JuliaDiff / JuliaDiff/TaylorDiff.jl
Adding support for ODE differentiation and interface for DifferentialEquations.jl
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- Dominant language
- Julia
- Stars
- 83
- Forks
- 12
- PR merge metrics
- No merged PRs in 30d
Description
Hi!
I had been playing around with using TaylorDiff.jl for higher-order differentiation of numerical solutions of ODEs. I have a simple implementation of the method introduced in Appendix D in Taylor-Mode Automatic Differentiation for
Higher-Order Derivatives in JAX together with some simple examples of ODEs. I think this quite add some value to the library, since it is particularly important to compute higher-order derivatives of solutions of differential equations for some very specific applications.
I would be happy to make a PR with this, probably into a new module ode.jl. Would this be useful for the library? I would love to contribute :)
Contributor guide
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reading Appendix D of the linked Taylor-mode AD paper and reviewing the proposed new ode.jl module alongside TaylorDiff.jl's existing interfaces. Compare the proposed examples with DifferentialEquations.jl and first obtain agreement on the interface and scope; the issue does not yet define what completion requires.
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Assessment
- Tech stack
- julia
- Domain
- tooling
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100