torchdde is a library that provides numerical solvers in Pytorch for Delay Differential Equations (DDEs) with constant delays.
pip install torchddeor locally
git clone https://github.com/thibmonsel/torchdde.git
pip install torchdde/Github pages hosts the documentation at : https://thibmonsel.github.io/torchdde/
To generate the documentation locally, please look at CONTRIBUTING.MD.
import torch
from torchdde import integrate, RK2
def f(t, y, args, history):
return y * (1 - history[0])
solver = RK2()
delays = torch.tensor([1.0])
history_values = torch.arange(1, 5).reshape(-1, 1)
history_function = lambda t: history_values
solution = integrate(f, solver, ts[0], ts[-1], ts, y0, None, dt0=ts[1]-ts[0], delays=delays)