This issue will be used to track common interface option handling. This is a constant time factor so it's not the biggest deal, but I feel that we can improve some applications by reducing common latency here.

It would be helpful to have some text on how contributions should be made.
This includes how to setup the development environment and how to run the tests.

I'm attempting to run the example posted on the GitHub page for diffeqpy. I've installed diffeqpy successfully on a Mac Pro (2019) running Mac OS X 10.15.4 (Catalina). I'm running the Anaconda distribution for Python ver. 3.7.6.

The code I'm running is the following:

#!/Users/user/opt/anaconda3/bin/python
from diffeqpy import de

def f(u,p,t):
    return -u

u0 = 0.5
tspan = (0.,

The current documentation can be misleading regarding which features are ready vs in-progress. I'm not sure if there's a standard practice for this, but if we can summarize the current state in this issue I'll update the README.

Relatedly, we might consider adding a header to the README that warns users that this library is still a WIP, and not to depend on it for anything critical. Again, not

I tend to think that beta1 and beta2 are off. I think that beta1=0.4 and beta2=0.1 may be better defaults than what we have right now, but this would need extensive testing. That's a very high gain but right now we rarely ever reject, and are usually 10-100x below the error estimate we are aiming for.

This issue is held open for general feedback, feature requests and to coordinate contributions to the package; or just to say "hello".

What I've noticed is that most (I didn't check all of them) PDE notebooks need to be rerun: all cells just display error messages.

E.g.:

http://benchmarks.juliadiffeq.org/html/MOLPDE/allen_cahn_spectral_wpd.html

http://benchmarks.juliadiffeq.org/html/MOLPDE/kdv_spectral_wpd.html

When following the monte carlo parameter estimation example (https://docs.juliadiffeq.org/stable/analysis/parameter_estimation/index.html) a deprecation message is received
parallel_type has been deprecated. Please refer to the docs for the new dispatch-based system.

When modifying the code to use the new dispatch system as the deprecation message suggests,

ensemble_prob = EnsembleProb