neurophysik / jitcode

Just-in-Time Compilation for Ordinary Differential Equations
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JiTCODE stands for just-in-time compilation for ordinary differential equations and is an extension of SciPy’s ODE <http://docs.scipy.org/doc/scipy/reference/generated/scipy.integrate.ode.html> (scipy.integrate.ode). Where SciPy’s ODE takes a Python function as an argument, JiTCODE takes an iterable (or generator function) of SymPy <http://www.sympy.org/> expressions, which it translates to C code, compiles on the fly, and uses as the function to feed into SciPy’s ODE. If you want to integrate delay or stochastic differential equations, check out JiTCDDE <http://github.com/neurophysik/jitcdde>, or JiTCSDE <http://github.com/neurophysik/jitcsde>, respectively.

This work was supported by the Volkswagen Foundation (Grant No. 88463).