Fwd: Integral Equation Solver
Hi All, Awhile back I had written some code to solve Volterra integral equations (integral equations where one of the integration bounds is a variable). The code is available on Github (https://github.com/oliverpierson/volterra). Just curious if there'd be any interest in adding this to Scipy? I still have some work to do on the code. However, before I invest too much time, I was trying to get a feel for the interest in this functionality. Please let me know if you have any questions. Thanks, Oliver
Hi Oliver, On Tue, May 12, 2015 at 10:02 PM, Oliver Pierson <ocp@gatech.edu> wrote:
Hi All,
Awhile back I had written some code to solve Volterra integral equations (integral equations where one of the integration bounds is a variable). The code is available on Github (https://github.com/oliverpierson/volterra). Just curious if there'd be any interest in adding this to Scipy? I still have some work to do on the code. However, before I invest too much time, I was trying to get a feel for the interest in this functionality.
It feels to me like the applicability is a bit too narrow to consider inclusion in Scipy. I could be wrong, but I find only one previous question about Volterra integral equations in the scipy mailing list (from 2007), no other Python implementation and few papers or implementations in other languages. Maybe it would make more sense to release your code as a separate package on Pypi for now? Ralf
Hi Ralf, Thanks for your reply. I believe that Volterra integral equations have some applicability in stochastic processes. For example, I used them for the inference of a first passage time distribution of a process obeying a Langevin equation. Wikipedia says they "find application in demography, the study of viscoelastic materials, and in insurance mathematics through the renewal equation." However, I don't work in any of those fields and as matter of experience, I agree that they seem to be used quite rarely since I had never encountered them prior to the application I spoke of above. Your suggestion of a PyPi package seems like a good one; I'll work towards that for now. Regards, Oliver On Sun, May 17, 2015 at 11:53 AM, Ralf Gommers <ralf.gommers@gmail.com> wrote:
Hi Oliver,
On Tue, May 12, 2015 at 10:02 PM, Oliver Pierson <ocp@gatech.edu> wrote:
Hi All,
Awhile back I had written some code to solve Volterra integral equations (integral equations where one of the integration bounds is a variable). The code is available on Github ( https://github.com/oliverpierson/volterra). Just curious if there'd be any interest in adding this to Scipy? I still have some work to do on the code. However, before I invest too much time, I was trying to get a feel for the interest in this functionality.
It feels to me like the applicability is a bit too narrow to consider inclusion in Scipy. I could be wrong, but I find only one previous question about Volterra integral equations in the scipy mailing list (from 2007), no other Python implementation and few papers or implementations in other languages. Maybe it would make more sense to release your code as a separate package on Pypi for now?
Ralf
_______________________________________________ SciPy-Dev mailing list SciPy-Dev@scipy.org http://mail.scipy.org/mailman/listinfo/scipy-dev
participants (2)
-
Oliver Pierson -
Ralf Gommers