Description

Hello,

I was trying to integrate a large system of ODE's stored in CuPy arrays using SciPy's solve_ivp and I quickly realized that wasn't going to work because solve_ivp regularly attempts to convert inputs into a NumPy array. I was wondering, then, if there would be interest in adding a solve_ivp-like function to CuPy that is compatible with CuPy arrays.

Some of the solvers implemented by SciPy make use of an external Fortran package ODEPACK. Getting that to work with CuPy arrays is beyond my level of skill, but I would be willing to tackle the solvers implemented in pure Python if there is interest.

Additional Information

No response