patrick-kidger/diffrax

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Numerical differential equation solvers in JAX. Autodifferentiable and GPU-capable. https://docs.kidger.site/diffrax/

Stars: 2.1k
Forks: 189
Open beginner issues: 0
Indexed issues: 215
Avg merge: 3d 18h
Merged PRs (30d): 1

Dominant language: Python
License: Apache-2.0
Last GitHub push: Sep 6, 2026
Latest indexed: Sep 20, 2026
Contributing guide: Contributing guide
Code of conduct: No code of conduct
Beginner labels: No beginner labels indexed

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215 open issues indexed

XlaRuntimeError: INTERNAL: Generated function failed: CpuCallback error: RuntimeError: The maximum number of solver steps was reached. Try increasing `max_steps`. Open

question

Difficulty 4/5 3-5 days Newbie friendliness 30/100

patrick-kidger/diffrax#268 · 3 comments · Opened Jun 17, 2023
ODE Solver with Constraints? Open

question

Difficulty 5/5 Over a week Newbie friendliness 20/100

patrick-kidger/diffrax#266 · 2 comments · Opened Jun 14, 2023
Paper - Correcting auto-differentiation in neural-ODE training Open

Difficulty 5/5 Over a week Newbie friendliness 15/100

patrick-kidger/diffrax#265 · 2 comments · Opened Jun 10, 2023
DAE Interactive Adaptive Step-Size Solver Open

question

Difficulty 5/5 Over a week Newbie friendliness 20/100

patrick-kidger/diffrax#261 · 2 comments · Opened May 29, 2023
Even better Implicit Runge--Kutta methods Open

refactor

Difficulty 5/5 Over a week Newbie friendliness 25/100

patrick-kidger/diffrax#259 · Opened May 25, 2023
can I make a continuous normalizing flow faster than real nvp? Open

question

Difficulty 5/5 Over a week Newbie friendliness 20/100

patrick-kidger/diffrax#256 · 1 comment · Opened May 18, 2023
Is it possible to obtain the steps of the trajectories? Open

question

Difficulty 3/5 1-2 days Newbie friendliness 25/100

patrick-kidger/diffrax#249 · 1 comment · Opened May 4, 2023
BacksolveAdjoint: include calculation of start and stop time gradients Open

feature

Difficulty 5/5 Over a week Newbie friendliness 25/100

patrick-kidger/diffrax#244 · 3 comments · Opened Mar 21, 2023
How to use reversible integrators? Open

feature

Difficulty 4/5 3-5 days Newbie friendliness 30/100

patrick-kidger/diffrax#241 · 1 comment · Opened Mar 7, 2023
Difference between SaveAt(ts=...) and evaluating with SaveAt(dense=True) Open

question

Difficulty 4/5 3-5 days Newbie friendliness 25/100

patrick-kidger/diffrax#238 · 1 comment · Opened Feb 27, 2023
Have SDEs using `RecursiveCheckpointAdjoint` rather than `DirectAdjoint` Open

next refactor

Difficulty 5/5 Over a week Newbie friendliness 20/100

patrick-kidger/diffrax#229 · Opened Feb 20, 2023
IID Brownian motion? Open

question

Difficulty 4/5 3-5 days Newbie friendliness 35/100

patrick-kidger/diffrax#228 · 8 comments · Opened Feb 17, 2023
Perform root-finding to tune the final step of an integration with a `DiscreteTerminatingEvent` Open

feature

Difficulty 5/5 Over a week Newbie friendliness 35/100

patrick-kidger/diffrax#227 · 5 comments · 1 reaction · Opened Feb 16, 2023
Returned value when the time specified in SaveAt are finer than dt0 Open

question

Difficulty 3/5 1-2 days Newbie friendliness 25/100

patrick-kidger/diffrax#224 · 1 comment · Opened Feb 9, 2023
How does diffrax handle state variables becoming inf? Open

question

Difficulty 4/5 3-5 days Newbie friendliness 25/100

patrick-kidger/diffrax#223 · 6 comments · Opened Feb 7, 2023
Problem when using Diffrax for numpyro Open

question

Difficulty 4/5 3-5 days Newbie friendliness 28/100

patrick-kidger/diffrax#218 · 1 comment · Opened Jan 28, 2023
Tidy-up to-dos Open

next

Difficulty 5/5 Over a week Newbie friendliness 25/100

patrick-kidger/diffrax#217 · 2 reactions · Opened Jan 26, 2023
Revisit wrapped solvers Open

next refactor

Difficulty 5/5 Over a week Newbie friendliness 25/100

patrick-kidger/diffrax#214 · 1 comment · Opened Jan 23, 2023
Vmapping over callables / pytest cache_clear() error Open

question

Difficulty 4/5 3-5 days Newbie friendliness 22/100

patrick-kidger/diffrax#212 · 3 comments · Opened Jan 12, 2023
Adaptive solver ignores `step_ts` for impulse discontinuous ODE Open

feature

Difficulty 4/5 3-5 days Newbie friendliness 38/100

patrick-kidger/diffrax#211 · 3 comments · Opened Jan 10, 2023
Truncated Back Propagation through time Open

question

Difficulty 5/5 Over a week Newbie friendliness 25/100

patrick-kidger/diffrax#204 · 11 comments · Opened Dec 27, 2022
Make diffeqsolve convertable to TensorFlow Open

feature

Difficulty 5/5 Over a week Newbie friendliness 20/100

patrick-kidger/diffrax#202 · 6 comments · Opened Dec 9, 2022
Question about BacksolveAdjoint through SemiImplicitEuler solver Open

bug feature

Difficulty 4/5 3-5 days Newbie friendliness 35/100

patrick-kidger/diffrax#201 · 1 comment · Opened Dec 5, 2022
Forcing solver to stay in given region Open

feature question

Difficulty 5/5 Over a week Newbie friendliness 25/100

patrick-kidger/diffrax#200 · 2 comments · Opened Dec 4, 2022
Updating initial guess when using nonlinear solver inside ODE term Open

feature question

Difficulty 5/5 Over a week Newbie friendliness 30/100

patrick-kidger/diffrax#199 · 3 comments · Opened Dec 2, 2022
ODE solver getting stuck for simple term Open

question

Difficulty 4/5 3-5 days Newbie friendliness 30/100

patrick-kidger/diffrax#194 · 3 comments · Opened Nov 23, 2022
[question] Computational complexity of integrating / backpropogating through SDE Open

question

Difficulty 4/5 3-5 days Newbie friendliness 25/100

patrick-kidger/diffrax#186 · 11 comments · Opened Nov 2, 2022
Large speed difference between forward and backward passes Open

question

Difficulty 4/5 3-5 days Newbie friendliness 35/100

patrick-kidger/diffrax#179 · 2 comments · Opened Oct 21, 2022
callable paths Open

question refactor

Difficulty 3/5 1-2 days Newbie friendliness 38/100

patrick-kidger/diffrax#160 · 4 comments · 1 reaction · Opened Sep 15, 2022
Memory growing when integrating lots (different) functions Open

question

Difficulty 4/5 3-5 days Newbie friendliness 35/100

patrick-kidger/diffrax#142 · 3 comments · Opened Aug 6, 2022
Have `ImplicitAdjoint` use `lstsq` during jvp Open

bug next

Difficulty 4/5 3-5 days Newbie friendliness 35/100

patrick-kidger/diffrax#137 · Opened Jul 27, 2022
Consider switch to a max norm Open

refactor

Difficulty 5/5 Over a week Newbie friendliness 20/100

patrick-kidger/diffrax#131 · Opened Jul 13, 2022
Solving for initial value conditions and final value conditions Open

question

Difficulty 5/5 Over a week Newbie friendliness 25/100

patrick-kidger/diffrax#129 · 12 comments · Opened Jul 10, 2022
Tidy up adaptive SDEs Open

refactor

Difficulty 4/5 3-5 days Newbie friendliness 25/100

patrick-kidger/diffrax#126 · Opened Jul 6, 2022
how to define the vector_field Open

question

Difficulty 5/5 Over a week Newbie friendliness 15/100

patrick-kidger/diffrax#122 · 1 comment · Opened Jun 30, 2022
Extracting number of function and Jacobian evaluations from diffeqsolve Open

feature

Difficulty 3/5 1-2 days Newbie friendliness 30/100

patrick-kidger/diffrax#118 · 5 comments · 1 reaction · Opened Jun 23, 2022
example on solving system of ODEs Open

question

Difficulty 2/5 1-3 hours Newbie friendliness 35/100

patrick-kidger/diffrax#116 · 5 comments · Opened Jun 23, 2022
Compatibility with Flax Open

question

Difficulty 5/5 Over a week Newbie friendliness 25/100

patrick-kidger/diffrax#115 · 11 comments · Opened Jun 22, 2022
Second-Order Neural ODEs Open

question

Difficulty 5/5 Over a week Newbie friendliness 20/100

patrick-kidger/diffrax#114 · 8 comments · Opened Jun 10, 2022
Possible to get BacksolveAdjoint backward pass solution/stats? Open

question

Difficulty 5/5 Over a week Newbie friendliness 30/100

patrick-kidger/diffrax#110 · 3 comments · Opened Jun 1, 2022
Solving with complex initialization Open

feature

Difficulty 4/5 3-5 days Newbie friendliness 30/100

patrick-kidger/diffrax#96 · 6 comments · 2 reactions · Opened Apr 26, 2022
Add optional progress bar / log-to-console Open

feature

Difficulty 4/5 3-5 days Newbie friendliness 35/100

patrick-kidger/diffrax#87 · 1 comment · Opened Mar 29, 2022
Create custom more-efficient `searchsorted` implementation. Open

refactor

Difficulty 4/5 3-5 days Newbie friendliness 32/100

patrick-kidger/diffrax#81 · Opened Mar 26, 2022
Adjust dense output when using `HalfSolver`. Open

bug

Difficulty 4/5 3-5 days Newbie friendliness 35/100

patrick-kidger/diffrax#71 · Opened Feb 21, 2022
Support integral losses with `BacksolveAdjoint` Open

feature

Difficulty 5/5 Over a week Newbie friendliness 15/100

patrick-kidger/diffrax#69 · Opened Feb 15, 2022
[Feature request] differential algebraic equations Open

feature

Difficulty 5/5 Over a week Newbie friendliness 25/100

patrick-kidger/diffrax#62 · 5 comments · 2 reactions · Opened Feb 14, 2022
Example for solving forced ODE Open

documentation

Difficulty 2/5 1-3 hours Newbie friendliness 35/100

patrick-kidger/diffrax#56 · 7 comments · Opened Feb 8, 2022
Better handling of errors on GPU Open

refactor

Difficulty 4/5 3-5 days Newbie friendliness 35/100

patrick-kidger/diffrax#53 · Opened Feb 7, 2022
Add links to references Open

documentation

Difficulty 3/5 1-2 days Newbie friendliness 35/100

patrick-kidger/diffrax#50 · 2 comments · Opened Jan 24, 2022
Replace custom primitives with `jax.custom_batching.custom_vmap`, `jax.custom_transpose.custom_transpose` Open

refactor

Difficulty 4/5 3-5 days Newbie friendliness 25/100

patrick-kidger/diffrax#48 · Opened Jan 23, 2022

patrick-kidger/diffrax

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