Uploaded image for project: 'Commons Math'
  1. Commons Math
  2. MATH-727

too large first step with embedded Runge-Kutta integrators (Dormand-Prince 8(5,3) ...)

    Details

    • Type: Bug
    • Status: Closed
    • Priority: Major
    • Resolution: Fixed
    • Affects Version/s: 3.0
    • Fix Version/s: 3.0
    • Labels:
      None

      Description

      Adaptive step size integrators compute the first step size by themselves if it is not provided.
      For embedded Runge-Kutta type, this step size is not checked against the integration range, so if the integration range is extremely short, this step size may evaluate the function out of the range (and in fact it tries afterward to go back, and fails to stop). Gragg-Bulirsch-Stoer integrators do not have this problem, the step size is checked and truncated if needed.

        Attachments

          Activity

            People

            • Assignee:
              luc Luc Maisonobe
              Reporter:
              luc Luc Maisonobe
            • Votes:
              0 Vote for this issue
              Watchers:
              0 Start watching this issue

              Dates

              • Created:
                Updated:
                Resolved: