Closed jambo6 closed 3 years ago
Yeah sounds good. It should simply be adding a min_step
kwarg to https://github.com/rtqichen/torchdiffeq/blob/master/torchdiffeq/_impl/rk_common.py#L117 and thresholding the adaptive step sizes. Scipy solvers also have a min_step
argument that our wrapper can pass through (https://docs.scipy.org/doc/scipy/reference/generated/scipy.integrate.solve_ivp.html).
I can take a PR for this, or I can add it some time in the future.
Nice one, I'll sort out a PR over the weekend.
Would it be straightforward to implement a
dt_min
argument inodeint
analogous to that implemented intorchsde
?For a project I am working on using an adaptive solver is taking an order of magnitude longer than a fixed solver, however I only require the min step of the adaptive solver to be the same as that of the fixed grid.