[R] Solution to differential equation

[Ravi Varadhan]

When you can obtain `exact' (but not closed-form) solution, why would you
want to use a numerical ODE solver, which has an approximation error of the
order O(dt) or O(dt^2), where `dt' is the time step? Furthermore, a
significant advantage of an exact solution is that you can compute the
solution at any given `t' in one shot, rather than having to march through
time from t=t0 to t=t.  Numerical time-marching schemes make more sense for
systems of nonlinear ODEs.

Ravi.

-------------------------------------------------------
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology School of Medicine Johns
Hopkins University

Ph. (410) 502-2619
email: rvaradhan at jhmi.edu


-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of dave fournier
Sent: Friday, December 17, 2010 11:23 AM
To: r-help at r-project.org
Subject: Re: [R] Solution to differential equation


It is not very difficult to integrate this DE numerically.
For parameter estimation it is a good idea for
stability to use a semi-implicit formulation. The idea is
described here.

     http://otter-rsch.com/admodel/cc4.html

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