RADAU V
This algorithm is ported for Java from C++ code (last updated: Nov 15, 2002), written by Blake Ashby on the base of code RADAU5 originally written in FORTRAN (version of July 9, 1996, latest small correction: January 18, 2002) by E. Hairer and G. Wanner (Universite de Geneve, Dept. de Mathematiques Ch-1211 Geneve 24, Switzerland) and which is in details described in their book^{[1]}.
This code computes the numerical solution of a differential system of first order ordinary differential equations y'=f(x,y).
The method used is an implicit Runge-Kutta method (RADAU IIA) of order 5 with step size control and continuous output. (See Section IV.8 of [1]). The method is designed to solve stiff systems, for non-stiff systems it is rationally to use simpler methods (requiring less computational load), e.g. Dormand-Prince.
User-provided solver parameters | Description |
---|---|
itoler |
itoler = 0: Both rtoler and atoler are scalars. The code keeps, roughly, the local error of y[i] below |
hinit |
Initial step size guess; |
hmax |
Maximal step size, default (when hmax is set = 0) |
nmax |
This is the maximal number of allowed steps. The default value is 100000. |
uround |
rounding unit, default 1.0e-16. |
safe |
The safety factor in step size prediction, default 0.9. |
facl |
Parameters for step size selection the new step size is chosen subject to the restriction |
nit |
The maximum number of Newton iterations for the solution of the implicit system in each step. The default value is 7. |
startn |
If |
npred |
Switch for step size strategy:
The default value (for |
hess |
If |
fnewt |
Stopping criterion for Newton's method, usually chosen < 1. Smaller values of fnewt make the code slower, but safer. |
quot1 |
If |
thet |
Decides whether the Jacobian should be recomputed. Increase thet, to 0.1 say, when Jacobian evaluations are costly. for small systems thet should be smaller (0.001, say). Negative thet forces the code to compute the Jacobian after every accepted step. Default 0.001. |
References
- ↑ E. Hairer and G. Wanner, Solving Ordinary Differential Equations II. Stiff and Differential-Algebraic Problems. Springer Series in Computational Mathematics 14, Springer-Verlag 1991, Second Edition 1996.