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From "Stefan Hubert (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-172) implementation of implicit Runge-Kutta method for stiff differential equations
Date Thu, 26 May 2016 13:19:12 GMT

    [ https://issues.apache.org/jira/browse/MATH-172?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15302058#comment-15302058
] 

Stefan Hubert commented on MATH-172:
------------------------------------

Hi Gilles,

So, my student (Arthur) tried to implement the existing patch (initial patch "bdf-2009-07-07.patch")
to the current Math4 repository. 

I guess if we can get the patch file working in Math4 we can get people more easily involved
in debugging the solver. It is a start! :)

Best,
Stefan


> 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: 4.0
>
>         Attachments: BDFIntegrator.java, BDFNordsieckTransformer.java, 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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