Add variable-step integrators (adaptive time step) #115
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This PR:
Hairer93
1).ExplicitRungeKutta
class just by passing a multi-rowEmbeddedRungeKutta
class just calls the underlying explicit scheme in a while loop implementing a logic that either accepts or rejects an integration step based on an estimation of the integration error computed from two different outputs (corresponding to thejax.lax.while_loop
. As a consequence, these integrators are not reverse-mode differentiable.📚 Documentation preview 📚: https://jaxsim--115.org.readthedocs.build//115/
Footnotes
Hairer, Norsett, Wanner, Solving Ordinary Differential Equations I - Nonstiff Problems, 1993. ↩