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Differential Equation System Solver

Project description

DESolver

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This is a python package for solving Initial Value Problems using various numerical integrators. Many integration routines are included ranging from fixed step to symplectic to adaptive integrators.

Documentation

Documentation is now available at desolver docs! This will be updated with new examples as they are written, currently the examples show the use of pyaudi.

Latest Release

3.0.0 - PyAudi support has been finalised. It is now possible to do numerical integrations using gdual variables such as gdual_double, gdual_vdouble and gdual_real128 (only on select platforms, refer to pyaudi docs for more information). Install desolver with pyaudi support using pip install desolver[pyaudi]. Documentation has also been added and is available at desolver docs.

2.5.0 - Event detection has been added to the module. It is now possible to do numerical integration with terminal and non-terminal events.

2.2.0 - PyTorch backend is now implemented. It is now possible to numerically integrate a system of equations that use pytorch tensors and then compute gradients from these.

Use of PyTorch backend requires installation of PyTorch from here.

To Install:

Just type

pip install desolver

Implemented Integration Methods

Explicit Methods

Adaptive Methods
  1. Runge-Kutta 14(12) with Feagin Coefficients [NEW]
  2. Runge-Kutta 10(8) with Feagin Coefficients [NEW]
  3. Runge-Kutta 8(7) with Dormand-Prince Coefficients [NEW]
  4. Runge-Kutta 4(5) with Cash-Karp Coefficients
  5. Adaptive Heun-Euler Method
Fixed Step Methods
  1. Runge-Kutta 4 - The classic RK4 integrator
  2. Runge-Kutta 5 - The 5th order integrator from RK45 with Cash-Karp Coefficients.
  3. BABs9o7H Method – Based on arXiv:1501.04345v2 - BAB’s9o7H
  4. ABAs5o6HA Method – Based on arXiv:1501.04345v2 - ABAs5o6H
  5. Midpoint Method
  6. Heun’s Method
  7. Euler’s Method
  8. Euler-Trapezoidal Method

Implicit Methods

NOT YET IMPLEMENTED

Minimal Working Example

This example shows the integration of a harmonic oscillator using DESolver.

import desolver as de
import desolver.backend as D

def rhs(t, state, k, m, **kwargs):
    return D.array([[0.0, 1.0], [-k/m,  0.0]])@state

y_init = D.array([1., 0.])

a = de.OdeSystem(rhs, y0=y_init, dense_output=True, t=(0, 2*D.pi), dt=0.01, rtol=1e-9, atol=1e-9, constants=dict(k=1.0, m=1.0))

print(a)

a.integrate()

print(a)

print("If the integration was successful and correct, a[0].y and a[-1].y should be near identical.")
print("a[0].y  = {}".format(a[0].y))
print("a[-1].y = {}".format(a[-1].y))

print("Maximum difference from initial state after one oscillation cycle: {}".format(D.max(D.abs(a[0].y-a[-1].y))))

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