Re: GSoC ode15s

[Chiara Segala]

On 11/03/16 13:59, Marco Caliari wrote: 

Dear Chiara,

yesterday Carlo and I gave a closer look to the two papers referenced in Matlab ode15s documentation. We found out that they only briefly and roughly describe the algorithm and they refer to quite old papers and solvers for the details. For instance, they quote DIFSUB, DDRIV2, LSODE, VODE. We believe it is quite hard for a student (or even for me) to implement alone and from scratch such a complex function.

Since you would like to implement (also) the behind numerical algorithm, is there any other function in the Matlab suite, currently missing in Octave, you would like to take care of? Or any other method for differential equations?

Cheers,

Marco

Dear Marco,

I also noticed that there are not many details about the method. I read in

"The Matlab Ode Suite", Shampine, Reichelt

that the code ode15s is a quasi-constant step size implementation in terms of backward differences of the Klopfenstein-Shampine family of NDF's. I tried to read up on this family of methods but I don't find very detailed descriptions. Surely you can judge better than me the difficulty of the work in which we are moving.

As another project idea I would like to work on Exponential Integrators. It could be an idea to implement, for example, the Exponential Euler and Rosenbrock methods. But I don't know if it can be an interesting proposal since these functions are not well defined even in Matlab.

Kind regards,

Chiara