Skip to main content
Pre-release

This release is a pre-release and may not be stable for production use.

pyCollocation

Build Status Coverage Status Documentation Status Code Climate Latest Version Downloads DOI

Python package for solving initial value problems (IVP) and two-point boundary value problems (2PBVP) using the collocation method with various basis functions. Currently I have implemented the following basis functions:

Installation

Assuming you have pip on your computer (as will be the case if you’ve installed Anaconda) you can install the latest stable release of pycollocation by typing

pip install pycollocation

at a terminal prompt.

Example notebooks

Economics

There are a number of example notebooks that demonstrate how to use the library to solve seminal models in the economics literature.

Physics

More notebooks will be added in the near future (hopefully!)…and suggestions for example notebooks are very welcome!

Roadmap to 1.0

Ultimately I am hoping to contribute this package to either SciPy or QuantEcon, depending. Ideally, version 1.0 of pyCollocation would include the following functionality…

  • Support for at least two additional classes of basis functions: B-Splines, what else? Next obvious candidate would be some basis functions specifically used to approximate periodic functions.

  • Support a solver for over-identified systems of equations. Currently the Solver class requires the system of equations defined by the collocation residuals to be exactly identified. Many economic applications, particularly models of optimal bidding functions for various types of auctions, naturally lead to over-identified systems.

  • Built-in support for computing Jacobian matrix for the system of equations defined by the collocation residuals. Given a user-supplied Jacobian for the BVP, one can apply the chain rule to construct the Jacobian matrix for system of equations defined by the collocation residuals.

  • Support for solving models with unknown parameters (similar to scikits.bvp_solver). This would allow for the possibility to simultaneously solve and calibrate a model.

  • Support for free boundary conditions. This comes up a lot in auction theory applications where the upper bounds on the bidder valuation distributions are unknown.

Metadata

Release files for pyCollocation 0.5-alpha

For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.

Source distribution (sdist)

Source distribution for pyCollocation 0.5-alpha
File Size Uploaded Provenance
pycollocation-0.5-alpha.tar.gz 4.0 kB Without provenance Details

Release files / pycollocation-0.5-alpha.tar.gz

Download URL pycollocation-0.5-alpha.tar.gz
Size 4.0 kB
Tags Source
SHA-256 checksum
How to use checksums
33705437e562a7559c59f951361a504dc0730d679c06d6a50a77fa8f1104a3a3
BLAKE2b-256 checksum
How to use checksums
7b4a030bc91d11abb222f7bb75fcb50df8f21eab3976e510996373f86c914600
Upload date
Uploaded using Trusted Publishing?
What is trusted publishing?
No

Security for pyCollocation 0.5-alpha

Provenance

Provenance describes where a file came from. On PyPI, provenance is shared via attestations, which provide a verifiable record of the build or publishing details. View details, limitations and caveats.

No provenance found

None of the files in this release were uploaded with provenance metadata.

A note on package security

PyPI is a repository for distributing packages, not a service for auditing them. While third-party security researchers and our staff do their best to detect and remove malicious packages, PyPI cannot guarantee the quality, security or suitability of any given package.

Anthropic, PBC Visionary sponsor Bloomberg Visionary sponsor Hudson River Trading Visionary sponsor Meta Visionary sponsor NVIDIA Visionary sponsor Microsoft Sustainability sponsor Depot Continuous Integration AWS Cloud computing and Security Sponsor Datadog Monitoring Fastly CDN Google Download Analytics Sentry Error logging StatusPage Status page