diffrax
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patrick-kidger
Numerical differential equation solvers in JAX. Autodifferentiable and GPU-capable. https://docs.kidger.site/diffrax/
Hi again, I have found this repository is also useful to me. One thing that would be ideal to have is the differential algebraic equations (DAE) solver (http://www.scholarpedia.org/article/Differential-algebraic_equations), at least...
We have a lot of BibTeX references specified throughout the documentation. It would be nice to add: - DOI references to the BibTeX itself ```bibtex @article{blahblah, ... doi={...} } ```...
We now have a couple of simple ODE benchmarks, but could definitely afford to add a lot more.
(c.f. https://diffeq.sciml.ai/stable/extras/timestepping/) - [x] PIController - [x] PIDController - [x] SDE-suitable controllers based on half-step-sizes - [ ] Gustaffson acceleration / predictive controllers
- [x] Optimise-then-discretise - [ ] Reversible solvers - [ ] Interpolating adjoints - [x] Checkpointing? - [ ] Quadrature?
- At the moment we support DtO for both, of course. - Reversible solvers only exist for Stratonovich so that's a moot point. - The "ODE" OtD corresponds to Stratonovich....
At the moment it's fixed to an LU-based solver, but it'd be nice to make this an option: in particular to make using an SVD-based solver possible, which is helpful...
It's a bit of a wart, used only for passing `direction`. Likewise for `AbstractStepSizeController.wrap_solver`.
At the moment all global interpolation routines require that the sequence of times be strictly increasing. In practice it's often helpful to admit weakly increasing times as well, e.g. to...
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Numerical differential equation solvers in JAX. Autodifferentiable and GPU-capable. https://docs.kidger.site/diffrax/