Dear Tuomo,
Thank you for your answer.
Actually I have found the reference for Gear's paper but never found an
explanation what is the difference between gear1 and gear2 in GSL.
Actually all mentioning of Gear's method in new documents are similar
to the following one:
"the class of BDFs or commonly understood as Gear’s Method".
But if it is a "class of methods" it would be nice if I can make it
clear which variant I have used.
I am using GSL on a server for which I have no root access, so I can
not change the version as fast as I would like to publish our results.
But despite of the old version, gear2 is an msbdf variant and bsimp is
also available in this GSL version 1.13.
Maybe there is a wider palette of suitable methods in the newer
versions, but I am satisfied with the old version. Two of the methods
provided the same results with high accuracy and these results are in
agreement with the expectations.
Other methods provided very similar results for a wide range of the
parameters. Usually they were faster and sometimes provided results
even a bit closer to the "expectations". But they failed --including
rk2imp, gear1 or bsimp-- for the cases where I needed an extreme long
integration.
Best regards,
Gábor
On 2017. december 10. 19:23:33 Tuomo Keskitalo wrote:
Hi,
for rk4imp I suggest this reference:
Ascher, U.M., Petzold, L.R., Computer methods for ordinary
differential and differential-algebraic equations, SIAM,
Philadelphia, 1998. ISBN 0898714125, 9780898714128
I think those old Gear methods are based on this reference:
Gear, C.W., Numerical Initial Value Problems in Ordinary Differential
Equations, 1971.
However, I guess you really don't want to use those old deprecated
ode-initval methods. Instead, please updgrade to GSL version 2.4, use
ode-initval2, and try e.g. msbdf or bsimp methods, if your ODE system
is
stiff.
BR,
Tuomo
On 10.12.2017 13:48, Halasz Gabor wrote:
Hello,
I have a problem with finding proper references and descriptions
for some methods I have used for solving ODEs with GSL version 1.13.
For the stepping functions gear1(2) the info page and the manuals
only contain the following simple description: M=1(2) implicit Gear
method.
I am especially interested in methods rk4imp and gear2 as all the
other available ones in version 1.13 was not working properly for my
ODEs.
Best regards,
Gábor