feat(parallel): ensemble simulation support with Rayon#87
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This commit adds a `ParallelSolve` extension trait allowing users to batch-solve a collection of initial value problems (`IVP`) using rayon when the `rayon` feature is enabled. It ensures thread-safety without restricting core library traits for non-parallel contexts. An SDE Monte Carlo example is also included. Co-authored-by: Ryan-D-Gast <148826144+Ryan-D-Gast@users.noreply.github.com>
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Ryan-D-Gast
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🎯 What
Adds helper methods to solve many IVPs (parameter sweeps/Monte Carlo) in parallel across CPU cores using
rayon.📊 Coverage
Added a test suite
tests/parallel.rsto verify that all core solvers (ODE, DAE, SDE, and DDE) can be parallelized natively withrayon.✨ Result
A new
ParallelSolveextension trait provides thepar_solvemethod for iterators ofIVPs. It avoids modifying core traits withSendorSyncbounds by relying on Rust's auto-traits, which gracefully propagate through theIVPcomponents. An example showcasing a Monte Carlo simulation for Geometric Brownian Motion using the new parallel solver is also included.PR created automatically by Jules for task 3618549310047833983 started by @Ryan-D-Gast