Basic Info

Name: Deepesh Singh Thakur (deeepeshthakur)

Proposal: Native Julia ODE, SDE, DAE, DDE, and (S)PDE Solvers (link)

Mentors: Dr. Christopher Rackauckas, Yingbo Ma, Prof. Samuel Isaacson

Organization: The Julia Language (JuliaDiffEq)

Repositories: StochasticDiffEq.jl, OrdinaryDiffEq.jl, DiffEqDevTools.jl, DiffEqDocs.jl, DiffEqBenchmarks.jl, juliadiffeq.github.io.

Pull Requests

StochasticDiffEq.jl

Description	Pull Requests	Current Status
Implemented Three Stage Split-Step Milstein Methods	#150	Merged
Implemented SROCK Method for Stratonovich-type Problems	#153	Merged
Optimised Stage-selection for SROCK1 method	#159	Merged
Implemented SROCK Method for Ito-type Problems	#161	Merged
Bug Fix in RKMilCommute	#164	Merged
Implemented SROCK2 Method for Ito-type Problems	#166	Merged
Implemented SROCKEM	#168	Merged
RKMilCommute GPU Compatibility	#169	Merged
SROCK1 General Noise and Optimisation	#170	Merged
RKMilCommute Memory Optimisation	#173	Merged
Implemented SKSROCK	#174	Merged
Fix Commutative Tests	#175	Merged
Implemented Tang Xaio SROCK2W2Ito	#177	Merged
Diagonal Noise Case Three Stage Split-step Milstein Methods	#184	Merged
Implemented KomBurSROCK2	#186	Merged
Vector Format for SROCK Methods	#192	Merged
Implemented SROCKC2	#204	Merged
Implemented Iterated Integrals	#209	Merged
Fix Error Calculation RKMilCommute	#218	Merged
SROCKEM General Noise Bug Fix	#227	Merged
SROCK Methods Tracked Arrays Compatibility	#228	Open

OrdinaryDiffEq.jl

Description	Pull Requests	Current Status
Implemented LDDRK46	#607	Merged
Fix Nomenclature	#610	Merged
Implemented NDBLSRK124	#611	Merged
Implemented NDBLSRK134	#614	Merged
Implemented NDBLSRK144	#616	Merged
Implemented ROCK4	#628	Merged
Implemented RKC	#634	Merged
Implemented TSLDDRK74	#637	Merged
Implemented DGLDDRK73_C	#641	Merged
Implemented DGLDDRK84_C	#642	Merged
Implemented DGLDDRK84_F	#644	Merged
LDDRK64 to HSLDDRK64	#653	Merged
Implemented IRKC	#659	Merged
Implemented 2R+ schemes	#663	Merged
Implemented 3R+ schemes	#675	Merged
Implemented 4R+ and 5R+ schemes	#686	Merged
IRKC Cleanup	#687	Merged
Implemented ESERK5	#692	Merged
IRKC Memory Optimisation	#723	Merged
ROCK2 Memory Optimisation	#729	Merged
Implemented SERK2	#732	Merged
Fix IRKC Adaptive Version	#733	Merged
Fix IRKC Extra Allocation	#734	Merged
Implemented ESERK4	#737	Open
Fix ROCK Methods Constants	#740	Merged
Cleanup ROCK Methods and ROCK4 Memory Optimisation	#741	Merged
Stepsize Limits for ROCK Methods	#745	Merged
Stepsize Limtis for SERK Methods and RKC	#752	Merged
Fix RKC_utils.jl	#759	Merged
RKC_utils GPU Compatibility	#765	Open
Implemented ESERK4	#737	Merged
RKC_utils GPU Compatibility	#765	Merged
SERK Cleanup	#808	Merged
Bug Fix ROCK Methods	#848	Merged

DiffEqDevTools.jl

Description	Pull Requests	Current Status
Fix Noise Type in Analyticless Convergence Test	#46	Merged

DiffEqDocs.jl

Description	Pull Requests	Current Status
Fix Typo in Docs	#193	Merged
Added Docs for new ODE solvers	#195	Merged
Fix Formatting in Docs	#216	Merged
Added Docs for ODE and SDE Solvers	#233	Merged

DiffEqBenchmarks.jl

Description	Pull Requests	Current Status
Added Benchmark files for ROCK2 and ROCK4	#39	Merged

juliadiffeq.github.io

Description	Pull Requests	Current Status
Added Citings	#20	Merged
Added Citings	#21	Merged
Added Citings	#22	Merged

Blog Posts

The following blogs describe the work during the entire period:

1. About The Project
2. Community Bonding Period
3. First Evaluation Report
4. Second Evaluation Report
5. Third Evaluation Report

Acknowledgements

I would like to thank Dr. Christopher Rackauckas, Yingbo Ma, David Widmann, and Prof. Samuel Isaacson for their support and guidance throughout the project. Shoutout to the entire Julia community for being awesome and amazingly helpful!