Implementing hybrid explicit/implicit ODE stepper

Rhys Ulerich rhys.ulerich@gmail.com
Wed Jun 3 14:32:00 GMT 2009


Hi all,

I'm looking into implementing a hybrid explicit, implicit ODE
integrator within the GSL ODE framework.
This one splits the right hand side of u_t = f(u) into an implicit
linear operator L(u) and an explicit nonlinear operator N(u).  The
scheme requires L(u) be available in a matrix or matrix-like form.

What's the "right way" to shoehorn this into the gsl_odeiv_system
struct (http://www.gnu.org/software/gsl/manual/html_node/Defining-the-ODE-System.html)
?
L(u) as gsl_odeiv_system.function with N(u) passed within
gsl_odeiv_system.params ?  The reverse?  Neither?

Thanks,
Rhys

P.S. It's Spalart, Moser, & Rogers 1991 appendix A for anyone interested.



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