TorchDAE: Implicit DAE Solvers with Index Reduction and Adjoint Sensitivity [P]
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Hello everyone,
I've been working on a PyTorch library for solving Differential Algebraic Equations (DAEs) that supports vectorized execution and GPU acceleration.
The library implements several algorithms that are not currently available in the Python ecosystem, including Generalized-Alpha integration, Dummy Derivatives index reduction, and adjoint sensitivity methods for DAEs.
My motivation was to enable differentiable DAE simulation workflows in PyTorch for applications such as system identification, scientific machine learning, and physics-informed modeling.
I'd be very interested in feedback on the numerical methods, API design, and potential ML use cases.
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