Torchdiffeq vs DifferentialEquations.jl (/ DiffEqFlux.jl) Neural ODE Compatible Solver Benchmarks
Only non-stiff ODE solvers are tested since torchdiffeq does not have methods for stiff ODEs. The ODEs are chosen to be representative of models seen in physics and model-informed drug development (MIDD) studies (quantiative systems pharmacology) in order to capture the performance on realistic scenarios.
Below are the timings relative to the fastest method (lower is better). For approximately 1 million ODEs and less, torchdiffeq was more than an order of magnitude slower than DifferentialEquations.jl