Bouncing Ball Hybrid ODE Optimization
The bouncing ball is a classic hybrid ODE which can be represented in the DifferentialEquations.jl event handling system. This can be applied to ODEs, SDEs, DAEs, DDEs, and more. Let's now add the DiffEqFlux machinery to this problem in order to optimize the friction that's required to match data. Assume we have data for the ball's height after 15 seconds. Let's first start by implementing the ODE:
using DiffEqFlux, Optim, OrdinaryDiffEq, DiffEqSensitivity
function f(du,u,p,t)
du[1] = u[2]
du[2] = -p[1]
end
function condition(u,t,integrator) # Event when event_f(u,t) == 0
u[1]
end
function affect!(integrator)
integrator.u[2] = -integrator.p[2]*integrator.u[2]
end
cb = ContinuousCallback(condition,affect!)
u0 = [50.0,0.0]
tspan = (0.0,15.0)
p = [9.8, 0.8]
prob = ODEProblem(f,u0,tspan,p)
sol = solve(prob,Tsit5(),callback=cb)
Here we have a friction coefficient of 0.8
. We want to refine this coefficient to find the value so that the predicted height of the ball at the endpoint is 20. We do this by minimizing a loss function against the value 20:
function loss(θ)
sol = solve(prob,Tsit5(),p=[9.8,θ[1]],callback=cb,sensealg=ForwardDiffSensitivity())
target = 20.0
abs2(sol[end][1] - target)
end
loss([0.8])
res = DiffEqFlux.sciml_train(loss,[0.8],BFGS())
* Status: success
* Candidate solution
Final objective value: 3.995469e-01
* Found with
Algorithm: BFGS
* Convergence measures
|x - x'| = 4.93e-07 ≰ 0.0e+00
|x - x'|/|x'| = 5.69e-07 ≰ 0.0e+00
|f(x) - f(x')| = 8.12e-10 ≰ 0.0e+00
|f(x) - f(x')|/|f(x')| = 2.03e-09 ≰ 0.0e+00
|g(x)| = 7.71e-12 ≤ 1.0e-08
* Work counters
Seconds run: 0 (vs limit Inf)
Iterations: 5
f(x) calls: 16
∇f(x) calls: 16
Finding an optimal friction coefficient of approximately 0.866
. In that version we showcased forward sensitivity analysis, but adjoints can be utilized as well:
function loss(θ)
sol = solve(prob,Tsit5(),p=[9.8,θ[1]],callback=cb,sensealg=ReverseDiffAdjoint())
target = 20.0
abs2(sol[end][1] - target)
end
loss([0.8])
res = DiffEqFlux.sciml_train(loss,[0.8],BFGS())
* Status: success
* Candidate solution
Final objective value: 3.995469e-01
* Found with
Algorithm: BFGS
* Convergence measures
|x - x'| = 4.93e-07 ≰ 0.0e+00
|x - x'|/|x'| = 5.69e-07 ≰ 0.0e+00
|f(x) - f(x')| = 8.12e-10 ≰ 0.0e+00
|f(x) - f(x')|/|f(x')| = 2.03e-09 ≰ 0.0e+00
|g(x)| = 7.71e-12 ≤ 1.0e-08
* Work counters
Seconds run: 0 (vs limit Inf)
Iterations: 5
f(x) calls: 16
∇f(x) calls: 16