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implement adjoint ODE solver #2486

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wds15 opened this issue May 4, 2021 · 1 comment
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implement adjoint ODE solver #2486

wds15 opened this issue May 4, 2021 · 1 comment

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@wds15
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wds15 commented May 4, 2021

Description

For more scalable ODE solvers in Stan, the adjoint ODE method as described in the design doc

https://github.com/stan-dev/design-docs/blob/master/designs/0027-adjoint-ode.md

should be implemented in stan-math.

Example

Please refer to the design doc for details.

Expected Output

Faster ODE results and their gradients for the case of many parameters and few ODE states.

Current Version:

v4.0.1

@wds15 wds15 mentioned this issue May 4, 2021
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wds15 added a commit that referenced this issue May 17, 2021
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wds15 commented May 20, 2021

implemented with #1905

@wds15 wds15 closed this as completed May 20, 2021
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