Just-in-Time Compilation for Ordinary Differential Equations
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.
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Installation instructions. In most cases, pip3 install jitcode or similar should do the job.
This work was supported by the Volkswagen Foundation (Grant No. 88463).
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