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Just-in-Time Compilation for Ordinary Differential Equations

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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.

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

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