odeiv: Runge-Kutta 9(8)

Jerome BENOIT jgmbenoit@mailsnare.net
Sun Apr 2 10:47:00 GMT 2006


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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