A baseline wins. At the comparison noise level, the best baseline beats SolvSRK by at least 10 percentage points of survival, or by at least 0.05 balanced score when survival is tied. Use the winning baseline named on the problem page — not SolvSRK. All verdicts →
199D MOL discretisation of the log-utility Merton portfolio Bellman PDE on a uniform log-S grid with a fixed optimal policy pi* = mu_excess / sigma^2. Tridiagonal constant linear ODE -- LRDE row-1 GREEN. Toy benchmark only -- production HJB requires Howard policy iteration.
Merton 1969; Pham 2009 chap.1
Canonical RHS excerpt from the registered callable used for this benchmark cell. Expand it to verify the state equations; it is not a standalone runnable fixture.
def rhs(t: float, y: np.ndarray) -> np.ndarray:
return A_csr @ y + g_arrCanonical RHS excerpt captured from the same registered callable used for the published benchmark. Frozen closure values are summarized below; helper imports and solver settings are intentionally omitted.
Fingerprint
Spread: high
Default noise: none
Recommendation snapshot
Clean best: SolvSRK
Noisy best: SciPy BDF
Coverage
14 solver arms · clean + 5 noise levels
Ranked on survival, precision, and speed
20 seeds/cell default · 14 arms · TRL 4–5 · simulation-lab validated · this page: HJB toy: log-utility Merton-portfolio Bellman PDE (1D, fixed policy) (hjb-toy-log-utility-merton-portfolio-bellman-pde-1d-fixed-policy)
Governed SolvTune benchmark freeze; per-arm medians only. RHS definitions and raw trial rows are not published.
Self-reported by Resonix Labs · not independently verified
Pick an objective and a noise level to rank all arms on survival, median SCD, median nfev, and median wall time. Medians across seeds.
Objective
Best overall trade-off of survival, precision, and speed.
Noise level
| # | Solver | Survival | SCD | nfev | Wall | Score |
|---|---|---|---|---|---|---|
| 1 | SolvSRK | 100% | 10.5 | 1,552 | 69 ms | 0.869 |
| 2 | Vern9external | 100% | 10.3 | 850 | 4.40 s | 0.864 |
| 3 | SciPy RadauSciPy | 100% | 9.7 | 700 | 32 ms | 0.849 |
| 4 | SciPy DOP853SciPy | 100% | 9.2 | 458 | 4 ms | 0.837 |
| 5 | Vern7external | 100% | 9.0 | 542 | 4.89 s | 0.834 |
| 6 | FBDFexternal | 100% | 8.3 | 318 | 5.68 s | 0.817 |
| 7 | Tsit5external | 100% | 7.9 | 474 | 983 ms | 0.807 |
| 8 | SciPy RK45SciPy | 100% | 7.7 | 440 | 4 ms | 0.802 |
| 9 | SciPy LSODASciPy | 100% | 7.5 | 644 | 5 ms | 0.797 |
| 10 | SciPy RK23SciPy | 100% | 7.1 | 308 | 4 ms | 0.787 |
| 11 | SciPy BDFSciPy | 100% | 7.0 | 360 | 15 ms | 0.785 |
| 12 | CVODE BDFexternal | 100% | 7.0 | 494 | 26 ms | 0.784 |
| 13 | CVODE Adamsexternal | 100% | 6.9 | 751 | 30 ms | 0.784 |
| 14 | TRBDF2external | 100% | 4.5 | 592 | 6.11 s | 0.727 |
At Clean, best balanced arm is SolvSRK.
Values are medians across seeds, measured by Resonix Labs on Resonix hardware and not independently verified; nfev and wall are on reference lab hardware (indicative). Under injected noise only SolvSRK and the SciPy arms are run. How we measure accuracy → · Verification status →
SolvScout · free
This page shows one published benchmark cell. SolvScout fingerprints your ODE, compares it to the full corpus, and recommends a solver with the same survival / precision / speed ranking you see here — including when a SciPy arm wins.
SolvSRK · 30-day trial
SolvSRK is the stiffness-adaptive integrator behind the SolvSRK column in these tables. Create an account, activate a machine, and take a 30-day trial — same binary you'd ship after purchase.
Replace the access date. Pin the freeze ID and library versions when comparing against a later export. Cite it as what it is — a self-reported vendor benchmark, not an independently verified result. The note field says so; please keep it.
@misc{resonix_evidence_hjb_toy_log_utility_merton_portfolio_bellman_pde_1d_fixed_policy_2026,
title = {Resonix Evidence Portal: HJB toy: log-utility Merton-portfolio Bellman PDE (1D, fixed policy)},
author = {{Resonix Labs (Canada) Inc.}},
year = {2026},
howpublished = {\url{https://resonix.tech/evidence/problems/hjb-toy-log-utility-merton-portfolio-bellman-pde-1d-fixed-policy}},
note = {Self-reported vendor benchmark; internally generated by Resonix Labs and not independently verified. Accessed YYYY-MM-DD. Freeze 2026-08-13; libsolvsrk 2.3.0; SciPy 1.14.}
}TRL 4–5 · simulation-lab validated · 398 problems · 14 solver arms · clean + 5 noise levels
Freeze: 2026-08-13 · scipy 1.14 · libsolvsrk 2.3.0 · Methodology
Self-reported by Resonix Labs · not independently verified · Verification status