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  1. Commons Math
  2. MATH-172

implementation of implicit Runge-Kutta method for stiff differential equations

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    Details

    • Type: Improvement
    • Status: Open
    • Priority: Major
    • Resolution: Unresolved
    • Affects Version/s: 1.2
    • Fix Version/s: 4.X
    • Labels:
      None

      Description

      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.

        Attachments

        1. bdf-2009-07-07.patch
          56 kB
          Luc Maisonobe
        2. BDFIntegrator.java
          30 kB
          Stefan Hubert
        3. BDFNordsieckTransformer.java
          14 kB
          Stefan Hubert

          Activity

            People

            • Assignee:
              luc Luc Maisonobe
              Reporter:
              jamesh James Housden
            • Votes:
              1 Vote for this issue
              Watchers:
              7 Start watching this issue

              Dates

              • Created:
                Updated: