4 ms·
Unfortunately the Numerical Recipies book is known for being pretty horrible in general for ODEs. For chaotic systems at high tolerances, you likely want to be
by adgjlsfhk1 1y ago
Unfortunately the Numerical Recipies book is known for being pretty horrible in general for ODEs. For chaotic systems at high tolerances, you likely want to be using Vern9 which is a highly efficient 9th order RK solver.
- groos 1y agoIs there a reference for ODEs that you like?
- adgjlsfhk1 1y agoHairer and Wanner (Solving Ordinary Differential Equations) is the classic if you want a graduate level understanding of the mathematical details of all the different methods, but it is incredibly dense (thorough understanding of both volumes will take months to years). If you want a more approachable reference, I would recommend https://book.sciml.ai/ https://book.sciml.ai/ (specifically chapters 7-9) which skips over most of the detail on how to construct ODE solvers but covers quite well the methods that tend to be used in practice.
- groos 1y agoMany thanks.