DifferentialEquations.jl – A Performant and Feature-Rich Ecosystem for Solving Differential Equations in Julia
University of California, Irvine
Abstract
DifferentialEquations.jl is a package for solving differential equations in Julia. It covers discrete equations (function maps, discrete stochastic (Gillespie/Markov) simulations), ordinary differential equations, stochastic differential equations, algebraic differential equations, delay differential equations, hybrid differential equations, jump diffusions, and (stochastic) partial differential equations. Through extensive use of multiple dispatch, metaprogramming, plot recipes, foreign function interfaces (FFI), and call-overloading, DifferentialEquations.jl offers a unified user interface to solve and analyze various forms of differential equations while not sacrificing features or performance. Many modern…
Citation impact
- FWCI
- 49.17
- Percentile
- 100%
- References
- 33
Authors
2Topics & keywords
- Computer science
- Differential algebraic equation
- Differential equation
- Stochastic differential equation
- Applied mathematics
- Theoretical computer science
- Ordinary differential equation
- Algebra over a field