torch-sde and diffrax

[poltomo]

What are the differences between torch-sde and diffrax aside from torch vs jax? Is one more suited than the other for stochastic partial differential equations?

[patrick-kidger]

torchsde is in in maintenance mode only, so I now recommend Diffrax. See the 'see also' section of the last torchsde release: https://github.com/google-research/torchsde/releases/tag/v0.2.6

On a technical level, Diffrax is typically much faster, and also supports many additional features (event handling, dense output, other solvers, ...).