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https://issues.apache.org/jira/browse/MATH-172?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Rob Tompkins updated MATH-172:
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Fix Version/s: (was: 4.0)
4.X
> 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.X
>
> Attachments: bdf-2009-07-07.patch, BDFIntegrator.java,
> BDFNordsieckTransformer.java
>
>
> 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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