Differential equations (vp.ode)
Initial value problems y' = f(t, y, p), with the right-hand side written in Viv or translated from Python.
- Dormand-Prince 5(4) for non-stiff problems, Radau IIA of order 5 and variable-order BDF for stiff ones
auto, which switches from the first to the second when it detects stiffness- exact Jacobians, by reverse-mode differentiation of the right-hand side
- events located on the dense output
batch, which solves thousands of parameter sets in one call
Dormand-Prince follows SciPy's solve_ivp step for step, Radau and BDF take its steps to within two, and all three are checked against the published reference solutions of the stiff test set.
Part of the distribution vipyr; it runs from a checkout of the
repository. Planned on PyPI as pip install vipyr.
Functions
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vp.ode.batch - Solve one initial value problem for many parameter sets and initial states in one call.
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vp.ode.solve - Solve an initial value problem y' = f(t, y, p), stiff or not, with the right-hand side in Viv.