I was just looking at Sunode and pymc.ode and realized that something not in our ecosystem are PDEs!
- Are there any projects developing PDE support for PyMC?
- Are there existing packages that could be interfaced with PyMC? (e.g. Py-PDE for numerical simulation on grids)
PDEs are quite commonplace in physics and some disciplines of engineering. This could attract more users to PyMC.
Input on this topic is welcome!
Not that I know of, and I’m not aware of any current PyMC folks who also are PDE experts (may be wrong) which is probably why.
Contributions are always welcome! I think others would agree that It’d be very cool to see some support for PDEs, or at least an example showing how to hook into something like Py-PDE.
Not sure what tool would be appropriate for pairing PyMC with PDEs. Here are a couple of papers mentioning more Python packages that solve PDEs:
Some of them have purportedly fast backends in C/FORTRAN.