Efficiently and easily integrating differential equations with JiTCODE, JiTCDDE, and JiTCSDE
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Publication:4565981
DOI10.1063/1.5019320zbMATH Open1390.34005arXiv1711.09886OpenAlexW3104322535WikidataQ92448477 ScholiaQ92448477MaRDI QIDQ4565981FDOQ4565981
Authors: Gerrit Ansmann 
Publication date: 13 June 2018
Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)
Abstract: We present a family of Python modules for the numerical integration of ordinary, delay, or stochastic differential equations. The key features are that the user enters the derivative symbolically and it is just-in-time-compiled, allowing the user to efficiently integrate differential equations from a higher-level interpreted language. The presented modules are particularly suited for large systems of differential equations such as used to describe dynamics on complex networks. Through the selected method of input, the presented modules also allow to almost completely automatize the process of estimating regular as well as transversal Lyapunov exponents for ordinary and delay differential equations. We conceptually discuss the modules' design, analyze their performance, and demonstrate their capabilities by application to timely problems.
Full work available at URL: https://arxiv.org/abs/1711.09886
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Cited In (19)
- NetworkDynamics.jl -- composing and simulating complex networks in Julia
- Time delay effects in the control of synchronous electricity grids
- Sparsity-driven synchronization in oscillator networks
- Dynamic stability of electric power grids: tracking the interplay of the network structure, transmission losses, and voltage dynamics
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- JiTCODE
- JiTCSDE
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Uses Software
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