13 Ordinary Differential Equations
Stan provides a built-in mechanism for specifying and solving systems of ordinary differential equations (ODEs). Stan provides two different integrators, one tuned for solving non-stiff systems and one for stiff systems.
For a discussion of stiff ODE systems, see the stiff ODE section. In a nutshell, the stiff solvers are slower, but more robust; how much so depends on the system and the region of parameter space. The function signatures for Stan’s ODE solvers can be found in the reference manual section on ODE solvers.
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