odeiv: Runge-Kutta 9(8)

odeiv: Runge-Kutta 9(8)

[Jerome BENOIT]

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

Re: odeiv: Runge-Kutta 9(8)

[Jochen Küpper]

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
-- 
Einigkeit und Recht und Freiheit                http://www.Jochen-Kuepper.de
    Liberté, Égalité, Fraternité                GnuPG key: CC1B0B4D
        (Part 3 you find in my messages before fall 2003.)

Re: odeiv: Runge-Kutta 9(8)

[Jerome BENOIT]

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

Re: odeiv: Runge-Kutta 9(8)

[Brian Gough]

Jerome BENOIT writes:
 > 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 ?
 
Can you make a standalone extension file and a web page describing it.
I will make a link to it from the "Extensions" section of the GSL 
webpage http://www.gnu.org/software/gsl/#extensions

Thanks,

-- 
Brian Gough