patrick-kidger / patrick-kidger/diffrax
Forcing solver to stay in given region
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- Dominant language
- Python
- Stars
- 2.1k
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- 3d 18h
- Merged PRs (30d)
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Description
I'm solving a system of ODEs that simulates concentrations of some substances. I know that the concentrations have to be real numbers in the range [0, 1]. Normally, after each step, I would simply clamp the values to be in that region (since values outside of that range can mess with the simulation). Is there a way to achieve this nicely with diffrax?
I'm trying out a pretty wide range of parameters (since I'm using the simulations for MCMC), so ramping up the accuracy and step sizes to handle the outliers seems wasteful.
Contributor guide
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
No file, test, or entry point is named. Start by reading the Diffrax solver documentation and determine whether constrained state handling is supported; done means establishing a documented approach for keeping ODE concentrations within [0, 1] without unnecessarily tightening solver accuracy.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- backend
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100