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From "Arne Dieckmann (JIRA)" <j...@apache.org>
Subject [jira] Commented: (MATH-172) implementation of implicit Runge-Kutta method for stiff differential equations
Date Mon, 16 Jun 2008 09:01:45 GMT

    [ https://issues.apache.org/jira/browse/MATH-172?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12605227#action_12605227
] 

Arne Dieckmann commented on MATH-172:
-------------------------------------

It would be great to have a Bader-Deuflhard or Gear algorithm in the package. As far as I
know, these are "state of the art" and they would probably be of great usefulness for many
users. Please consider adding them to the package, it is worth the work. 



> 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: 2.0
>
>
> 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.

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