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

["Stefan Hubert (JIRA)" <ji...@apache.org>]

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

Stefan Hubert updated MATH-172:
-------------------------------
    Attachment: BDFNordsieckTransformer.java
                BDFIntegrator.java

initial patch "bdf-2009-07-07.patch" adopted to Math4.

there are still some errors in "BDFIntegrator.java" though

> 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: 4.0
>
>         Attachments: BDFIntegrator.java, BDFNordsieckTransformer.java, 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.



--
This message was sent by Atlassian JIRA
(v6.3.4#6332)