[jira] Updated: (MATH-172) implementation of implicit Runge-Kutta method for stiff differential equations

["Luc Maisonobe (JIRA)" <ji...@apache.org>]

     [ https://issues.apache.org/jira/browse/MATH-172?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Luc Maisonobe updated MATH-172:
-------------------------------

    Fix Version/s: 3.0
                       (was: 2.2)

the current implementation of Adams method is really not stable (step size often decreases until it reach minStep and then an error is triggered, regardless of how small minStep has been set).
posponing to 3.0

> implementation of implicit Runge-Kutta method for stiff differential equations
> ------------------------------------------------------------------------------
>
>                 Key: MATH-172
>                 URL: https://issues.apache.org/jira/browse/MATH-172
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 1.2
>            Reporter: James Housden
>            Assignee: Luc Maisonobe
>             Fix For: 3.0
>
>         Attachments: bdf-2009-07-07.patch
>
>
> 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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