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Just-in-Time Compilation for Ordinary Differential Equations
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Gerrit Ansmann
Latest commit 1b24c8f Jun 6, 2019

README.rst

JiTCODE stands for just-in-time compilation for ordinary differential equations and is an extension of SciPy’s ODE (scipy.integrate.ode). Where SciPy’s ODE takes a Python function as an argument, JiTCODE takes an iterable (or generator function) of SymPy expressions, which it translates to C code, compiles on the fly, and uses as the function to feed into SciPy’s ODE. If you want to integrate delay or stochastic differential equations, check out JiTCDDE, or JiTCSDE, respectively.

This work was supported by the Volkswagen Foundation (Grant No. 88463).

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