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From "Luc Maisonobe (Created) (JIRA)" <j...@apache.org>
Subject [jira] [Created] (MATH-727) too large first step with embedded Runge-Kutta integrators (Dormand-Prince 8(5,3) ...)
Date Sat, 17 Dec 2011 16:36:30 GMT
too large first step with embedded Runge-Kutta integrators (Dormand-Prince 8(5,3) ...)
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                 Key: MATH-727
                 URL: https://issues.apache.org/jira/browse/MATH-727
             Project: Commons Math
          Issue Type: Bug
    Affects Versions: 3.0
            Reporter: Luc Maisonobe
            Assignee: Luc Maisonobe
             Fix For: 3.0


Adaptive step size integrators compute the first step size by themselves if it is not provided.
For embedded Runge-Kutta type, this step size is not checked against the integration range,
so if the integration range is extremely short, this step size may evaluate the function out
of the range (and in fact it tries afterward to go back, and fails to stop). Gragg-Bulirsch-Stoer
integrators do not have this problem, the step size is checked and truncated if needed.

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