JiTCSDE swMATH ID: 24716 Software Authors: Ansmann, Gerrit Description: Efficiently and easily integrating differential equations with JiTCODE, JiTCDDE, and JiTCSDE. We present a family of Python modules for the numerical integration of ordinary, delay, or stochastic differential equations. The key features are that the user enters the derivative symbolically and it is just-in-time-compiled, allowing the user to efficiently integrate differential equations from a higher-level interpreted language. The presented modules are particularly suited for large systems of differential equations such as those used to describe dynamics on complex networks. Through the selected method of input, the presented modules also allow almost complete automatization of the process of estimating regular as well as transversal Lyapunov exponents for ordinary and delay differential equations. We conceptually discuss the modules’ design, analyze their performance, and demonstrate their capabilities by application to timely problems.{parcopyright 2018 American Institute of Physics} Homepage: https://github.com/neurophysik/jitcsde Source Code: https://github.com/neurophysik/jitcsde Dependencies: Python Related Software: JiTCODE; JiTCDDE; Matlab; YUIMA; GitHub; Julia; Sim.DiffProc; StochasticDiffEq.jl; Ode15s; Conedy; PyDSTool; dde23; sdeint; SDELab; Bridge.jl; SDE-Solver; torchsde; ItoProcess; LevyArea.jl; SDEModels.jl Cited in: 11 Documents Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year Efficiently and easily integrating differential equations with JiTCODE, JiTCDDE, and JiTCSDE. Zbl 1390.34005Ansmann, Gerrit 2018 all top 5 Cited by 31 Authors 1 Agert, Carsten 1 Anikushin, Mikhaĭl Mikhaĭlovich 1 Ansmann, Gerrit 1 Bandyopadhyay, Biswabibek 1 Banerjee, Tanmoy 1 Boso, Francesca 1 Böttcher, Philipp C. 1 Bustamante, Carlos Andres 1 Drauschke, Fenja 1 Eldering, Jaap 1 Feudel, Ulrike 1 Florez, Whady Felipe 1 Garcia-Tamayo, E. 1 Gaviria-Cardona, J. P. 1 Hellmann, Frank 1 Kastner, Felix 1 Kettemann, Stefan 1 Koulen, Julia M. 1 Lamb, Jeroen S. W. 1 Lincoln, Lucas 1 Lindner, Michael 1 Martínez-Tejada, H. V. 1 Otto, Andreas 1 Pereira, Tiago Leite 1 Plietzsch, Anton 1 Romanov, Andreĭ Olegovich 1 Roque dos Santos, Edmilson 1 Rößler, Andreas 1 Saha, Arindam 1 Tartakovsky, Daniel M. 1 Würfel, Hans all top 5 Cited in 7 Serials 5 Chaos 1 Journal of Computational Physics 1 Nonlinearity 1 Physica D 1 Numerical Algorithms 1 Engineering Analysis with Boundary Elements 1 Understanding Complex Systems all top 5 Cited in 8 Fields 6 Ordinary differential equations (34-XX) 4 Dynamical systems and ergodic theory (37-XX) 3 Numerical analysis (65-XX) 1 Probability theory and stochastic processes (60-XX) 1 Computer science (68-XX) 1 Mechanics of particles and systems (70-XX) 1 Quantum theory (81-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year