(Late 1990s)
But it's just out of print.
I mean, you can find a bunch of articles on it.
But it's supposedly a little difficult to program.
That's why I want to try it out.
I know Hairer has parallel extrapolation in ODEX
so there's no reason to code that
@pwl This is a good SE post for explaining the difference between the major groups., and here is another reference for the differences . We might think about writing a wrapper to PFASST. Actually I think it we wrap enough of them or put enough of these algorithms under the same roof we might be able to get a review article out of it.
In the end I am looking to try a few of them since I am interesting in which ones may be useful for stochastic differential equations.
But I don't really think that any program puts all of these together already, so this is something to be done.
While I'm at it, the other ODE methods I am looking into implementing are super high order RKs.
Let me know if you plan on implementing any of these so we don't double up!
the fun thing with this method is that you can prescribe an error much lower then the machine epsilon
like reltol 1e-30 with
Float64
But a battle between high-order extrapolation, RK16, and 16th order Taylor series via automatic differentiation.
I'd want to try that out just for fun.
People in astrodynamics may find that useful.
@PerezHz looks into taylor methods in his PhD with Benet & Sanders: https://github.com/JuliaLang/ODE.jl/issues/91#issue-139761284
I still have a hard copy on my hd
It will have to be updated for sure.