Stochastic Lifestyle
A Random Blog About Math and Life
- Posts
- 97 from 19 Jan 2016 to 12 Feb 2026
- Posting
- now and then (2 in the last year)
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- personal blog
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2026 2
2025 9
- Claude Code sucks but is still useful: experiences maintaining Julia’s SciML scientific computing infrastructure
- Implicit ODE Solvers Are Not Universally More Robust than Explicit ODE Solvers, Or Why No ODE Solver is Best
- A Guide to Gen AI / LLM Vibecoding for Expert Programmers
- Machine learning with hard constraints: Neural Differential-Algebraic Equations (DAEs) as a general formalism
- How chaotic is chaos? How some AI for Science / SciML papers are overstating accuracy claims
- A Hands on Introduction to Applied Scientific Machine Learning / Physics-Informed Learning
- Open Source Component-Based Modeling with ModelingToolkit
- The Numerical Analysis of Differentiable Simulation: Automatic Differentiation Can Be Incorrect
- JuliaSim: Building a Product which improves Open Source Sustainability
2024 3
2023 3
2022 6
- Integrating equation solvers with probabilistic programming through differentiable programming
- Direct Automatic Differentiation of (Differential Equation) Solvers vs Analytical Adjoints: Which is Better?
- Is Differentiable Programming Actually Necessary? Can’t you just train the neural networks separately?
- Accurate and Efficient Physics-Informed Learning Through Differentiable Simulation (ASA Seminar Talk)
- Keynote: New Horizons in Modeling and Simulation with Julia (Modelica Conference 2021)
- Composing Modeling and Simulation with Julia (2021 Modelica Conference)
2021 9
- Engineering Trade-Offs in Automatic Differentiation: from TensorFlow and PyTorch to Jax and Julia
- Improved ForwardDiff.jl Stacktraces With Package Tags
- The Use and Practice of Scientific Machine Learning
- When does the mean and variance define an SDE?
- Learning Epidemic Models That Extrapolate, AI4Pandemics
- Useful Algorithms That Are Not Optimized By Jax, PyTorch, or Tensorflow
- ModelingToolkit, Modelica, and Modia: The Composable Modeling Future in Julia
- Generalizing Automatic Differentiation to Automatic Sparsity, Uncertainty, Stability, and Parallelism
- JuliaCall Update: Automated Julia Installation for R Packages
2020 7
- GPU-Accelerated ODE Solving in R with Julia, the Language of Libraries
- COVID-19 Epidemic Mitigation via Scientific Machine Learning (SciML)
- Cheap But Effective: Instituting Effective Pandemic Policies Without Knowing Who’s Infected
- Glue AD for Full Language Differentiable Programming
- Generalized Physics-Informed Learning through Language-Wide Differentiable Programming (Video)
- Universal Differential Equations for Scientific Machine Learning (Video)
- Scientific Machine Learning: Interpretable Neural Networks That Accurately Extrapolate From Small Data
2019 8
- How Inexact Models and Scientific Machine Learning Can Guide Decision Making in Quantitative Systems Pharmacology
- Recent advancements in differential equation solver software
- A Collection of Jacobian Sparsity Acceleration Tools for Julia
- Developing Julia Packages
- When do micro-optimizations matter in scientific computing?
- The Essential Tools of Scientific Machine Learning (Scientific ML)
- Scientific AI: Domain Models with Integrated Machine Learning
- Neural Jump SDEs (Jump Diffusions) and Neural PDEs
2018 11
- Zero-Cost Abstractions in Julia: Indexing Vectors by Name with LabelledArrays
- The Nonlinear Effect of Code Speed on Productivity
- Some State of the Art Packages in Julia v1.0
- PuMaS.jl: Pharmaceutical Modeling and Simulation Engine
- Solving Partial Differential Equations with Julia
- Why Numba and Cython are not substitutes for Julia
- DifferentialEquations.jl’s Confederated Modular API
- Simulation and Control of Biological Stochasticity
- Intro to solving differential equations in Julia
- Using Juno for Interactive Test-Driven Julia Package Development
- Algorithm efficiency comes from problem information
2017 11
- Solving Systems of Stochastic PDEs and using GPUs in Julia
- Some tips for your Google Summer of Code Application
- DifferentialEquations.jl 3.0 and a Roadmap for 4.0
- I Like Julia Because It Scales and Is Productive: Some Insights From A Julia Developer
- A Comparison Between Differential Equation Solver Suites In MATLAB, R, Julia, Python, C, Mathematica, Maple, and Fortran
- Video Introduction to DifferentialEquations.jl
- Type-Dispatch Design: Post Object-Oriented Programming for Julia
- Video Blog: Developing and Editing Julia Packages
- DifferentialEquations.jl 2.0: State of the Ecosystem
- Some Fun With Julia Types: Symbolic Expressions in the ODE Solver
- Building a Web App in Julia: DifferentialEquations.jl Online
2016 28
- 6 Months of DifferentialEquations.jl: Where We Are and Where We Are Going
- Modular Algorithms for Scientific Computing in Julia
- 7 Julia Gotchas and How to Handle Them
- Introducing DifferentialEquations.jl
- Using Julia’s Type System For Hidden Performance Gains
- Finalizing Your Julia Package: Documentation, Testing, Coverage, and Publishing
- Optimal Number of Workers for Parallel Julia
- Holding off on Julia for a little bit… you should blog!
- Benchmarks of Multidimensional Stack Implementations in Julia
- MATLAB 2016a Release Summary for Scientific Computing
- Interfacing with a Xeon Phi via Julia
- Multiple-GPU Parallelism on the HPC with Julia
- Tutorial for Julia on the HPC with GPUs
- Multi-node Parallelism in Julia on an HPC (XSEDE Comet)
- Blog Upgraded: A Good Experience With Bluehost
- Comparison of US HPC Resources
- Using Julia’s C Interface to Utilize C Libraries
- Setting Variables Element-wise in a Matrix in Mathematica
- Simple Parallel Optimization in Mathematica
- Why is Mathematica Stopping My Long Calculation?
- Julia iFEM3: Solving the Poisson Equation via MATLAB Interfacing
- Julia iFEM 2: Optimizing Stiffness Matrix Assembly
- Optimizing .*: Details of Vectorization and Metaprogramming
- What Exactly is Brownian Motion and Why Does it Matter?
- Quick Optimizations in Julia for Performance: A Practical Example
- Julia iFEM1: Porting Mesh Generation
- WordPress Julia Syntax Highlighting
- The New Project