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From Phil Steitz <>
Subject Re: [math] resetting relative and absolute tolerances in ODE adaptive step size integrators
Date Tue, 12 Apr 2011 14:51:14 GMT
On 4/12/11 1:51 AM, wrote:
> Hi all,
> I have hit a limitation of the current implementation of ODE integrators with adaptive
step size. For now, the tolerances that are used to adjust the step size are specified only
at construction time and cannot be changed afterwards. However, these tolerances are highly
problem-dependent and in fact the dimension of the problem (which is related to the dimension
of the vectorial version of the tolerances) is specified only at integration time, not at
construction time.
> So I consider adding at the top-level hierarchy (abstract class AdaptiveStepsizeIntegrator)
a few setters to allow users to change these tolerances after the integrator has been built.
It seems the integrators by themselves were not documented as immutable (I first thought they
were), so this change is probably harmless.
> I am going to open a Jira issue for this.
> Any thoughts ?

One natural thing to consider is to provide the tolerances at
integration time - i.e., to either add the vectors explicitly as
arguments to the integrate method or to create an ODEProblem or
better-named class that encapsulates the DE, tolerances, initial
values and time parameters.

> Luc
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