Added integrators for solving IVPs. #75
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This is a placeholder PR for discussing where in
quantecon
these additional integrators/solvers for IVPs should live. The included integrators/solvers add functionality to thescipy.integrate.ode
class and are predominately used for teaching purposes (as theses solvers are generally slower and less accurate that the solvers included inscipy.integrate.ode
). Having said that, I have seen examples of where these simple integrators have been used in published research.I have currently included them as a top level module in
quantecon
but this is probably not where they belong. Although they are related to the numerical integration routines inquantecon.quad
, they are distinct enough that I am not sure that they belong inquantecon.quad
.One possibility might be to mimic the structure of
scipy.integrate
and make aquantecon.integrate
submodule and then movequad
,ivp
, andintegrators
there.