Numerical Integration
Goal
Provide a reliable workflow to select integrators, set tolerances, and manage adaptive time stepping for time-dependent simulations.
Requirements
- Python 3.8+
- NumPy (for some scripts)
- No heavy dependencies for core functionality
Inputs to Gather
| Input | Description | Example |
|---|
| Problem type | ODE/PDE, stiff/non-stiff | stiff PDE |
| Jacobian available | Can compute ∂f/∂u? | yes |
| Target accuracy | Desired error level | 1e-6 |
| Constraints | Memory, implicit allowed? | implicit OK |
| Time scale | Characteristic time | 1e-3 s |
Decision Guidance
Choosing an Integrator
Is the problem stiff?
├── YES → Is Jacobian available?
│ ├── YES → Use Rosenbrock or BDF
│ └── NO → Use BDF with numerical Jacobian
└── NO → Is high accuracy needed?
├── YES → Use RK45 or DOP853
└── NO → Use RK4 or Adams-Bashforth
Stiff vs Non-Stiff Detection
| Symptom | Likely Stiff | Action |
|---|
| dt shrinks to tiny values | Yes | Switch to implicit |
| Eigenvalues span many decades | Yes | Use BDF/Radau |
| Smooth solution, reasonable dt | No | Stay explicit |
Script Outputs (JSON Fields)
| Script | Key Outputs |
|---|
scripts/error_norm.py | error_norm, scale_min, scale_max |
scripts/adaptive_step_controller.py | accept, dt_next, factor |
scripts/integrator_selector.py | recommended, alternatives, notes |
scripts/imex_split_planner.py | implicit_terms, explicit_terms, splitting_strategy |
scripts/splitting_error_estimator.py | error_estimate, substeps |
Workflow
- Classify stiffness - Check eigenvalue spread or use stiffness_detector
- Choose tolerances - See
references/tolerance_guidelines.md - Select integrator - Run
scripts/integrator_selector.py - Compute error norms - Use
scripts/error_norm.py for step acceptance - Adapt step size - Use
scripts/adaptive_step_controller.py - Plan IMEX/splitting - If mixed stiff/nonstiff, use
scripts/imex_split_planner.py - Validate convergence - Repeat with tighter tolerances
Conversational Workflow Example
User: I'm solving the Allen-Cahn equation with a stiff double-well potential. What integrator should I use?
Agent workflow:
- Check integrator options:
python3 scripts/integrator_selector.py --stiff --jacobian-available --accuracy high --json - Plan the IMEX splitting (diffusion implicit, reaction explicit):
python3 scripts/imex_split_planner.py --stiff-terms diffusion --nonstiff-terms reaction --coupling weak --json - Recommend: Use IMEX-BDF2 with diffusion term implicit, double-well reaction explicit.
Pre-Integration Checklist
- Identify stiffness and dominant time scales
- Set
rtol/atol consistent with physics and units - Confirm integrator compatibility with stiffness
- Use error norm to accept/reject steps
- Verify convergence with tighter tolerance run
CLI Examples
# Select integrator for stiff problem with Jacobian
python3 scripts/integrator_selector.py --stiff --jacobian-available --accuracy high --json
# Compute scaled error norm
python3 scripts/error_norm.py --error 0.01,0.02 --solution 1.0,2.0 --rtol 1e-3 --atol 1e-6 --json
# Adaptive step control with PI controller
python3 scripts/adaptive_step_controller.py --dt 1e-2 --error-norm 0.8 --order 4 --controller pi --json
# Plan IMEX splitting
python3 scripts/imex_split_planner.py --stiff-terms diffusion,elastic --nonstiff-terms reaction --coupling strong --json
# Estimate splitting error
python3 scripts/splitting_error_estimator.py --dt 1e-4 --scheme strang --commutator-norm 50 --target-error 1e-6 --json
Error Handling
| Error | Cause | Resolution |
|---|
rtol and atol must be positive | Invalid tolerances | Use positive values |
error-norm must be positive | Negative error norm | Check error computation |
Unknown controller | Invalid controller type | Use i, pi, or pid |
Splitting requires at least one term | Empty term list | Specify stiff or nonstiff terms |
Interpretation Guidance
Error Norm Values
| Error Norm | Meaning | Action |
|---|
| < 1.0 | Step acceptable | Accept, maybe increase dt |
| ≈ 1.0 | At tolerance boundary | Accept with current dt |
| > 1.0 | Step rejected | Reject, reduce dt |
Controller Selection
| Controller | Properties | Best For |
|---|
| I (integral) | Simple, some overshoot | Non-stiff, moderate accuracy |
| PI (proportional-integral) | Smooth, robust | General use |
| PID | Aggressive adaptation | Rapidly varying dynamics |
IMEX Strategy
| Coupling | Strategy |
|---|
| Weak | Simple operator splitting |
| Moderate | Strang splitting |
| Strong | Fully coupled IMEX-RK |
Security
Input Validation
- All numeric inputs (
dt, rtol, atol, error_norm, stiffness_ratio, commutator_norm, etc.) are validated as finite numbers at the function boundary imex_split_planner.py validates term names against [a-zA-Z_][a-zA-Z0-9_ -]* with length and count limits, preventing injection payloads in user-supplied term lists- Comma-separated value lists are capped at 100,000 entries to prevent resource exhaustion
- Numeric bounds enforced:
dimension capped at 10 billion, order at 20, stiffness_ratio at 1e30 --controller is validated against a fixed allowlist (i, pi, pid)--scheme is validated against known splitting schemes (lie, strang)
File Access
- Scripts read no external files; all inputs are provided via CLI arguments
- Scripts write only to stdout (JSON output); no files are created unless the agent explicitly uses the Write tool
Tool Restrictions
- Read: Used to inspect script source, references, and user configuration files
- Write: Used to save integrator recommendations or splitting plans; writes are scoped to the user's working directory
- Grep/Glob: Used to locate relevant files and search references
- The skill's
allowed-tools excludes Bash to prevent the agent from executing arbitrary commands when processing user-provided inputs
Safety Measures
- No
eval(), exec(), or dynamic code generation - All subprocess calls use explicit argument lists (no
shell=True) - Reduced tool surface (no Bash) limits the agent to read/write operations only
- Term names are sanitized before use, preventing shell metacharacter injection
Limitations
- No automatic stiffness detection: Use stiffness_detector from numerical-stability
- Splitting assumes separability: Terms must be cleanly separable
- Jacobian requirement: Some methods need analytical or numerical Jacobian
References
references/method_catalog.md - Integrator options and propertiesreferences/tolerance_guidelines.md - Choosing rtol/atolreferences/error_control.md - Error norm and adaptation formulasreferences/imex_guidelines.md - Stiff/non-stiff splittingreferences/splitting_catalog.md - Operator splitting patternsreferences/multiphase_field_patterns.md - Phase-field specific splits
Version History
- v1.1.0 (2024-12-24): Enhanced documentation, decision guidance, examples
- v1.0.0: Initial release with 5 integration scripts