2 ms·
One of the best general purpose solvers (which DifferentialEquations.jl often uses by default) is AutoTsit5. This is a solver that detect stiffness per timestep
by adgjlsfhk1 5y ago
One of the best general purpose solvers (which DifferentialEquations.jl often uses by default) is AutoTsit5. This is a solver that detect stiffness per timestep and uses either Tsit5 (a 5th order RK solver) or Rosenbrock23 depending on the stiffness. These solvers are great because they typically give really good results for a wide variety of problems.
The main way DifferentialEquations.jl deals with this currently is being faster on the CPU than other solvers are on GPU. For small models, GPU has too much overhead, and for large models, you can do linear algebra within timesteps on the GPU without compromising solver efficiency.