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 terms, which it translates to C code, compiles on the fly, and uses as the function to feed into SciPy’s ODE. This can result in a considerable speed boost, making the integration en par with purely compiled programs for large differential equations.
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