Stiff ordinary differential equations (ODEs) and differential algebraic equations (DAEs) with high index number are problems present in physical models like Brusselator and Euler-Lagrange equations with constraints. Stiffness detection and automatic switching algorithms will not only help users choose a near optimal solver for the problem, but it will also greatly improve the efficiency of solving ODEs by switching algorithms within the time domain of interest. Stiffness detection and automatic switching algorithms are not presently implemented for most ODE solvers except LSODA. Also, there is no open source index reduction algorithm for DAEs. Thus, my project aims to implement production ready stiffness detection and automatic switching algorithms, and index reduction algorithms for DAEs by the end of this summer.

Organization

Student

Yingbo Ma

Mentors

  • Mike Innes
  • Christopher Rackauckas
  • Problematic Developer
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2018