I am trying to solve ODEs using DifferentialEquationsjl while generating jacobian using ForwardDiff.jl. My current code looks like the following: [Screen Shot 2022-01-24 at 11.03.45 AM] It does work, but it is even slower than when I define the function as rober(du,u,p,t) and solve it without pa…

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[image] Yinmin_Liu: It does work, but it is even slower than when I define the function as rober(du,u,p,t) and solve it without passing Jacobian. Note that it automatically uses ForwardDiff.jl. But it’s doing something quite a bit smarter because it’s caching the configs and using SparseDiffT…

Hi Chris, I thought Julia ODE solvers are also using finite difference when Jacobian is not provided by users. Are all the Julia solvers automatically using ForwardDiff.jl and SparseDiffTools? Including CVODE_BDF()? If I have a very high dimensional and stiff ODE system with no access to the analy…

[image] Yinmin_Liu: I thought Julia ODE solvers are also using finite difference when Jacobian is not provided by users. Are all the Julia solvers automatically using ForwardDiff.jl and SparseDiffTools? Including CVODE_BDF()? All of the pure Julia methods default to using ForwardDiff.jl via S…

DifferentialEquationsjl with ForwardDiff.jl

New to Julia

josuagrw January 24, 2022, 4:21pm 2

1 Like

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DifferentialEquationsjl with ForwardDiff.jl

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