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From Phil Steitz <p...@steitz.com>
Subject Re: [math] improvement of the ODE package
Date Sat, 12 Jul 2008 15:36:20 GMT
Luc Maisonobe wrote:
> In order to solve issue MATH-172 and for other related needs, I have
> started work on the ordinary differential equations package as some of
> you may have noticed.
>
> The first phase was simple cleaning: reorganizing the package that was
> becoming quite huge. There are now several subpackages:
>  - nonstiff which provides integrators (and continuous output
>    interpolators) for non-stiff problems
>  - sampling which deals with step handlers (fixed and variable steps)
>  - events which deals with discrete events (what used to be called
>    switching functions in the previous version)
>   
Looks good.
> The second phase is under development: introducing new simple multistep
> integrators: fixed step explicit Adams-Bashforth, fixed step implicit
> Adams-Moulton and BDF, still for non-stiff problems. This is a little
> harder than I thought at first, because I really want this integrators
> to provide the same rich features as the existing ones: multiple
> discrete events handling, continuous output, events handlers. I also
> wanted a user customizable autostart feature (multistep methods need
> some help to get started). I did not find any reference to continuous
> output models for these simple integrators, so I had to develop the
> underlying equations myself.
Should doc this somewhere - either (somewhat painfully) in javadoc or 
user guide.
> I hope to check a few new classes soon.
> Meanwhile, I also have to change a little the shared API with the
> existing integrators, in order to get a consistent package.
>
> The third phase will consist in implementing integrators able to handle
> stiff problems. I will probably start with a port of LSODE (from netlib,
> available under a BSD type license) which is based on GEAR method.
>   
+1 - just need to doc the algorithms.

Phil
 

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