Okay, that’s helpful, thanks. Right now I’m experimenting with just forcing multiple step functions not to try NUTS. It seems to run but has yet to find a sample.
I looked into SunODE early on, but it seems to only support ODEs, and I need to solve a PDE. fenics_pymc3 is the only suitable package I’ve found, and I couldn’t get it to play nice with PyMC 4, which is the only reason I’m using PyMC3.