GRADSOLVE: fast exact gradients for ODE ensembles on GPUs

Ordinary differential equations (ODEs) underlie models in science and engineering, and many applications need derivatives of their solutions with respect to parameters.

Ordinary differential equations (ODEs) underlie models in science and engineering, and many applications need derivatives of their solutions with respect to parameters. Ensembles of independent trajectories suit graphics processing units (GPUs), but current GPU software forces a…