feat: add discrete saving to callback structs

Author: AayushSabharwal

src/callbacks.jl

@@ -110,8 +110,13 @@ Contains a single callback whose `condition` is a continuous function. The callb
     `affect!` satisfies the constraints (or else errors). It is not recommended that `NoInit()` is
     used as that will lead to an unstable step following initialization. This warning can be
     ignored for non-DAE ODEs.
+
+# Extended help
+
+- `discrete_save_idxs`: An iterable of timeseries indexes to save after the callback triggers. MTK-only
+  API
 """
-struct ContinuousCallback{F1, F2, F3, F4, F5, T, T2, T3, T4, I, R} <:
+struct ContinuousCallback{F1, F2, F3, F4, F5, T, T2, T3, T4, I, R, DSI} <:
        AbstractContinuousCallback
     condition::F1
     affect!::F2
@@ -127,20 +132,20 @@ struct ContinuousCallback{F1, F2, F3, F4, F5, T, T2, T3, T4, I, R} <:
     reltol::T2
     repeat_nudge::T3
     initializealg::T4
+    discrete_save_idxs::DSI
     function ContinuousCallback(condition::F1, affect!::F2, affect_neg!::F3,
             initialize::F4, finalize::F5, idxs::I, rootfind,
             interp_points, save_positions, dtrelax::R, abstol::T,
-            reltol::T2,
-            repeat_nudge::T3,
-            initializealg::T4 = nothing) where {F1, F2, F3, F4, F5, T, T2, T3, T4, I, R
+            reltol::T2, repeat_nudge::T3, initializealg::T4 = nothing,
+            discrete_save_idxs::DSI = ()) where {F1, F2, F3, F4, F5, T, T2, T3, T4, I, R, DSI
     }
         _condition = prepare_function(condition)
-        new{typeof(_condition), F2, F3, F4, F5, T, T2, T3, T4, I, R}(_condition,
+        new{typeof(_condition), F2, F3, F4, F5, T, T2, T3, T4, I, R, DSI}(_condition,
             affect!, affect_neg!,
             initialize, finalize, idxs, rootfind,
             interp_points,
             BitArray(collect(save_positions)),
-            dtrelax, abstol, reltol, repeat_nudge, initializealg)
+            dtrelax, abstol, reltol, repeat_nudge, initializealg, discrete_save_idxs)
     end
 end
 
@@ -154,12 +159,13 @@ function ContinuousCallback(condition, affect!, affect_neg!;
         dtrelax = 1,
         abstol = 10eps(), reltol = 0,
         repeat_nudge = 1 // 100,
-        initializealg = nothing)
+        initializealg = nothing,
+        discrete_save_idxs = ())
     ContinuousCallback(condition, affect!, affect_neg!, initialize, finalize,
         idxs,
         rootfind, interp_points,
         save_positions,
-        dtrelax, abstol, reltol, repeat_nudge, initializealg)
+        dtrelax, abstol, reltol, repeat_nudge, initializealg, discrete_save_idxs)
 end
 
 function ContinuousCallback(condition, affect!;
@@ -172,11 +178,11 @@ function ContinuousCallback(condition, affect!;
         interp_points = 10,
         dtrelax = 1,
         abstol = 10eps(), reltol = 0, repeat_nudge = 1 // 100,
-        initializealg = nothing)
+        initializealg = nothing, discrete_save_idxs = ())
     ContinuousCallback(condition, affect!, affect_neg!, initialize, finalize, idxs,
         rootfind, interp_points,
         collect(save_positions),
-        dtrelax, abstol, reltol, repeat_nudge, initializealg)
+        dtrelax, abstol, reltol, repeat_nudge, initializealg, discrete_save_idxs)
 end
 
 """
@@ -219,8 +225,13 @@ multiple events.
   - `len`: Number of callbacks chained. This is compulsory to be specified.
 
 Rest of the arguments have the same meaning as in [`ContinuousCallback`](@ref).
+
+# Extended help
+
+- `discrete_save_idxs`: An iterable of `len` elements, where the `i`th element is an iterable of timeseries
+  indexes to save when the `i`th event triggers. MTK-only API.
 """
-struct VectorContinuousCallback{F1, F2, F3, F4, F5, T, T2, T3, T4, I, R} <:
+struct VectorContinuousCallback{F1, F2, F3, F4, F5, T, T2, T3, T4, I, R, DSI} <:
        AbstractContinuousCallback
     condition::F1
     affect!::F2
@@ -237,21 +248,24 @@ struct VectorContinuousCallback{F1, F2, F3, F4, F5, T, T2, T3, T4, I, R} <:
     reltol::T2
     repeat_nudge::T3
     initializealg::T4
+    discrete_save_idxs::DSI
     function VectorContinuousCallback(
             condition::F1, affect!::F2, affect_neg!::F3, len::Int,
             initialize::F4, finalize::F5, idxs::I, rootfind,
             interp_points, save_positions, dtrelax::R,
-            abstol::T, reltol::T2,
-            repeat_nudge::T3,
-            initializealg::T4 = nothing) where {F1, F2, F3, F4, F5, T, T2,
-            T3, T4, I, R}
+            abstol::T, reltol::T2, repeat_nudge::T3,
+            initializealg::T4 = nothing,
+            discrete_save_idxs::DSI = ()) where {F1, F2, F3, F4, F5, T, T2,
+            T3, T4, I, R, DSI}
         _condition = prepare_function(condition)
-        new{typeof(_condition), F2, F3, F4, F5, T, T2, T3, T4, I, R}(_condition,
+        new{typeof(_condition), F2, F3, F4, F5, T, T2, T3, T4, I, R, DSI}(
+            _condition,
             affect!, affect_neg!, len,
             initialize, finalize, idxs, rootfind,
             interp_points,
             BitArray(collect(save_positions)),
-            dtrelax, abstol, reltol, repeat_nudge, initializealg)
+            dtrelax, abstol, reltol, repeat_nudge, initializealg,
+            discrete_save_idxs)
     end
 end
 
@@ -264,13 +278,13 @@ function VectorContinuousCallback(condition, affect!, affect_neg!, len;
         interp_points = 10,
         dtrelax = 1,
         abstol = 10eps(), reltol = 0, repeat_nudge = 1 // 100,
-        initializealg = nothing)
+        initializealg = nothing, discrete_save_idxs = ())
     VectorContinuousCallback(condition, affect!, affect_neg!, len,
         initialize, finalize,
         idxs,
         rootfind, interp_points,
         save_positions, dtrelax,
-        abstol, reltol, repeat_nudge, initializealg)
+        abstol, reltol, repeat_nudge, initializealg, discrete_save_idxs)
 end
 
 function VectorContinuousCallback(condition, affect!, len;
@@ -283,12 +297,12 @@ function VectorContinuousCallback(condition, affect!, len;
         interp_points = 10,
         dtrelax = 1,
         abstol = 10eps(), reltol = 0, repeat_nudge = 1 // 100,
-        initializealg = nothing)
+        initializealg = nothing, discrete_save_idxs = ())
     VectorContinuousCallback(condition, affect!, affect_neg!, len, initialize, finalize,
         idxs,
         rootfind, interp_points,
         collect(save_positions),
-        dtrelax, abstol, reltol, repeat_nudge, initializealg)
+        dtrelax, abstol, reltol, repeat_nudge, initializealg, discrete_save_idxs)
 end
 
 """
@@ -339,31 +353,39 @@ DiscreteCallback(condition, affect!;
     `affect!` satisfies the constraints (or else errors). It is not recommended that `NoInit()` is
     used as that will lead to an unstable step following initialization. This warning can be
     ignored for non-DAE ODEs.
+
+# Extended help
+
+- `discrete_save_idxs`: An iterable of timeseries indexes to save after the callback triggers. MTK-only
+  API
 """
-struct DiscreteCallback{F1, F2, F3, F4, F5} <: AbstractDiscreteCallback
+struct DiscreteCallback{F1, F2, F3, F4, F5, DSI} <: AbstractDiscreteCallback
     condition::F1
     affect!::F2
     initialize::F3
     finalize::F4
     save_positions::BitArray{1}
     initializealg::F5
+    discrete_save_idxs::DSI
     function DiscreteCallback(condition::F1, affect!::F2,
             initialize::F3, finalize::F4,
             save_positions,
-            initializealg::F5 = nothing) where {F1, F2, F3, F4, F5}
+            initializealg::F5 = nothing,
+            discrete_save_idxs::DSI = ()) where {F1, F2, F3, F4, F5, DSI}
         _condition = prepare_function(condition)
-        new{typeof(_condition), F2, F3, F4, F5}(_condition,
+        new{typeof(_condition), F2, F3, F4, F5, DSI}(_condition,
             affect!, initialize, finalize,
             BitArray(collect(save_positions)),
-            initializealg)
+            initializealg, discrete_save_idxs)
     end
 end
 function DiscreteCallback(condition, affect!;
         initialize = INITIALIZE_DEFAULT, finalize = FINALIZE_DEFAULT,
         save_positions = (true, true),
-        initializealg = nothing)
+        initializealg = nothing, discrete_save_idxs = ())
     DiscreteCallback(
-        condition, affect!, initialize, finalize, save_positions, initializealg)
+        condition, affect!, initialize, finalize, save_positions, initializealg,
+        discrete_save_idxs)
 end
 
 """
@@ -420,3 +442,34 @@ end
     split_callbacks((cs..., d.continuous_callbacks...), (ds..., d.discrete_callbacks...),
         args...)
 end
+
+function save_discretes!(integrator::DEIntegrator, cb::Union{ContinuousCallback, DiscreteCallback}; skip_duplicates = false)
+    for idx in cb.discrete_save_idxs
+        save_discretes!(integrator, idx; skip_duplicates)
+    end
+end
+
+function save_discretes!(integrator::DEIntegrator, cb::VectorContinuousCallback)
+    isempty(cb.discrete_save_idxs) && return
+    for idx in eachindex(cb.discrete_save_idxs)
+        save_discretes!(integrator, cb, idx; skip_duplicates = true)
+    end
+end
+
+function save_discretes!(integrator::DEIntegrator, cb::VectorContinuousCallback, i; skip_duplicates = false)
+    isempty(cb.discrete_save_idxs) && return
+    for idx in cb.discrete_save_idxs[i]
+        save_discretes!(integrator, idx; skip_duplicates)
+    end
+end
+
+function _save_all_discretes!(integrator::DEIntegrator, cb::DECallback, cbs::DECallback...)
+    save_discretes!(integrator, cb; skip_duplicates = true)
+    _save_all_discretes!(integrator, cbs...)
+end
+
+_save_all_discretes!(::DEIntegrator) = nothing
+
+function save_discretes!(integrator::DEIntegrator, cb::CallbackSet; kw...)
+    _save_all_discretes!(integrator, cb.continuous_callbacks..., cb.discrete_callbacks...)
+end

src/solutions/ode_solutions.jl

@@ -422,28 +422,34 @@ end
 Save the parameter timeseries with index `timeseries_idx`. Calls `get_saveable_values` to
 get the values to save. If it returns `nothing`, then the save does not happen.
 """
-function save_discretes!(integ::DEIntegrator, timeseries_idx)
+function save_discretes!(integ::DEIntegrator, timeseries_idx; skip_duplicate = false)
     inner_sol = get_sol(integ)
     vals = get_saveable_values(inner_sol, parameter_values(integ), timeseries_idx)
     vals === nothing && return
-    save_discretes!(integ.sol, current_time(integ), vals, timeseries_idx)
+    save_discretes!(integ.sol, current_time(integ), vals, timeseries_idx; skip_duplicate)
 end
 
 save_discretes!(args...) = nothing
 
 # public API, used by MTK
-function save_discretes!(sol::AbstractODESolution, t, vals, timeseries_idx)
+function save_discretes!(sol::AbstractODESolution, t, vals, timeseries_idx; skip_duplicate = false)
     RecursiveArrayTools.has_discretes(sol) || return
     disc = RecursiveArrayTools.get_discretes(sol)
-    _save_discretes_internal!(disc[timeseries_idx], t, vals)
+    _save_discretes_internal!(disc[timeseries_idx], t, vals; skip_duplicate)
 end
 
-function _save_discretes_internal!(A::AbstractDiffEqArray, t, vals)
+function _save_discretes_internal!(A::AbstractDiffEqArray, t, vals; skip_duplicate = false)
+    if skip_duplicate && isequal(t, A.t[end])
+        return
+    end
     push!(A.t, t)
     push!(A.u, vals)
 end
 
-function _save_discretes_internal!(A::PeriodicDiffEqArray, t, vals)
+function _save_discretes_internal!(A::PeriodicDiffEqArray, t, vals; skip_duplicate = false)
+    if skip_duplicate && !isempty(A.u) && isequal(A.t[length(A.u)], t)
+        return
+    end
     idx = length(A.u) + 1
     if A.t[idx] ≉ t
         error("Tried to save periodic discrete value with timeseries $(A.t) at time $t")