# \#diffeq

**URL:** https://discourse.julialang.org/tag/diffeq/37.md

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## ["Fixed iteration" DiffEq solvers on the GPU?](https://discourse.julialang.org/t/fixed-iteration-diffeq-solvers-on-the-gpu/139357)

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**Author:** [@jl\_enthusiast](https://discourse.julialang.org/u/jl_enthusiast)\
**Replies:** 2\
**Last updated:** [September 11, 2026, 2:37pm UTC](https://discourse.julialang.org/t/fixed-iteration-diffeq-solvers-on-the-gpu/139357 "2026-09-11T14:37:32Z")

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Hey, I am currently trying to (re)write some old hobby project into Julia (related to raytracing) and want to rely on the DiffEq solver interface, ideally inside a KernelAbstractions.jl kernel (as I am performing a lot …

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## [Manually update operator in a SplitODEProblem](https://discourse.julialang.org/t/manually-update-operator-in-a-splitodeproblem/139138)

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**Author:** [@homocarbonis](https://discourse.julialang.org/u/homocarbonis)\
**Replies:** 1\
**Last updated:** [September 1, 2026, 3:00pm UTC](https://discourse.julialang.org/t/manually-update-operator-in-a-splitodeproblem/139138 "2026-09-01T15:00:46Z")

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Hello, I have some library code which constructs a SplitODEProblem with a DiagonalOperator as f1, and I’m trying to write a function to remake the problem with problem.f.f1.A updated according to new parameter values. I…

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## [\[ANN\] MethodOfLines v1: Symbolic Arrays =\> Massive Compile Speedups](https://discourse.julialang.org/t/ann-methodoflines-v1-symbolic-arrays-massive-compile-speedups/138974)

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**Author:** [@ChrisRackauckas](https://discourse.julialang.org/u/ChrisRackauckas)\
**Replies:** 5\
**Last updated:** [August 24, 2026, 4:50pm UTC](https://discourse.julialang.org/t/ann-methodoflines-v1-symbolic-arrays-massive-compile-speedups/138974 "2026-08-24T16:50:34Z")

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MethodOfLines.jl v1.0 changes all discretizations to using symbolic arrays. If they lower to code using DAEProblem the array structure is kept intact, meaning no more scalarization and massive compile time speedups. Tim…

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## ["no method matching" error when running DiffEqGPU example from docs](https://discourse.julialang.org/t/no-method-matching-error-when-running-diffeqgpu-example-from-docs/138471)

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**Author:** [@CourtA96](https://discourse.julialang.org/u/CourtA96)\
**Replies:** 3\
**Last updated:** [August 5, 2026, 2:52pm UTC](https://discourse.julialang.org/t/no-method-matching-error-when-running-diffeqgpu-example-from-docs/138471 "2026-08-05T14:52:51Z")

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When I run the following example code from the DiffEqGPU documentation, using DiffEqGPU, OrdinaryDiffEq, StaticArrays, CUDA function lorenz(u, p, t) σ = p\[1\] ρ = p\[2\] β = p\[3\] du1 = σ \* (u\[2\] - u\[1\]) …

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## [ODE stepping with discrete input](https://discourse.julialang.org/t/ode-stepping-with-discrete-input/136104)

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**Author:** [@ohmsweetohm1](https://discourse.julialang.org/u/ohmsweetohm1)\
**Replies:** 5\
**Last updated:** [March 17, 2026, 10:32pm UTC](https://discourse.julialang.org/t/ode-stepping-with-discrete-input/136104 "2026-03-17T22:32:03Z")

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Hi I am using DiffEq with manual solver stepping and piecewise constant inputs. This image shows an integrator \\frac{dx}{dt} = u with a switching input 0 or 1. Hence the state should never decrease, but it does. O…

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## [A non-classical ODE problem](https://discourse.julialang.org/t/a-non-classical-ode-problem/135868)

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**Author:** [@Veenty](https://discourse.julialang.org/u/Veenty)\
**Replies:** 2\
**Last updated:** [February 26, 2026, 5:03pm UTC](https://discourse.julialang.org/t/a-non-classical-ode-problem/135868 "2026-02-26T17:03:03Z")

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I have an evolution problem that I cannot cast in a classical form. \\frac{d}{dt} A u = u + F(u,v) \\\\ G(u) = 0 Where A is a bad matrix to invert, however (A - \\Delta t) is ok to invert. When I’m coding this with an imp…

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## [ODE Parameter Estimation with Priors](https://discourse.julialang.org/t/ode-parameter-estimation-with-priors/135691)

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**Author:** [@donkeysaddle](https://discourse.julialang.org/u/donkeysaddle)\
**Replies:** 2\
**Last updated:** [February 17, 2026, 5:54pm UTC](https://discourse.julialang.org/t/ode-parameter-estimation-with-priors/135691 "2026-02-17T17:54:42Z")

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I have never done parameter estimation with priors(bayesian inference) before and I am a little unsure if I am going about it the right way. I created a simple example, but will ultimately be doing it for a more complica…

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## [Singular BVP with integrable boundaries](https://discourse.julialang.org/t/singular-bvp-with-integrable-boundaries/135224)

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**Author:** [@NoFishLikeIan](https://discourse.julialang.org/u/NoFishLikeIan)\
**Replies:** 2\
**Last updated:** [January 26, 2026, 7:13am UTC](https://discourse.julialang.org/t/singular-bvp-with-integrable-boundaries/135224 "2026-01-26T07:13:46Z")

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I’m solving a singular first-order, two dimensional ODE arising in reputation games (Faingold & Sannikov, 2011). On \\phi \\in \[0, 1\], I have u' = \\frac{v}{\\phi(1-\\phi)} \\\\ v' = \\frac{1}{\\phi(1-\\phi)} \\left(v + 2\\rho \\f…

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## [Using DiffEqGPU for very large systems: size app 1e7-1e8](https://discourse.julialang.org/t/using-diffeqgpu-for-very-large-systems-size-app-1e7-1e8/134718)

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**Author:** [@bpeters](https://discourse.julialang.org/u/bpeters)\
**Replies:** 2\
**Last updated:** [January 23, 2026, 2:10pm UTC](https://discourse.julialang.org/t/using-diffeqgpu-for-very-large-systems-size-app-1e7-1e8/134718 "2026-01-23T14:10:10Z")

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@ChrisRackauckas Dear Chris, I see a huge benefit using DiffEqGPU for my applications (luxdem.uni.lu), in particular to use the power of GPUs of different architectures. My application comes from thermodynamics and req…

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## [Solving an SDE with a Continuous Callback](https://discourse.julialang.org/t/solving-an-sde-with-a-continuous-callback/135180)

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**Author:** [@diffeqslvr](https://discourse.julialang.org/u/diffeqslvr)\
**Replies:** 5\
**Last updated:** [January 22, 2026, 8:51am UTC](https://discourse.julialang.org/t/solving-an-sde-with-a-continuous-callback/135180 "2026-01-22T08:51:49Z")

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I am solving a stochastic differential equation with a ContinuousCallback. Every time the continuous callback is activated, I modify my state vector discontinuously. All the randomness comes from a phase, which follows …

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## [Simple DAE does not solve](https://discourse.julialang.org/t/simple-dae-does-not-solve/135148)

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**Author:** [@ohmsweetohm1](https://discourse.julialang.org/u/ohmsweetohm1)\
**Replies:** 4\
**Last updated:** [January 19, 2026, 11:50pm UTC](https://discourse.julialang.org/t/simple-dae-does-not-solve/135148 "2026-01-19T23:50:15Z")

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I tried the very most basic forced DAE I could think of and implemented an RC-circuit: using Sundials using OrdinaryDiffEq using Test u(t) = t \< 0.5 ? 0.0 : 1.0 p = (R=1.0, C=1.0) righthandside = (out, dx, x, p, t) -\> …

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## [2D stationary diffusion problem & (?) MethodOfLines](https://discourse.julialang.org/t/2d-stationary-diffusion-problem-methodoflines/118963)

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**Author:** [@Eben60](https://discourse.julialang.org/u/Eben60)\
**Replies:** 12\
**Last updated:** [December 24, 2025, 6:23am UTC](https://discourse.julialang.org/t/2d-stationary-diffusion-problem-methodoflines/118963 "2025-12-24T06:23:02Z")

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I’d like to model a mass exchanger which can be represented as diffusion in a fluid flow with given stationary flow field and given coordinate-dependent diffusion coefficient. 2D, rectangular domain, rectangular grid, st…

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## [Stochastic filtration problem](https://discourse.julialang.org/t/stochastic-filtration-problem/134713)

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**Author:** [@ymuv1](https://discourse.julialang.org/u/ymuv1)\
**Replies:** 1\
**Last updated:** [December 23, 2025, 7:13pm UTC](https://discourse.julialang.org/t/stochastic-filtration-problem/134713 "2025-12-23T19:13:46Z")

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Hi all, I’m working with a physical system whose state u(t) follows an SDE du=f(u,t)dt+g(u,t)dW\_t The system produces a measured signal Y\_t given by dY\_t = h(u,t)dt+dW\_t where dW\_t is the same Wiener increment in bo…

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## [Adaptive barrier method for constrained optimization](https://discourse.julialang.org/t/adaptive-barrier-method-for-constrained-optimization/134150)

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**Author:** [@slwu89](https://discourse.julialang.org/u/slwu89)\
**Replies:** 6\
**Last updated:** [December 1, 2025, 8:57am UTC](https://discourse.julialang.org/t/adaptive-barrier-method-for-constrained-optimization/134150 "2025-12-01T08:57:32Z")

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Hi all, I’m refactoring some old R code into Julia. In R I was using constrOptim: Linearly Constrained Optimization which lets us use constraints like U \\theta - c \\geq 0, where \\theta is our parameters to be optimized, U…

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## [Operator-split chemistry solve in GPU-resident CFD code using DiffEqGPU](https://discourse.julialang.org/t/operator-split-chemistry-solve-in-gpu-resident-cfd-code-using-diffeqgpu/133687)

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**Author:** [@ColinTowery](https://discourse.julialang.org/u/ColinTowery)\
**Replies:** 5\
**Last updated:** [November 12, 2025, 7:57pm UTC](https://discourse.julialang.org/t/operator-split-chemistry-solve-in-gpu-resident-cfd-code-using-diffeqgpu/133687 "2025-11-12T19:57:24Z")

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Hi, I’m looking to see if there is any way I could solve an ensemble of ODEs similar to using the low-level API of EnsembleGPUKernel in DiffEqGPU, but where the ensemble trajectories are pulled from a multi-dimensional …

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## [Boundary Value Problems in ModelingToolkit](https://discourse.julialang.org/t/boundary-value-problems-in-modelingtoolkit/133491)

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**Author:** [@bradyelster](https://discourse.julialang.org/u/bradyelster)\
**Replies:** 5\
**Last updated:** [November 4, 2025, 6:45pm UTC](https://discourse.julialang.org/t/boundary-value-problems-in-modelingtoolkit/133491 "2025-11-04T18:45:43Z")

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Is it currently possible to symbolically setup and then numerically solve boundary-value problems using ModelingToolkit? This issue tells me this is possible through the dynamic optimization interface but I’m not sure ho…

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## [Examples of dynamical physical systems with exogenous inputs described by UDEs](https://discourse.julialang.org/t/examples-of-dynamical-physical-systems-with-exogenous-inputs-described-by-udes/133373)

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**Author:** [@Emil\_Martinsen](https://discourse.julialang.org/u/Emil_Martinsen)\
**Replies:** 4\
**Last updated:** [October 31, 2025, 12:55pm UTC](https://discourse.julialang.org/t/examples-of-dynamical-physical-systems-with-exogenous-inputs-described-by-udes/133373 "2025-10-31T12:55:21Z")

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Can anyone point me to some good examples (code, papers, tutorials) of a dynamical physical system that are modelled with UDEs, i.e., ODEs where parts are known and other parts are unknown and modelled by a neural networ…

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## [AD of UDEs - how to set it up?](https://discourse.julialang.org/t/ad-of-udes-how-to-set-it-up/133461)

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**Author:** [@Emil\_Martinsen](https://discourse.julialang.org/u/Emil_Martinsen)\
**Replies:** 13\
**Last updated:** [October 31, 2025, 7:13am UTC](https://discourse.julialang.org/t/ad-of-udes-how-to-set-it-up/133461 "2025-10-31T07:13:44Z")

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Hi! Im new to Julia and SciML but I am really curious to see how combining ODE’s with neural network could improve the predictive performance of the model we are developing for solvent-based CO2 capture. My current setu…

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## [Memory issues for long SSA simulations with mass action jumps](https://discourse.julialang.org/t/memory-issues-for-long-ssa-simulations-with-mass-action-jumps/133530)

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**Author:** [@jworsfold](https://discourse.julialang.org/u/jworsfold)\
**Replies:** 1\
**Last updated:** [October 30, 2025, 10:53am UTC](https://discourse.julialang.org/t/memory-issues-for-long-ssa-simulations-with-mass-action-jumps/133530 "2025-10-30T10:53:39Z")

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I’m trying to find the stationary distribution of a Master Equation where the state space is bounded but can be too large to solve using FiniteStateProjection.jl so I’m left with running Gillespie simulations. Running l…

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## [Feelers for a possible SciMLCon in January?](https://discourse.julialang.org/t/feelers-for-a-possible-scimlcon-in-january/133311)

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**Author:** [@ChrisRackauckas](https://discourse.julialang.org/u/ChrisRackauckas)\
**Replies:** 5\
**Last updated:** [October 23, 2025, 2:48pm UTC](https://discourse.julialang.org/t/feelers-for-a-possible-scimlcon-in-january/133311 "2025-10-23T14:48:16Z")

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I am putting out some feelers for a possible SciMLCon in January (/February). If we are to do something in person, I am trying to find what the right venue would be. The possibilities are: The Azores, Terceira Island. …

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## [DAE solve asking for an unreasonable amount of memory](https://discourse.julialang.org/t/dae-solve-asking-for-an-unreasonable-amount-of-memory/133051)

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**Author:** [@sanjeev](https://discourse.julialang.org/u/sanjeev)\
**Replies:** 5\
**Last updated:** [October 12, 2025, 5:45am UTC](https://discourse.julialang.org/t/dae-solve-asking-for-an-unreasonable-amount-of-memory/133051 "2025-10-12T05:45:49Z")

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I have a system of differential equations (DAE) I am solving using DifferentialEquations.jl . It works well when I have larger discretization (fewer points), but when I use smaller discretization, it asks for a lot of me…

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## [Inconsistency with SavingCallback](https://discourse.julialang.org/t/inconsistency-with-savingcallback/132321)

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**Author:** [@dnldlg](https://discourse.julialang.org/u/dnldlg)\
**Replies:** 1\
**Last updated:** [September 19, 2025, 12:09am UTC](https://discourse.julialang.org/t/inconsistency-with-savingcallback/132321 "2025-09-19T00:09:46Z")

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I try to track the behavior of the parameters throughout an integration with DifferentialEquations.jl while using Callbacks. To do this I used SavingCallback, but noticed the following inconsistency with the argument sa…

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## [Is there an abstract interface for parameter/function estimation?](https://discourse.julialang.org/t/is-there-an-abstract-interface-for-parameter-function-estimation/132407)

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**Author:** [@johtok](https://discourse.julialang.org/u/johtok)\
**Replies:** 2\
**Last updated:** [September 15, 2025, 9:41pm UTC](https://discourse.julialang.org/t/is-there-an-abstract-interface-for-parameter-function-estimation/132407 "2025-09-15T21:41:06Z")

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Hi everyone. Like how “AbstractDifferentiation.jl” serves as a common interface for differentiation and enables quick testing of different backends, does anything similar exist for estimation of parameters/functions in U…

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## [How to debug ODE model aborting midway on sensitivity computation](https://discourse.julialang.org/t/how-to-debug-ode-model-aborting-midway-on-sensitivity-computation/132096)

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**Author:** [@Neodym](https://discourse.julialang.org/u/Neodym)\
**Replies:** 9\
**Last updated:** [September 15, 2025, 9:25pm UTC](https://discourse.julialang.org/t/how-to-debug-ode-model-aborting-midway-on-sensitivity-computation/132096 "2025-09-15T21:25:06Z")

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Hi there, I have an ODE model that results from the spatial discretization of a PDE including reaction terms. The rate coefficient of the reaction is calculated from an interpolation that is provided externally. I can …

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## [Transform ODE Solution](https://discourse.julialang.org/t/transform-ode-solution/132262)

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**Author:** [@homocarbonis](https://discourse.julialang.org/u/homocarbonis)\
**Replies:** 5\
**Last updated:** [September 11, 2025, 8:37am UTC](https://discourse.julialang.org/t/transform-ode-solution/132262 "2025-09-11T08:37:16Z")

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Hi, I’m trying to solve some PDEs using a pseudo-spectral method with SplitODEProblem, which gives me a solution in the wavenumber domain. Is there a good way to take the inverse DCT of the solution, or am I going about…

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## [Slow compilation with SecondOrderODEProblem](https://discourse.julialang.org/t/slow-compilation-with-secondorderodeproblem/131749)

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**Author:** [@sijo](https://discourse.julialang.org/u/sijo)\
**Replies:** 3\
**Last updated:** [August 28, 2025, 1:55pm UTC](https://discourse.julialang.org/t/slow-compilation-with-secondorderodeproblem/131749 "2025-08-28T13:55:37Z")

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Is the following expected? (DifferentialEquations 7.16 in Julia 1.11.6) using DifferentialEquations function OneDimSpring2!(ddu, du, u, p, t) ddu\[1\] = 1.0 + 1.0/u\[1\]^2 end du0 = \[0.0\] u0 = \[2.0\] tspan = (0.0, 50.0…

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## [Choosing suitable options for solver ODE](https://discourse.julialang.org/t/choosing-suitable-options-for-solver-ode/77843)

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**Author:** [@Camilo\_Chaparro](https://discourse.julialang.org/u/Camilo_Chaparro)\
**Replies:** 2\
**Last updated:** [August 6, 2025, 1:28pm UTC](https://discourse.julialang.org/t/choosing-suitable-options-for-solver-ode/77843 "2025-08-06T13:28:41Z")

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Hello everyone, I want about the most suitable ODE solver for the following problem: using DifferentialEquations using Plots; plotly() #Parameters omega\_m = 1.6e6 N = 1 Delta\_mw = -0.7 …

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## [DiffEqGPU Trajectory Failure Handling and Heterogeneous Trajectories](https://discourse.julialang.org/t/diffeqgpu-trajectory-failure-handling-and-heterogeneous-trajectories/129962)

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**Author:** [@tosm01](https://discourse.julialang.org/u/tosm01)\
**Replies:** 4\
**Last updated:** [July 22, 2025, 12:06pm UTC](https://discourse.julialang.org/t/diffeqgpu-trajectory-failure-handling-and-heterogeneous-trajectories/129962 "2025-07-22T12:06:50Z")

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Hi, I have a general question about the suitability of using GPUs for the kind of problem I’m working on. So far, I’ve had good success using DiffEqGPU for parameter sweeps, specifically in cases where the parameters d…

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## [Unhelpful interpolation for solution from differential equation](https://discourse.julialang.org/t/unhelpful-interpolation-for-solution-from-differential-equation/130857)

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**Author:** [@miles-1](https://discourse.julialang.org/u/miles-1)\
**Replies:** 3\
**Last updated:** [July 20, 2025, 1:40am UTC](https://discourse.julialang.org/t/unhelpful-interpolation-for-solution-from-differential-equation/130857 "2025-07-20T01:40:23Z")

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I am trying to use the solution from my differential equation to find local maxima. I am following the example found here, but am running into an issue. I have found that the interpolation of my solution is very poor. He…

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## [Energy conserving (or symplectic) solvers for differential equations?](https://discourse.julialang.org/t/energy-conserving-or-symplectic-solvers-for-differential-equations/130840)

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**Author:** [@Flow](https://discourse.julialang.org/u/Flow)\
**Replies:** 2\
**Last updated:** [July 18, 2025, 10:52am UTC](https://discourse.julialang.org/t/energy-conserving-or-symplectic-solvers-for-differential-equations/130840 "2025-07-18T10:52:41Z")

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Hello there, I am relatively new to Julia and am currently trying to calculate trajectories of a physical system on GPUs, which in generally works like a charm, as long as I do not include an minimum coupling term in my…

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