Add initial draft

TODO: add prepare_u0 to all problems (currently just ODE and SDE)
TODO: add tests
TODO: add package extension boilerplate (e.g. update Project.toml)

ext/PythonCallExt.jl

@@ -0,0 +1,23 @@
+module PythonCallExt
+
+using PythonCall: Py, PyList, pyimport, hasproperty, pyconvert, pyisinstance, pybuiltins
+using SciMLBase: SciMLBase
+
+# SciML uses a function's arity (number of arguments) to determine if it operates in place.
+# PythonCall does not preserve arity, so we inspect Python functions to find their arity.
+function SciMLBase.numargs(f::Py)
+    inspect = pyimport("inspect")
+    f2 = hasproperty(f, :py_func) ? f.py_func : f
+    # if `f` is a bound method (i.e., `self.f`), `getfullargspec` includes
+    # `self` in the `args` list. So, we subtract 1 in that case:
+    pyconvert(Int, length(first(inspect.getfullargspec(f2))) - inspect.ismethod(f2))
+end
+
+_pyconvert(x::Py) = pyisinstance(x, pybuiltins.list) ? [_pyconvert(x) for x in x] : pyconvert(Any, x)
+_pyconvert(x::PyList) = [_pyconvert(x) for x in x]
+_pyconvert(x) = x
+
+SciMLBase.prepare_initial_state(u0::Union{Py, PyList}) = _pyconvert(u0)
+SciMLBase.prepare_function(f::Py) = _pyconvert ∘ f
+
+end

src/problems/ode_problems.jl

@@ -112,13 +112,14 @@ mutable struct ODEProblem{uType, tType, isinplace, P, F, K, PT} <:
         u0, tspan, p = NullParameters(),
         problem_type = StandardODEProblem();
         kwargs...) where {iip}
+        _u0 = prepare_initial_state(u0)
         _tspan = promote_tspan(tspan)
         warn_paramtype(p)
-        new{typeof(u0), typeof(_tspan),
+        new{typeof(_u0), typeof(_tspan),
             isinplace(f), typeof(p), typeof(f),
             typeof(kwargs),
             typeof(problem_type)}(f,
-            u0,
+            _u0,
             _tspan,
             p,
             kwargs,
@@ -133,9 +134,10 @@ mutable struct ODEProblem{uType, tType, isinplace, P, F, K, PT} <:
     This is determined automatically, but not inferred.
     """
     function ODEProblem{iip}(f, u0, tspan, p = NullParameters(); kwargs...) where {iip}
+        _u0 = prepare_initial_state(u0)
         _tspan = promote_tspan(tspan)
         _f = ODEFunction{iip, DEFAULT_SPECIALIZATION}(f)
-        ODEProblem(_f, u0, _tspan, p; kwargs...)
+        ODEProblem(_f, _u0, _tspan, p; kwargs...)
     end
 
     @add_kwonly function ODEProblem{iip, recompile}(f, u0, tspan, p = NullParameters();
@@ -145,19 +147,20 @@ mutable struct ODEProblem{uType, tType, isinplace, P, F, K, PT} <:
 
     function ODEProblem{iip, FunctionWrapperSpecialize}(f, u0, tspan, p = NullParameters();
         kwargs...) where {iip}
+        _u0 = prepare_initial_state(u0)
         _tspan = promote_tspan(tspan)
         if !(f isa FunctionWrappersWrappers.FunctionWrappersWrapper)
             if iip
                 ff = ODEFunction{iip, FunctionWrapperSpecialize}(wrapfun_iip(f,
-                    (u0, u0, p,
+                    (_u0, _u0, p,
                         _tspan[1])))
             else
                 ff = ODEFunction{iip, FunctionWrapperSpecialize}(wrapfun_oop(f,
-                    (u0, p,
+                    (_u0, p,
                         _tspan[1])))
             end
         end
-        ODEProblem{iip}(ff, u0, _tspan, p; kwargs...)
+        ODEProblem{iip}(ff, _u0, _tspan, p; kwargs...)
     end
 end
 TruncatedStacktraces.@truncate_stacktrace ODEProblem 3 1 2
@@ -183,9 +186,10 @@ end
 
 function ODEProblem(f, u0, tspan, p = NullParameters(); kwargs...)
     iip = isinplace(f, 4)
+    _u0 = prepare_initial_state(u0)
     _tspan = promote_tspan(tspan)
     _f = ODEFunction{iip, DEFAULT_SPECIALIZATION}(f)
-    ODEProblem(_f, u0, _tspan, p; kwargs...)
+    ODEProblem(_f, _u0, _tspan, p; kwargs...)
 end
 
 """

src/problems/sde_problems.jl

@@ -99,13 +99,14 @@ struct SDEProblem{uType, tType, isinplace, P, NP, F, G, K, ND} <:
         noise_rate_prototype = nothing,
         noise = nothing, seed = UInt64(0),
         kwargs...) where {iip}
+        _u0 = prepare_initial_state(u0)
         _tspan = promote_tspan(tspan)
         warn_paramtype(p)
-        new{typeof(u0), typeof(_tspan),
+        new{typeof(_u0), typeof(_tspan),
             isinplace(f), typeof(p),
             typeof(noise), typeof(f), typeof(f.g),
             typeof(kwargs),
-            typeof(noise_rate_prototype)}(f, f.g, u0, _tspan, p,
+            typeof(noise_rate_prototype)}(f, f.g, _u0, _tspan, p,
             noise, kwargs,
             noise_rate_prototype, seed)
     end