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https://issues.apache.org/jira/browse/MATH-172?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13094341#comment-13094341
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Dennis Hendriks commented on MATH-172:
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bq. I would really much like to have stiff ODE solver in 3.0.
Me too (obviously) :)
bq. If you want to help solving this issue, do not hesitate to propose
something.
I know practically nothing about ODE solver implementation, so I won't be of
much help in that regard. On the other hand, I would be happy to help in
testing an implementation once it is available.
bq. I first thought [...] I was wrong. Another attempt could be made [...]
It sounds like you are trying to come up with a new algorithm yourself. Are
there no standard algorithms available in literature that could be implemented
directly? Or perhaps other open-source implementations that we could look at?
> 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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