[R] ODE's in R

Martin Maechler maechler at stat.math.ethz.ch
Tue Jan 22 11:44:41 CET 2008

>>>>> "MK" == Markku Karhunen <markku.karhunen at ktl.fi>
>>>>>     on Tue, 22 Jan 2008 10:57:25 +0200 writes:

    MK> Dear all,
    MK> Has anybody tried numerical solving of ODE's and/or transport equations 
    MK> in R? (Don't ask how we ended up in using R for this job, in the first 
    MK> place!)

    MK> More precisely, does anybody know any technical issue that could make 
    MK> the work insecure in the sense of propagation of errors? Is there any 
    MK> track of evidence that R is, in this kind of task, less reliable than 
    MK> e.g. MatLab? 

No, there's no such track.
[ Matlab users coming to R may produce wrong R code
  by using 0:n-1 instead of 0:(n-1) ; but I don't assume this
  would be the case ]

    MK>  We use just a simple discretisation written in a for loop 
    MK> and a variable (i.e. user-fed) time step.

I don't think you should use your own code instead of "professional"
ODE solvers, such as the one in R package 'odesolve'....

    MK> Maybe, I'm too neurotic about this, but I guess I just want some comfort 
    MK> after seeing a few particularly nasty orbits.

As we know ``from Chaos theory'', there can be delicate
inhereent and numerical problems in ODE solving..

Martin Maechler, ETH Zurich

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