Solver Compatibility Chart
This chart is for documenting the compatibility of the component solver packages to the common interface. An x means that the option is implemented or the add-on functionality will work with the given solver. A blank means that the option has not been implemented or that a given add-on has not been tested with a given package. If there are any errors in this chart, please file an issue or submit a pull-request.
| Option | OrdinaryDiffEq.jl | Sundials.jl | ODE.jl | ODEInterface.jl | LSODA.jl | StochasticDiffEq.jl | DelayDiffEq.jl | DASKR.jl | DASSL.jl |
|---|---|---|---|---|---|---|---|---|---|
| Nonlinear Dense (continuous) output | x | x | x | x | x | ||||
| Tolerance control | x | x | x | x | x | x | x | x | x |
| Advanced stepsize control | x | x | x | x | |||||
| Mass Matrices^ | x | x | x | x | |||||
| Analytical Jacobians^† | x | x | x | x | |||||
| General Performance Overloads^† | x | x | x | ||||||
| internalnorm | x | x | x | x | |||||
| Initial dt | x | x | x | x | x | ||||
| save_everystep | x | x | x | x | x | x | x | ||
| timeseries_steps | x | x | x | ||||||
| saveat | x | x | x | x | x | x | x | ||
| tstops | x | x | x | ||||||
| d_discontinuities | x | x | x | ||||||
| isoutofdomain | x | x | x | x | |||||
| Allows reverse time direction | x | x | x | x | x | x | x | ||
| Unitful numbers | x | x | |||||||
| Arbitrary dimension arrays | x | x | x | x | x | x | x | x | x |
| Complex numbers | p | x | p | ||||||
| Arbitrary precision | x | x | x | x | x | ||||
| ApproxFun types | x | x | |||||||
| Progress monitoring | x | x | x | ||||||
| Integrator interface | x | x | x | ||||||
| Resizability | x | x | x | ||||||
| Cache iterator | x | x | x | ||||||
| Can choose linear solvers | x | s | x | x | x | ||||
| Can choose nonlinear solvers | x | x | x | x | |||||
| Can use out of place natively | x | x | x | x | x | ||||
| Can use inplace natively | x | x | x | x | x | x | x | ||
| Compatible with DiffEqDevTools | x | x | x | x | x | x | x | x | |
| Compatible with ParameterizedFunctions | x | x | x | x | x | x | x | x | |
| Continuous Callbacks | x | x | x | x | |||||
| Discrete Callbacks | x | x | x | ||||||
| Monte Carlo Simulations | x | x | x | x | x | x | x | x | |
| Parameter Estimation | x | n | n | n | n | x | x | n | x |
| Parameter Sensitivity Analysis | x | x | x | x | x | x | |||
| Plotting and solution handling | x | x | x | x | x | x | x | x | x |
p: partial compatibility, only in nonstiff methods unless the Jacobian is provided.
n: general compatibility, but not compatible with routines which. require being able to autodifferentiate through the entire solver.
s: Special, Sundials has its own linear solver choices.
^: Only stiff (implicit) methods.
†: For packages with compatibility, no warning is given when a specific algorithm does not need to use this feature.
Note on PDEs
This chart is only for the basic (ODE/SDE/DAE/DDE) solver methods. The PDE solvers (will be) built on top of these packages and thus will have the same options available. Current, FiniteElementDiffEq.jl is a solo implemention which is compatible with save_everystep, timeseries_steps, plotting and solution handling, arbitrary precision, and choice of dt.