Solving Differential Equations (ODEs, SDEs, DDEs, DAEs)
Overview
An interface to 'DifferentialEquations.jl' https://diffeq.sciml.ai/dev/ from the R programming language. It has unique high performance methods for solving ordinary differential equations (ODE), stochastic differential equations (SDE), delay differential equations (DDE), differential-algebraic equations (DAE), and more. Much of the functionality, including features like adaptive time stepping in SDEs, are unique and allow for multiple orders of magnitude speedup over more common methods. Supports GPUs, with support for CUDA (NVIDIA), AMD GPUs, Intel oneAPI GPUs, and Apple's Metal (M-series chip GPUs). 'diffeqr' attaches an R interface onto the package, allowing seamless use of this tooling by R users. For more information, see Rackauckas and Nie (2017) doi:10.5334/jors.151.
Better support for ModelingToolkit JIT tracing on SDEs.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK12 OK2026-04-25
- NOTE11 OK, 3 NOTE2026-03-10
Documentation
- Help pages
- 4
- Examples that run
- 0%4 never run
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 0%
- GPU-Accelerated Ordinary Differential Equations (ODE) in R with diffeqr HTML
- Solving Delay Differential Equations (DDE) in R with diffeqr HTML
- Solving Differential-Algebraic Equations (DAE) in R with diffeqr HTML
- Solving Ordinary Differential Equations (ODE) in R with diffeqr HTML
- Solving Stochastic Differential Equations (SDE) in R with diffeqr HTML
Downloads
Repository
- PRs merged (all time)
- 79%
- Median days to close, 50 most recently updated closed issues
- 2
- Median days to close, 50 most recently updated closed PRs
- 0
Stars over time
Forks over time
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10 development-tooling and community-health practices detected across 4 families in the upstream repository
Checks run against github.com/sciml/diffeqr on 2026-10-22.
The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel
Funding links: GitHub Sponsors
The repository owner accepts GitHub Sponsors
This repository shows signs of AI coding tools.
- Claude Codefirst seen 2025-09-04Pull request it wrote: opened by a project memberCommits: 3 by its own account · at least 7 crediting it in the message
- Claude CodePull requests: 9 from outside contributors, first on 2025-09-03, 9 from forks
- Claude Sonnet 4.53 commits · Jan 2026
- Claude Opus 4.51 commit · Dec 2025
Dependencies
Code & Tests
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 2.1.0Latest
- RR 4.4.0 released · 2024-04-24
- 2.0.12024-03-18 · diff ↗
- 2.0.02023-10-20 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 1.1.32022-12-25 · diff ↗
- RR 4.2.0 released · 2022-04-22
- unarchivedReturned to CRAN2021-08-05
- 1.1.12021-08-05 · diff ↗
- archivedRemoved from CRAN2021-06-16policy violation Installs julia and leaves it behind
- RR 4.1.0 released · 2021-05-18
- 1.1.02021-01-08 · diff ↗
- 1.0.02020-08-26 · diff ↗ ·
removed 4 exports
dae.solve, dde.solve, ode.solve, sde.solveadded 3 exports
diffeqgpu_setup, jitoptimize_ode, jitoptimize_sde - RR 4.0.0 released · 2020-04-24
Package metadata
- First published
- 2018-04-24
- Total releases
- 11 / 8 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 3.4.0
- Download size
- 657 KB
Cite
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