Is there a good Fortran package for SDE, DDE and ODE?

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You could relatively easily rewrite the basic solvers in Fortran. That said, Fortran isn’t powerful enough to easily deal with things like sparsity of different structures, different input types (eg DoubleFloat, Float16), symbolic simplification, and all the fancy stuff like that. To rival the Julia ecosystem, you would have to impliment a good type system with generics and dispatch, a symbolic algebra library, and basically the rest of a more versatile programming language (Greenspun's tenth rule - Wikipedia).

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