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FastRK, a generator of fast jit-compiled code for ODE propagation by ERK methods with adaptive step and events

Project description

FastRK

  • developed as fast alternative for subset of scipy.integrate.ode methods (i.e. DOP853);
  • is a python code generator for Ordinary Differential Equations (ODE) propagation;
  • uses explicit embedded Runge-Kutta (ERK) methods adaptive step technique;
  • calculates events using event functions (like scipy.integrate.solve_ivp);
  • is jit-compiled by Numba;
    • compiled code cached on SSD/HDD to prevent unnecessary recompilation;
  • OS-independent (to the same extent as Numba);
  • contains Butcher Tables for several ERK methods:
    • Dormand and Prince 6(5)8M;
    • Dormand and Prince 8(7)13M;
      • ~2-3x faster than DOP853 from scipy.integrate.ode
    • Verner's 8(9)16;
  • user-defined Butcher Tables also supported;
  • generated code is open and user-modifiable;

Butcher Tables was adapted from TrackerComponentLibrary.

Installation

pip install fastrk

Examples

TBD

Core Developer

Stanislav Bober, MIEM NRU HSE, IKI RAS

Project details


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