Any chance of getting support for PDEs in PyMC?

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! :slight_smile:

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.