaling/linear/N10 0.752 k allocs: 0.0514 MB 0.752 k allocs: 0.0514 MB 1
scaling/linear/N100 2.27 k allocs: 0.901 MB 2.27 k allocs: 0.901 MB 1
scaling/linear/N50 1.66 k allocs: 0.348 MB 1.66 k allocs: 0.348 MB 1
stiff/pollution/FBDF 1.5 k allocs: 0.288 MB 1.5 k allocs: 0.288 MB 1
stiff/pollution/KenCarp4 0.516 k allocs: 0.134 MB 0.516 k allocs: 0.134 MB 1
stiff/pollution/Rodas4 1.28 k allocs: 0.363 MB 1.28 k allocs: 0.363 MB 1
stiff/pollution/Rosenbrock23 2.77 k allocs: 0.819 MB 2.77 k allocs: 0.819 MB 1
stiff/pollution/TRBDF2 0.783 k allocs: 0.168 MB 0.783 k allocs: 0.168 MB 1
stiff/rober/FBDF 2.89 k allocs: 0.137 MB 2.89 k allocs: 0.137 MB 1
stiff/rober/KenCarp4 1.3 k allocs: 0.0575 MB 1.3 k allocs: 0.0575 MB 1
stiff/rober/Rodas4 2.19 k allocs: 0.106 MB 2.19 k allocs: 0.106 MB 1
stiff/rober/Rosenbrock23 2.51 k allocs: 0.117 MB 2.51 k allocs: 0.117 MB 1
stiff/rober/TRBDF2 7.72 k allocs: 0.36 MB 7.72 k allocs: 0.36 MB 1
stiff/van_der_pol/FBDF 0.0444 M allocs: 2.2 MB 0.0444 M allocs: 2.2 MB 1
stiff/van_der_pol/KenCarp4 4.27 k allocs: 0.184 MB 4.27 k allocs: 0.184 MB 1
stiff/van_der_pol/Rodas4 0.0377 M allocs: 1.86 MB 0.0377 M allocs: 1.86 MB 1
stiff/van_der_pol/Rosenbrock23 0.213 M allocs: 9.09 MB 0.213 M allocs: 9.09 MB 1
stiff/van_der_pol/TRBDF2 5.02 k allocs: 0.212 MB 5.02 k allocs: 0.212 MB 1
time_to_load 0.159 k allocs: 11.2 kB 0.159 k allocs: 11.2 kB 1

- Add get_fsalfirstlast method for CashKarp5Cache
- Mark CashKarp5 as non-FSAL algorithm via isfsal trait

This fixes the MethodError that occurred when initializing the integrator.
Even though CashKarp5 is not FSAL, the get_fsalfirstlast method is still
required by the integrator initialization process.

🤖 Generated with [Claude Code](https://claude.ai/code)

Co-Authored-By: Claude <[email protected]>
@ChrisRackauckas ChrisRackauckas deleted the add-cash-karp-rk-method branch July 29, 2025 05:46
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