[MATH-172] implementation of implicit Runge-Kutta method for stiff differential equations

• Type: Improvement
• Status: Open
• Priority: Major
• Resolution: Unresolved
• Affects Version/s: 1.2
• Fix Version/s: 4.X
• Assignee: Luc Maisonobe
• Reporter: James Housden
• Created: 08/Nov/07 08:30
• Updated: 22/Apr/17 14:12

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.