commons-issues mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From "Dennis Hendriks (JIRA)" <>
Subject [jira] [Commented] (MATH-172) implementation of implicit Runge-Kutta method for stiff differential equations
Date Wed, 31 Aug 2011 06:25:09 GMT


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:
>             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:


View raw message