implementation of implicit Runge-Kutta method for stiff differential equations
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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
Fix For: 2.0
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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