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SDE:
- [x] Milstein
- [x] Euler-Heun
- [ ] SRKs (Additive)
- [ ] Talay (Ito commutative)
Implict:
- [ ] BDF
- [ ] Rosenbrock methods
- [x] IMEX methods, e.g. http://dx.doi.org/10.1175/mwr-d-…
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folks,
as an interested fence-sitting spectator to the SAT-show i'd like to use this forum to raise a topic, which might bring progress to the solver-development: as i learned in the POS-part of th…
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`or-tools` supports a wide range of solvers, not all of which are included in the packages available through conda-forge.
if there is a solver you would like to see included, please either create a P…
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PR #173 added support for implicit solvers provided by OrdinaryDiffEq.
We should support more solvers. In particular: parallel solvers such as `KuttaPRK2p5`.
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Prof. Mittelmann have addtional convex QP test problem for commercial QP solvers, see https://plato.asu.edu/ftp/cconvex.html. Most of these problem are not too huge for open source solvers to solve. I…
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Hello!
Thanks for developing this method. I found it extremely useful for my work.
I was wondering if you have tested this method using open-source solvers like [GLPK](https://www.gnu.org/softwa…
Vini2 updated
6 months ago
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**Feature**
Low-rank solvers and the dense solver from `pymess` should be extended to support the `S` parameter.
**Notes**
The Riccati equation $$A X E^T + E X A^T - \left(E X C^T + S^T\right…
pmli updated
3 months ago
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We currently have the following nonlinear solvers: ``Trilinoswrappers::NOXSolver`` and ``SUNDIALS::KINSOL``. They provide Newton and Picard methods with various other settings (linear search, Anderson…
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Similar to the treatment that was given to OrdinaryDiffEq, we want to split up this package into subpackages. This will be much easier to do here, since all the solvers here are extremely modular (tha…
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Add tests for different solvers (on different simulated or toy datasets) to make sure we have a list of solvers that we know work / known conditions in which they don't work / guidelines on when to ch…