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  1. Commons Math
  2. MATH-172

implementation of implicit Runge-Kutta method for stiff differential equations

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

          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: