4 ms·
High order means much less dependence on step size. Automatic (exact) differentiation means no roundoff from finite differences with small step size. They use
by m4r35n357 7y ago
High order means much less dependence on step size. Automatic (exact) differentiation means no roundoff from finite differences with small step size.
They use a very clever and involved code generation approach, I have just hardcoded the recurrences in my implementation (much simpler). https://github.com/m4r35n357/ODE-Playground https://github.com/m4r35n357/ODE-Playground
It is not a black box approach like RK4, it depends on the model using a (hardly at all) restricted set of functions. Piecewise definitions are OK though.