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The best that I can is that rk8pd is 8(7) and rk9t is 9(8): for SDEs (Stochastic Differential Equations) this seems to matter as the effective order has to be divived by 2.
Jerome BENOIT <jgmbenoit@mailsnare.net> writes:
I am wondering if there is any interest for incorporating the Runge-Kutta 9(8) [1] into GSL to somehow complete the current odeiv stepper collection: as I may implement it to integrate numericaly SDE (not ODE), it will cost to me tiny efforts to bring it to GSL. I will be very glad to do so.
Always interested;)
How does it compare it to gsl_odeiv_step_rk8pd?
Greetings, Jochen
-- Jerome BENOIT jgmbenoit_at_mailsnare_dot_net
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