sundialr

sundialr

sundialr is a wrapper around a few of the solvers in the SUNDIALS ODE solving C library produced by the Lawrence Livermore National Laboratory and Southern Methodist University. More information about SUNDIALS can be found here. SUNDIALS is one of the most popular and well-respected ODE solving libraries available and sundialr provides a way to interface some of the SUNDIALS solvers in R.

Currently sundialr provides an interface to the serial versions of cvode (for solving ODES), cvodes (for solving ODE with sensitivity equations) and ida (for solving differential-algebraic equations) using the Linear Solver (dense version).

A convenience function cvsolve is provided which allows solving a system of equations with multiple discontinuities in solution. An application of such a system of equations would be to simulate the effect of multiple bolus doses of a drug in clinical pharmacokinetics. See the vignette for more details.

Installation

install.packages("sundialr")

The development version can be installed from GitHub:

# install.packages("remotes")
remotes::install_github("sn248/sundialr")

SUNDIALS itself is bundled with the package and is compiled from source during installation, so no system installation of SUNDIALS is needed. Building from source does require cmake to be available.

Quick start

Every solver takes the system of equations as an R function. For cvode, that function is given the time, the state vector and the parameter vector, and returns the derivatives:

library(sundialr)

# The Roberts problem, a classic stiff system of three equations
ODE_R <- function(t, y, p) {
  ydot <- vector(mode = "numeric", length = length(y))

  ydot[1] <- -p[1] * y[1] + p[2] * y[2] * y[3]
  ydot[2] <-  p[1] * y[1] - p[2] * y[2] * y[3] - p[3] * y[2] * y[2]
  ydot[3] <-  p[3] * y[2] * y[2]

  ydot
}

time_vec <- c(0.0, 0.4, 4.0, 40.0, 4e2, 4e3, 4e4)
IC       <- c(1, 0, 0)
params   <- c(0.04, 1e4, 3e7)
reltol   <- 1e-6
abstol   <- c(1e-8, 1e-14, 1e-6)

# The result is a matrix: the first column is time, the remaining columns are
# the states, in the order they were given in IC
soln <- cvode(time_vec, IC, ODE_R, params, reltol, abstol)

reltolerance is a single value. abstolerance is either a single value, applied to every state, or one value per state as above, which is useful when the states differ in magnitude.

Supplying a Jacobian

By default SUNDIALS approximates the Jacobian by finite differences. For a stiff system it is usually faster, and more accurate, to supply it. The function takes the same arguments as the system itself and returns an n-by-n matrix whose [i, j] entry is d(ydot[i])/d(y[j]):

JAC_R <- function(t, y, p) {
  matrix(
    c(-p[1],       p[1],                                  0,
       p[2]*y[3], -p[2]*y[3] - 2*p[3]*y[2],   2*p[3]*y[2],
       p[2]*y[2], -p[2]*y[2],                             0),
    nrow = 3, ncol = 3
  )
}

soln <- cvode(time_vec, IC, ODE_R, params, reltol, abstol, jacobian = JAC_R)

The system and the Jacobian can also be written in C++ with Rcpp instead of in R, which avoids the cost of calling back into R at every step. The examples in ?cvode show both forms.

The other solvers

cvodes solves the same systems as cvode and additionally computes forward sensitivities, the partial derivative of every state with respect to every parameter, alongside the solution. These are what parameter estimation and identifiability work need. The sensitivity equations can be solved either staggered or simultaneously with the state equations, and can be included in or excluded from the error control. See ?cvodes.

ida solves differential-algebraic equations, systems that mix differential equations with algebraic constraints and so cannot be written as y' = f(t, y). The system is given as a residual F(t, y, y', p) = 0, and an initial value of y' consistent with the constraints at the initial time is required alongside the initial values of y. See ?ida.

cvsolve is a convenience wrapper around cvode for systems whose solution has discontinuities. Discontinuities are described by a data frame giving the state, the time, and the value to add to that state at that time; the solver integrates up to each one, applies it, and restarts. The motivating case is simulating repeated bolus doses of a drug in clinical pharmacokinetics, where each dose is an instantaneous addition to a compartment. See ?cvsolve and the vignette.

What's new?

Version 0.2.1

• Updated the underlying SUNDIALS library to v7.9.0 (Sep 2026)
• New: an ESDIRK integrator from ARKODE in the C API, as sundialr_arkode_* entry points that mirror the CVODE ones, so packages calling the C API can choose a one-step implicit Runge-Kutta method instead of BDF
• New: two additions to the C API, sundialr_cvode_set_udata() and sundialr_cvode_reset_stats(), so one solver handle can be reused across many parameter sets; sundialr_cvode_get_num_steps() now counts across reinitialisations as documented
• Installing from source no longer needs Perl's open module, which minimal Debian/Ubuntu images such as rocker/r-ver lack

Version 0.2.0

• New: all four solvers accept an optional jacobian argument for supplying the Jacobian analytically instead of letting SUNDIALS approximate it by finite differences. It defaults to NULL, so existing code is unaffected. See the quick start above for cvode; ida takes a different form, documented in ?ida
• Updated the underlying SUNDIALS library to v7.8.0 (Jun 2026)
• Behaviour change: in cvsolve, an event at time 0 now adds its value to the initial conditions rather than replacing them, so the initial conditions are always the starting state and time 0 behaves like every other event time. Results change for any call that applies an event at time 0
• cvsolve now takes the initial time from the first element of the time vector rather than assuming it is 0, and validates the state indices and times given in Events
• Fixed several memory faults, including an out-of-bounds access when abstolerance was given as a single value to ida or cvsolve, and memory that was not released when a solve ended in an error
• Errors raised inside a user-supplied R function are now reported properly, and error messages name the SUNDIALS routine that failed
• Added test coverage for ida and cvsolve

For the full list, and for earlier versions, see NEWS.md.