Differential Equation System Solver


Keywords
differential, equation, system, non-linear, ode, solver, initial-value-problem, numerical-integrators, numerical-methods, numpy, ordinary-differential-equations, python, pytorch
License
MIT
Install
pip install desolver==5.0.0

Documentation

DESolver

Build Status Documentation Status codecov

This is a python package for solving Initial Value Problems using various numerical integrators. Many integration routines are included ranging from fixed step to symplectic to adaptive integrators.

Documentation

Documentation is now available at desolver docs! This will be updated with new examples as they are written.

To Install:

Just type

pip install desolver

Use of PyTorch backend requires installation of PyTorch from here.

Minimal Working Example

This example shows the integration of a harmonic oscillator using DESolver.

import desolver as de
import desolver.backend as D

def rhs(t, state, k, m, **kwargs):
    return D.array([[0.0, 1.0], [-k/m,  0.0]])@state

y_init = D.array([1., 0.])

a = de.OdeSystem(rhs, y0=y_init, dense_output=True, t=(0, 2*D.pi), dt=0.01, rtol=1e-9, atol=1e-9, constants=dict(k=1.0, m=1.0))

print(a)

a.integrate()

print(a)

print("If the integration was successful and correct, a[0].y and a[-1].y should be near identical.")
print("a[0].y  = {}".format(a[0].y))
print("a[-1].y = {}".format(a[-1].y))

print("Maximum difference from initial state after one oscillation cycle: {}".format(D.max(D.abs(a[0].y-a[-1].y))))