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Re: [Help-gsl] convergence check in odeiv_rk4imp ?


From: Tuomo Keskitalo
Subject: Re: [Help-gsl] convergence check in odeiv_rk4imp ?
Date: Thu, 31 Dec 2009 08:24:17 +0200
User-agent: Thunderbird 2.0.0.23 (X11/20090817)

Hello,

take a look at my ode-initval2 extension to GSL, it's rk4imp iterates to convergence. Note: I'm currently working on finetuning the ode-initval2 framework, it will soon change slightly from version 0.9.

http://iki.fi/tuomo.keskitalo/gsl/ode-initval2/

On 12/29/2009 08:35 PM, Forest Yang wrote:

Hi All,

    Is there any plan for implementing convergence check in implicit
RK4 method ?
It seems the 2 stages Gauss points are only iterate 3 steps, without
checking whether it is converged or not.
Another possible way could be using the Jacobian to solve for "Y_i",
the fixed point.

   The reason I care about this is, Implicit Gauss RK4 is symplectic,
which for Hamiltonian Dynamics simulation is a very important
property,
it has better conservation of the first integral.


Best regards,
Forest.


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