[MATH-1119] Add fast single-step method for fixed-step ODE integrators

• Type: Improvement
• Status: Closed
• Priority: Minor
• Resolution: Fixed
• Affects Version/s: 3.2
• Fix Version/s: 3.3
• Assignee: Luc Maisonobe
• Reporter: Luc Maisonobe
• Created: 20/Apr/14 14:26
• Updated: 19/May/14 15:13
• Resolved: 20/Apr/14 14:30

Description

Sometimes, very fast computation of only a few steps of an ODE integrators are needed and embedded in much larger loops. Setting up a full-blown integrators with all its bells and whistles is cumbersome in this case where only the final state is desired.

A stripped-down version of the ODE integrator using only the Butcher arrays from Runge-Kutta integrators would be nice.