[Maxima-discuss] RFC : Solver for stiff ODEs [was:feature request: stiff ode solvers for initial value problems]

[Helmut J. <jar...@ig...>]

On 04/09/2014 10:28:11 PM, Edwin Woollett wrote:
> 
> feature request: stiff o.d.e. solvers for initial value problems
>    in Maxima.

To teach myself coding in Maxima, I have translated a code which I have  
written in Scilab/Matlab
for teaching purposes several years, ago.

It's an extrapolated, linearly-implicit Euler method. I have written a  
simplified version
of Ernst Hairer's SEulex FORTRAN code.

It features variable step size, variable order and dense output.
It can switch from explicit to implict and vice versa, but not  
automatically.
It can solve DAEs of index 1, as well.

The code seems to work, though a bit slow.

I appreciate any comments,
Helmut

See the examples and the core code at

http://www.igpm.rwth-aachen.de/jarausch/Maxima

As usual, there are no warranties,
it's research code which is hopefully useful to someone.