scipy - Integrate stiff ODEs with Python

Question

I'm looking for a good library that will integrate stiff ODEs in Python. The issue is, scipy's odeint gives me good solutions sometimes, but the slightest change in the initial conditions causes it to fall down and give up. The same problem is solved quite happily by MATLAB's stiff solvers (ode15s and ode23s), but I can't use it (even from Python, because none of the Python bindings for the MATLAB C API implement callbacks, and I need to pass a function to the ODE solver). I'm trying PyGSL, but it's horrendously complex. Any suggestions would be greatly appreciated.

EDIT: The specific problem I'm having with PyGSL is choosing the right step function. There are several of them, but no direct analogues to ode15s or ode23s (bdf formula and modified Rosenbrock if that makes sense). So what is a good step function to choose for a stiff system? I have to solve this system for a really long time to ensure that it reaches steady-state, and the GSL solvers either choose a miniscule time-step or one that's too large.

Answer 1

If you can solve your problem with Matlab's ode15s, you should be able to solve it with the vode solver of scipy. To simulate ode15s, I use the following settings:

ode15s = scipy.integrate.ode(f)
ode15s.set_integrator('vode', method='bdf', order=15, nsteps=3000)
ode15s.set_initial_value(u0, t0)

and then you can happily solve your problem with ode15s.integrate(t_final). It should work pretty well on a stiff problem.

(See also http://www.scipy.org/NumPy_for_Matlab_Users)