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https://github.com/sciml/diffeqcallbacks.jl

A library of useful callbacks for hybrid scientific machine learning (SciML) with augmented differential equation solvers
https://github.com/sciml/diffeqcallbacks.jl

callback dae dde differential-equations julia neural-ode ode scientific-machine-learning sciml sde

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A library of useful callbacks for hybrid scientific machine learning (SciML) with augmented differential equation solvers

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# DiffEqCallbacks.jl: Prebuilt Callbacks for extending the solvers of DifferentialEquations.jl

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[DifferentialEquations.jl](https://docs.sciml.ai/DiffEqDocs/stable/) has an expressive callback system
which allows for customizable transformations of the solver behavior. DiffEqCallbacks.jl
is a library of pre-built callbacks which makes it easy to transform the solver into a
domain-specific simulation tool.

## Tutorials and Documentation

For information on using the package,
[see the stable documentation](https://docs.sciml.ai/DiffEqCallbacks/stable/). Use the
[in-development documentation](https://docs.sciml.ai/DiffEqCallbacks/dev/) for the version of
the documentation, which contains the unreleased features.

## Manifold Projection Example

Here we solve the harmonic oscillator:

```julia
using OrdinaryDiffEq

u0 = ones(2)
function f(du, u, p, t)
du[1] = u[2]
du[2] = -u[1]
end
prob = ODEProblem(f, u0, (0.0, 100.0))
```

However, this problem is supposed to conserve energy, and thus we define our manifold
to conserve the sum of squares:

```julia
function g(resid, u, p, t)
resid[1] = u[2]^2 + u[1]^2 - 2
end
```

To build the callback, we call

```julia
using DiffEqCallbacks, ADTypes
cb = ManifoldProjection(g, autodiff = AutoForwardDiff(), resid_prototype = zeros(1))
```

Using this callback, the Runge-Kutta method `Vern7` conserves energy. Note that the
standard saving occurs after the step and before the callback, and thus we set
`save_everystep=false` to turn off all standard saving and let the callback
save after the projection is applied.

```julia
using Test
sol = solve(prob, Vern7(), save_everystep = false, callback = cb)
@test sol[end][1]^2 + sol[end][2]^2 ≈ 2
```

![manifold_projection](https://user-images.githubusercontent.com/1814174/184501895-38f081b6-3d7a-434c-adca-63b6b36a315c.png)