[SciPy-Dev] Proposal for a new ODE Solver

[Ralf Gommers]

Hi Laurin,


On Thu, Aug 27, 2020 at 10:21 AM Laurin Steidle <
laurin.steidle at uni-hamburg.de> wrote:

> Hi all,
>
> I opened an github issue [1] asking the following and was recommended to
> post it here.
>
> I am *proposing to add a new ODE solver* to the list of solvers available
> in solve_ivp.
> The solver I propose is the so called "*modified Patanka-Runge-Kutta"
> (MPRK)* [2] scheme.
> MPRK is a integration scheme that satisfies the condition of
> 'unconditional positivity',
> a requirement for many ODEs especially in the field of biochemical models.
> A simple and famous example of such a ODE being the Lotka-Volterra
> equations.
>
> So far there exists no such solver in scipy.
> Hence, a ODE solution with the present solvers can become "unphysical" and
> therefore invalid if the solution at a any time-step becomes negative due
> to numerical errors.
>
Thanks for proposing this. That would indeed be a nice addition to
scipy.integrate it looks like. I'm not familiar with the method you
propose, however the paper seems to have a good amount of citations.

> If this is something the community agrees on adding I am happy to write
> the implementation.
> However, I would like to ask for assistance by a more experienced scipy
> dev as I am new to scipy.
>
We can help you out as needed. Following the code/test/doc pattern of a
newer solver like `solve_ivp` should be a good start.

Cheers,
Ralf

Cheers,
> Laurin
>
> [1] https://github.com/scipy/scipy/issues/12766
> [2] https://doi.org/10.1016/S0168-9274(03)00101-6
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