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From "Dennis Hendriks (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-172) implementation of implicit Runge-Kutta method for stiff differential equations
Date Sat, 03 Sep 2011 16:00:15 GMT

    [ https://issues.apache.org/jira/browse/MATH-172?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13096692#comment-13096692
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Dennis Hendriks commented on MATH-172:
--------------------------------------

Luc, thanks for the in-depth answer. It makes it all much clearer. It sounds like you are
well on your way with this. Keep up the good 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: 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.

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