patrick-kidger / patrick-kidger/diffrax

[time-scale separation] Adaptive step size for different variables?

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Python
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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

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