5 ms·
I have almost no idea about differential equation solvers but isn‘t fourth order Runge-Kutta pretty state of the art and just a few lines to implement?!
by WanderPanda 4y ago
I have almost no idea about differential equation solvers but isn‘t fourth order Runge-Kutta pretty state of the art and just a few lines to implement?!
- krastanov 4y agoRK4 is indeed trivial to implement. It is also fairly useless for anything but "easy" problems. I have done a lot of useful science with my own tensorflow implementation of simple integrators like RK4, but for serious research problems I do need much better solvers. Things that are "better" with modern solvers: computational efficiency (appropriate adaptive choice of step size); numerical stability (detecting when things go wrong); higher precision. And other nice improvements like callbacks and root-finding and sensitivity analysis built into the solvers.