diffeqr: Solving Differential Equations (ODEs, SDEs, DDEs, DAEs)

An interface to 'DifferentialEquations.jl' <https://diffeq.sciml.ai/dev/> from the R programming language. It has unique high performance methods for solving ordinary differential equations (ODE), stochastic differential equations (SDE), delay differential equations (DDE), differential-algebraic equations (DAE), and more. Much of the functionality, including features like adaptive time stepping in SDEs, are unique and allow for multiple orders of magnitude speedup over more common methods. Supports GPUs, with support for CUDA (NVIDIA), AMD GPUs, Intel oneAPI GPUs, and Apple's Metal (M-series chip GPUs). 'diffeqr' attaches an R interface onto the package, allowing seamless use of this tooling by R users. For more information, see Rackauckas and Nie (2017) <doi:10.5334/jors.151>.

Version: 2.0.1
Depends: R (≥ 3.4.0)
Imports: JuliaCall
Suggests: testthat, knitr, rmarkdown
Published: 2024-03-18
Author: Christopher Rackauckas [aut, cre, cph]
Maintainer: Christopher Rackauckas <me at chrisrackauckas.com>
License: MIT + file LICENSE
URL: https://github.com/SciML/diffeqr
NeedsCompilation: no
SystemRequirements: Julia (>= 1.6), DifferentialEquations.jl, ModelingToolkit.jl
Citation: diffeqr citation info
Materials: README NEWS
In views: DifferentialEquations
CRAN checks: diffeqr results

Documentation:

Reference manual: diffeqr.pdf
Vignettes: Solving Differential-Algebraic Equations (DAE) in R with diffeqr
Solving Delay Differential Equations (DDE) in R with diffeqr
GPU-Accelerated Ordinary Differential Equations (ODE) in R with diffeqr
Solving Ordinary Differential Equations (ODE) in R with diffeqr
Solving Stochastic Differential Equations (SDE) in R with diffeqr

Downloads:

Package source: diffeqr_2.0.1.tar.gz
Windows binaries: r-devel: diffeqr_2.0.0.zip, r-release: diffeqr_2.0.0.zip, r-oldrel: diffeqr_2.0.0.zip
macOS binaries: r-release (arm64): diffeqr_2.0.0.tgz, r-oldrel (arm64): diffeqr_2.0.0.tgz, r-release (x86_64): diffeqr_2.0.0.tgz
Old sources: diffeqr archive

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