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Just-in-Time Compilation for Ordinary Differential Equations

Project description

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.

  • Documentation – Read this to get started and for reference. Don’t miss that some topics are addressed in the common JiTC*DE documentation.

  • Paper – Read this for the scientific background. Cite this (BibTeX) if you wish to give credit or to shift blame. As soon as this is published in a journal, you will find an update here.

  • Issue Tracker – Please report any bugs here. Also feel free to ask for new features.

  • 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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