patrick-kidger / patrick-kidger/diffrax
[time-scale separation] Adaptive step size for different variables?
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Description
In some scenarios, the different variables in a differential equation can have vastly different time-scales at which dynamics occurs.
This is why often, it can be useful to select different integration steps for the variables, such that the variable with fast dynamics has a smaller time-step than the variable with the slow dynamics. I am wondering if such a method is in principle possible using the AbstractAdaptiveStepSizeController class.
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Research direction
Start by reading the AbstractAdaptiveStepSizeController class and the surrounding adaptive-step-size implementation. Determine whether separate integration steps for variables with different time-scales fit the existing controller design. Done would require a settled implementation or documented conclusion about feasibility, with the relevant behavior covered by tests if implementation is pursued.
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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
- 20/100