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odeiv: Runge-Kutta 9(8)
- From: Jerome BENOIT <jgmbenoit at mailsnare dot net>
- To: gsl-discuss at sourceware dot org
- Date: Fri, 31 Mar 2006 23:31:47 +0100
- Subject: odeiv: Runge-Kutta 9(8)
- Reply-to: jgmbenoit at mailsnare dot net
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