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https://issues.apache.org/jira/browse/MATH-172?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel#action_12541912
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Luc Maisonobe commented on MATH-172:
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This would be a very interesting addition.
I will have a look at it once 1.2 has been released
> 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
> 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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