Dynamical Systems Magazine

DifferentialEquations.jl

Runner-up - DSWeb 2018 Software Contest

By Chris Rackaukas
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DifferentialEquations.jl

DifferentialEquations.jl is a metapackage for solving differential equations in the Julia programming language. It utilizes a novel confederated software architecture in order to encapsulate the over 70 packages of the JuliaDiffEq ecosystem into a single extensible API. Because of this, DifferentialEquations.jl consists of over 200 methods for solving ordinary differential equations (ODEs), stochastic differential equations (SDEs), delay differential equations (DDEs), differential-algebraic equations (DAEs), random differential equations (RDEs), continuous Markov chains (Gillespie SSA), mixed discrete and continuous evolution equations (hybrid equations, jump discussions), and (stochastic) partial differential equations ((S)PDEs). Wrappers over existing C++, Fortran, and MATLAB solvers are combined with a wide array of native Julia implementations to give rise to the largest collected set of algorithms, giving users a flexible way to solve difficult differential equations and methods researchers, as well as a test suite which covers the discipline. In addition, the native Julia solvers are consistently among the most efficient according to the extensive open testing and benchmarking suites hosted in the JuliaDiffEq organization (DiffEqBenchmarks.jl).

The features are documented in detail at docs.juliadiffeq.org.

KeywordsJulia, ODEs, SDEs, DDEs, differential-algebraic equations (DAEs), random differential equations (RDEs), continuous Markov chains (Gillespie SSA), mixed discrete and continuous evolution equations (hybrid equations, jump diffusions), and (stochastic) partial differential equations ((S)PDEs)
Model
  • Maps
  • ODEs
  • PDEs
  • DDEs
  • Other
Software Type
  • Package
Language
  • Julia
Platform
  • Linux
  • Windows
  • MacOS
Availability
Contact Person
Chris Rackaukas
References to Papers

Rackauckas, C. & Nie, Q., (2017). DifferentialEquations.jl – A Performant and Feature-Rich Ecosystem for Solving Differential Equations in Julia. Journal of Open Research Software. 5(1), p.15. DOI: http://doi.org/10.5334/jors.151

For a complete list of references see: http://juliadiffeq.org/citing.html

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