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Stiff ODEs?

From: John W. Eaton
Subject: Stiff ODEs?
Date: Fri, 23 Apr 2004 10:18:05 -0500

On 23-Apr-2004, Ross Vandegrift <address@hidden> wrote:

|       Matlab has a function, ode15s, that is very useful for getting
| solutions to stiff ODEs (functions with rapidly decaying transients).
| Octave is missing this function, and I have a project coming up that
| will study stiff ODEs.
|       Has anyone already implemented ode15s?  How about a stiff DE
| solver?  A search on google mostly turned up lists of functions Octave
| is missing.

Did you think to look in the section of the Octave manual that covers
differential equations?  There you would find the documentation for a
fairly complete interface for LSODE, which has a stiff solver option
and can take advantage of a user-supplied Jacobian or, if it is not
supplied, compute that information using finite differences.


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