Does implement an ODE solver in pytorch accelerate its computation using gpu?

Dear all,

Since GPU accelerate the computation very much, will it work to write a differential equation solver based on pytorch to accelerate via GPU?

Thank you very much.

I’m not really sure how an ODE solver looks like (if you could point me to an algorithm that would be great), but as long as you implement it in terms of pytorch operators and keep in mind CUDA performance things ( you should see some speedup over the CPU.

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Hi Richard,

The algorithm starts from Runge Kutta, it’s a Matlab solver called dde23 which solves delayed differential equation.

Since dde23 solver itself cannot support GPU accelerating as I explored, I want to use Pytorch to implement one from scratch.

Any help is appreciated. Thank you very much.