Commons Math
  1. Commons Math
  2. MATH-172

implementation of implicit Runge-Kutta method for stiff differential equations

    Details

    • Type: Improvement Improvement
    • Status: In Progress
    • Priority: Major Major
    • Resolution: Unresolved
    • Affects Version/s: 1.2
    • Fix Version/s: 4.0
    • 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.

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          • Assignee:
            Luc Maisonobe
            Reporter:
            James Housden
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            • Created:
              Updated:

              Development