[jira] [Commented] (MATH-172) implementation of implicit Runge-Kutta method for stiff differential equations

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|

[jira] [Commented] (MATH-172) implementation of implicit Runge-Kutta method for stiff differential equations

ASF GitHub Bot (Jira)

    [ https://issues.apache.org/jira/browse/MATH-172?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13094341#comment-13094341 ]

Dennis Hendriks commented on MATH-172:
--------------------------------------

bq. I would really much like to have stiff ODE solver in 3.0.

Me too (obviously) :)

bq. If you want to help solving this issue, do not hesitate to propose something.

I know practically nothing about ODE solver implementation, so I won't be of much help in that regard. On the other hand, I would be happy to help in testing an implementation once it is available.

bq. I first thought [...] I was wrong. Another attempt could be made [...]

It sounds like you are trying to come up with a new algorithm yourself. Are there no standard algorithms available in literature that could be implemented directly? Or perhaps other open-source implementations that we could look at?


> implementation of implicit Runge-Kutta method for stiff differential equations
> ------------------------------------------------------------------------------
>
>                 Key: MATH-172
>                 URL: https://issues.apache.org/jira/browse/MATH-172
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 1.2
>            Reporter: James Housden
>            Assignee: Luc Maisonobe
>             Fix For: 3.0
>
>         Attachments: bdf-2009-07-07.patch
>
>
> In version 1.2 several explicit Runge-Kutta methods have been implemented which work fine for non-stiff problems. However these methods are not suitable for stiff equations. The implementation of an implicit Runge-Kutta method such as Radau5 would extend the functionality of the ode package to cover the solution of stiff ordinary differential equations.

--
This message is automatically generated by JIRA.
For more information on JIRA, see: http://www.atlassian.com/software/jira