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docs: document parameter initialization in the tutorial
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AayushSabharwal committed Oct 8, 2024
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Expand Up @@ -201,6 +201,87 @@ long enough you will see that `λ = 0` is required for this equation, but since
problem constructor. Additionally, any warning about not being fully determined can
be suppressed via passing `warn_initialize_determined = false`.

## Initialization of parameters

Parameters may also be treated as unknowns in the initialization system. Doing so works
almost identically to the standard case. For a parameter to be an initialization unknown
(henceforth referred to as "solved parameter") it must represent a floating point number
(have a `symtype` of `Real` or `<:AbstractFloat`) or an array of such numbers. Additionally,
it must have a guess and one of the following conditions must be satisfied:

1. The value of the parameter as passed to `ODEProblem` is an expression involving other
variables/parameters. For example, if `[p => 2q + x]` is passed to `ODEProblem`. In
this case, `p ~ 2q + x` is used as an equation during initialization.
2. The parameter has a default (and no value for it is given to `ODEProblem`, since
that is condition 1). The default will be used as an equation during initialization.
3. The parameter has a default of `missing`. If `ODEProblem` is given a value for this
parameter, it is used as an equation during initialization (whether the value is an
expression or not).
4. `ODEProblem` is given a value of `missing` for the parameter. If the parameter has a
default, it will be used as an equation during initialization.

All parameter dependencies (where the dependent parameter is a floating point number or
array thereof) also become equations during initialization, and the dependent parameters
become unknowns.

`remake` will reconstruct the initialization system and problem, given the new
constraints provided to it. The new values will be combined with the original
variable-value mapping provided to `ODEProblem` and used to construct the initialization
problem.

### Parameter initialization by example

Consider the following system, where the sum of two unknowns is a constant parameter
`total`.

```@example paraminit
using ModelingToolkit, OrdinaryDiffEq # hidden
using ModelingToolkit: t_nounits as t, D_nounits as D # hidden
@variables x(t) y(t)
@parameters total
@mtkbuild sys = ODESystem([D(x) ~ -x, total ~ x + y], t;
defaults = [total => missing], guesses = [total => 1.0])
```

Given any two of `x`, `y` and `total` we can determine the remaining variable.

```@example paraminit
prob = ODEProblem(sys, [x => 1.0, y => 2.0], (0.0, 1.0))
integ = init(prob, Tsit5())
@assert integ.ps[total] ≈ 3.0 # hide
integ.ps[total]
```

Suppose we want to re-create this problem, but now solve for `x` given `total` and `y`:

```@example paraminit
prob2 = remake(prob; u0 = [y => 1.0], p = [total => 4.0])
initsys = prob2.f.initializeprob.f.sys
```

The system is now overdetermined. In fact:

```@example paraminit
[equations(initsys); observed(initsys)]
```

The system can never be satisfied and will always lead to an `InitialFailure`. This is
due to the aforementioned behavior of retaining the original variable-value mapping
provided to `ODEProblem`. To fix this, we pass `x => nothing` to `remake` to remove its
retained value.

```@example paraminit
prob2 = remake(prob; u0 = [y => 1.0, x => nothing], p = [total => 4.0])
initsys = prob2.f.initializeprob.f.sys
```

The system is fully determined, and the equations are solvable.

```@example
[equations(initsys); observed(initsys)]
```

## Diving Deeper: Constructing the Initialization System

To get a better sense of the initialization system and to help debug it, you can construct
Expand Down Expand Up @@ -383,3 +464,56 @@ sol[α * x - β * x * y]
```@example init
plot(sol)
```

## Solving for parameters during initialization

Sometimes, it is necessary to solve for a parameter during initialization. For example,
given a spring-mass system we want to find the un-stretched length of the spring given
that the initial condition of the system is its steady state.

```@example init
using ModelingToolkitStandardLibrary.Mechanical.TranslationalModelica: Fixed, Mass, Spring,
Force, Damper
using ModelingToolkitStandardLibrary.Blocks: Constant
@named mass = Mass(; m = 1.0, s = 1.0, v = 0.0, a = 0.0)
@named fixed = Fixed(; s0 = 0.0)
@named spring = Spring(; c = 2.0, s_rel0 = missing)
@named gravity = Force()
@named constant = Constant(; k = 9.81)
@named damper = Damper(; d = 0.1)
@mtkbuild sys = ODESystem(
[connect(fixed.flange, spring.flange_a), connect(spring.flange_b, mass.flange_a),
connect(mass.flange_a, gravity.flange), connect(constant.output, gravity.f),
connect(fixed.flange, damper.flange_a), connect(damper.flange_b, mass.flange_a)],
t;
systems = [fixed, spring, mass, gravity, constant, damper],
guesses = [spring.s_rel0 => 1.0])
```

Note that we explicitly provide `s_rel0 = missing` to the spring. Parameters are only
solved for during initialization if their value (either default, or explicitly passed
to the `ODEProblem` constructor) is `missing`. We also need to provide a guess for the
parameter.

If a parameter is not given a value of `missing`, and does not have a default or initial
value, the `ODEProblem` constructor will throw an error. If the parameter _does_ have a
value of `missing`, it must be given a guess.

```@example init
prob = ODEProblem(sys, [], (0.0, 1.0))
prob.ps[spring.s_rel0]
```

Note that the value of the parameter in the problem is zero, similar to unknowns that
are solved for during initialization.

```@example init
integ = init(prob)
integ.ps[spring.s_rel0]
```

The un-stretched length of the spring is now correctly calculated. The same result can be
achieved if `s_rel0 = missing` is omitted when constructing `spring`, and instead
`spring.s_rel0 => missing` is passed to the `ODEProblem` constructor along with values
of other parameters.

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