heyoka

Modern Taylor's method via just-in-time compilation
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The heyókȟa [...] is a kind of sacred clown in the culture of the Sioux (Lakota and Dakota people) of the Great Plains of North America. The heyoka is a contrarian, jester, and satirist, who speaks, moves and reacts in an opposite fashion to the people around them.

heyoka is a C++ library for the integration of ordinary differential equations (ODEs) via Taylor's method. Notable features include:

• support for both double-precision and extended-precision floating-point types (80-bit and 128-bit),
• the ability to maintain machine precision accuracy over tens of billions of timesteps,
• high-precision zero-cost dense output,
• accurate and reliable event detection,
• batch mode integration to harness the power of modern SIMD instruction sets,
• ensemble simulations and automatic parallelisation,
• a high-performance implementation of Taylor's method based on automatic differentiation techniques and aggressive just-in-time compilation via LLVM.

If you prefer using Python rather than C++, heyoka can be used from Python via heyoka.py, its Python bindings.

If you are using heyoka as part of your research, teaching, or other activities, we would be grateful if you could star the repository and/or cite our work. For citation purposes, you can use the following BibTex entry, which refers to the heyoka paper (arXiv preprint):

@article{10.1093/mnras/stab1032,
    author = {Biscani, Francesco and Izzo, Dario},
    title = "{Revisiting high-order Taylor methods for astrodynamics and celestial mechanics}",
    journal = {Monthly Notices of the Royal Astronomical Society},
    volume = {504},
    number = {2},
    pages = {2614-2628},
    year = {2021},
    month = {04},
    issn = {0035-8711},
    doi = {10.1093/mnras/stab1032},
    url = {https://doi.org/10.1093/mnras/stab1032},
    eprint = {https://academic.oup.com/mnras/article-pdf/504/2/2614/37750349/stab1032.pdf}
}

Quick example

As a simple example, here's how the ODE system of the pendulum is defined and numerically integrated in heyoka:

#include <iostream>

#include <heyoka/heyoka.hpp>

using namespace heyoka;

int main()
{
    // Create the symbolic variables x and v.
    auto [x, v] = make_vars("x", "v");

    // Create the integrator object
    // in double precision.
    auto ta = taylor_adaptive<double>{// Definition of the ODE system:
                                      // x' = v
                                      // v' = -9.8 * sin(x)
                                      {prime(x) = v, prime(v) = -9.8 * sin(x)},
                                      // Initial conditions
                                      // for x and v.
                                      {0.05, 0.025}};

    // Integrate for 10 time units.
    ta.propagate_for(10.);

    // Print the state vector.
    std::cout << "x(10) = " << ta.get_state()[0] << '\n';
    std::cout << "v(10) = " << ta.get_state()[1] << '\n';
}

Output:

x(10) = 0.0487397
y(10) = 0.0429423

Documentation

The full documentation can be found here.

Authors

• Francesco Biscani (Max Planck Institute for Astronomy)
• Dario Izzo (European Space Agency)

License

heyoka is released under the MPL-2.0 license.