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ode-initval implicit solvers and development
- From: Tuomo Keskitalo <Tuomo dot Keskitalo at iki dot fi>
- To: GSL Discuss Mailing List <gsl-discuss at sourceware dot org>
- Date: Tue, 30 Sep 2008 20:06:49 +0300
- Subject: ode-initval implicit solvers and development
Hello,
my work with GSL ODE solvers is progressing (slowly, I am doing this on
my own free time). I've written a modified Newton iteration method to
solve the non-linear equation system that come up with implicit
Runge-Kutta methods. Three very basic implicit solvers included use the
solver. Also, I've made some changes and additions to ode-initval tests.
Those are the highlights. The current work on gsl-1.11/ode-initval
directory can be found here:
http://iki.fi/tuomo.keskitalo/temp/gsl-1.11-ode-initval-additions-1.tar.gz
Please note the comments on file Changes.txt. Any comments you might
have are welcome!
Fifth order implicit Radau method would be nice to add maybe later on
(even these new implicit solvers do not seem to be able to cope with
highly stiff, badly scaled problems), but I think that I will continue
next with a multistep framework and some of the methods in e.g. the VODE
package. More tests are also in the queue.
Regards,
Tuomo
--
Tuomo.Keskitalo@iki.fi
http://iki.fi/tuomo.keskitalo