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pnkraemer / probdiffeq

Probabilistic solvers for differential equations in JAX. Adaptive ODE solvers with calibration, state-space model factorisations, and custom information operators. Compatible with the broader JAX scientific computing ecosystem.
https://pnkraemer.github.io/probdiffeq/
MIT License
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Taylor-mode with unrolling #662

Closed pnkraemer closed 1 year ago

pnkraemer commented 1 year ago

This used to be the Taylor mode implementation (until #474). It is reintroduced because for some examples it executes more quickly.