rtqichen / torchdiffeq

Differentiable ODE solvers with full GPU support and O(1)-memory backpropagation.
MIT License
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Proposal: Adding additional explicit solvers #222

Open westny opened 1 year ago

westny commented 1 year ago

For the purpose of my own research, I have implemented explicit solvers that I thought could be of interest to other users. I especially thought that the addition of a third-order integration method would nicely complement the pre-existing solver library. I have forked the repo and briefly added some classics to illustrate potential additions, but I am open to discussion on which should be added; perhaps, even more than what I have added are of interest (flavors of second/third/fourth-order methods) c.f. https://en.wikipedia.org/wiki/List_of_Runge%E2%80%93Kutta_methods.