odeiv: Runge-Kutta 9(8)

Jerome BENOIT jgmbenoit@mailsnare.net
Sat Apr 1 09:27:00 GMT 2006


Hello,

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.

Reference:
[1] Ch. Tsitouras, `Optimized explicit Runge–Kutta pair of orders 9(8)';
    Applied Numerical Mathematics 38 (2001) 123–134

Thanks,
Jerome

-- 
Jerome BENOIT
jgmbenoit_at_mailsnare_dot_net



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