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Automatic convergence detection for iterative numerical methods. Stop wasting compute.

Project description

Convergio

Automatic convergence detection for iterative numerical methods.

Stop wasting compute. One function call tells you if your solver has converged, is oscillating, is stuck between two states, or is diverging.

"Your solver finished 3000 iterations ago."

Install

pip install convergio

Only dependency: NumPy.

Usage

Analyze a completed run

from convergio import detect

result = detect(my_residual_history)

print(result.state)        # "converged" | "oscillating" | "bistable" | "diverging"
print(result.quality)      # 0.0 — 1.0
print(result.converged_at) # step where convergence was detected
print(result.n_modes)      # number of distinct stable states

Monitor a running simulation

from convergio import watch

mon = watch(var_threshold=1e-6)

for step in range(10000):
    residual = solver.step()
    stop, info = mon.step(residual)
    if stop:
        print(f"Converged at step {step}")
        break

What it detects

State Meaning Recommendation
converged Signal has stabilized Stop
oscillating Signal oscillates without settling Continue or adjust parameters
bistable Signal jumps between 2+ distinct states Investigate — multiple solutions exist
diverging Variance is growing Restart with different parameters
warming_up Not enough data yet Continue

Works with

  • FEM / CFD solvers (residual monitoring)
  • ML training (loss convergence)
  • Monte Carlo simulations (running averages)
  • Optimization loops (objective function)
  • Molecular dynamics (energy equilibration)
  • Any iterative numerical process that produces a scalar time series

API

detect(signal, window=0, var_threshold=1e-6)

Analyze a complete time series. Returns ConvergenceResult.

watch(var_threshold=1e-6, check_every=50, min_steps=100)

Create a live monitor. Returns Watch object. Call .step(value) each iteration.

ConvergenceResult

Field Type Description
state str converged, oscillating, bistable, diverging, warming_up
quality float 0.0 — 1.0 convergence quality
converged_at int or None Step where convergence detected
final_variance float Variance of last window
oscillation_freq float Detected oscillation frequency
n_modes int Number of distinct stable states
recommendation str stop, continue, restart

License

MIT

Author

Maximilian Jurak — 3 Kaiserberge Engineering & Research

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