PETScDiffEq.jl

PETScDiffEq.jl wraps the time integrators of PETSc's TS for the SciML common interface, serially or distributed over MPI. The documentation is at docs.sciml.ai/PETScDiffEq.

using Pkg
Pkg.add("PETScDiffEq")

using PETScDiffEq, SciMLBase

function lorenz(du, u, p, t)
    du[1] = 10.0(u[2] - u[1])
    du[2] = u[1] * (28.0 - u[3]) - u[2]
    du[3] = u[1] * u[2] - (8 / 3) * u[3]
end
prob = SciMLBase.ODEProblem(lorenz, [1.0, 0.0, 0.0], (0.0, 100.0))
sol = SciMLBase.solve(prob, TSRK("5dp"); abstol = 1e-8, reltol = 1e-8)

• TSRK, explicit Runge-Kutta
• TSRosW, Rosenbrock-W
• TSImplicit, backward Euler, Crank-Nicolson, theta and BDF
• TSIRK, Gauss-Legendre implicit Runge-Kutta
• TSARKIMEX, additive Runge-Kutta IMEX
• TSDAE, implicit methods for a DAEProblem
• TSBasicSymplectic and TSAlpha2, for second-order problems
• TSGeneric, any other PETSc TSType by name

Every solver takes petsc_options, PETSc command-line options for that solve.

• Solver options
• Solvers
• Second-order and partitioned problems
• DAE initialization
• Number types
• Adjoint sensitivities
• MPI
• Limitations

MIT. See LICENSE.