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Re: odeiv: Runge-Kutta 9(8)


Hello

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.

How to proceed ?

Jerome

Jochen Küpper wrote:
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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