[SciPy-Dev] Fwd: Integral Equation Solver

[Oliver Pierson]

Hi Ralf,
  Thanks for your reply.  I believe that Volterra integral equations have
some applicability in stochastic processes.  For example, I used them for
the inference of a first passage time distribution of a process obeying a
Langevin equation. Wikipedia says they "find application in demography, the
study of viscoelastic materials, and in insurance mathematics through the
renewal equation."  However, I don't work in any of those fields and as
matter of experience, I agree that they seem to be used quite rarely since
I had never encountered them prior to the application I spoke of above.
Your suggestion of a PyPi package seems like a good one; I'll work towards
that for now.

Regards,
Oliver


On Sun, May 17, 2015 at 11:53 AM, Ralf Gommers <ralf.gommers at gmail.com>
wrote:

> Hi Oliver,
>
> On Tue, May 12, 2015 at 10:02 PM, Oliver Pierson <ocp at gatech.edu> wrote:
>
>> Hi All,
>>
>>
>>   Awhile back I had written some code to solve Volterra integral
>> equations (integral equations where one of the integration bounds is a
>> variable).  The code is available on Github (
>> https://github.com/oliverpierson/volterra).  Just curious if there'd be
>> any interest in adding this to Scipy?  I still have some work to do on the
>> code.  However, before I invest too much time, I was trying to get a feel
>> for the interest in this functionality.
>>
>
> It feels to me like the applicability is a bit too narrow to consider
> inclusion in Scipy. I could be wrong, but I find only one previous question
> about Volterra integral equations in the scipy mailing list (from 2007), no
> other Python implementation and few papers or implementations in other
> languages. Maybe it would make more sense to release your code as a
> separate package on Pypi for now?
>
> Ralf
>
>
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