I am trying to run some code with Python 3.5 on Windows 10 with the use of cygwin (mingw). To be precise I am using the PyDSTool module, where I call the dopri integrator. T
I was running on the same problem and figured out that the issue was with the mingw compiler. I tried the patches suggested by @tharen but it didn't work for me.
It seems that cygwin's favourite compiler for windows is the visual c++ so I downloaded just the visual c++ build tools from http://landinghub.visualstudio.com/visual-cpp-build-tools and then it worked fine.
Note that you will need to uninstall mingw and all references to it that you included in your project. In particular I had to delete a distutils.cfg file that I had created which had the following code pointing to mingw
[build]
compiler = mingw32