Re: [R] ODE's in R

From: Martin Maechler <>
Date: Tue, 22 Jan 2008 11:44:41 +0100

>>>>> "MK" == Markku Karhunen <>
>>>>> 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 mailing list PLEASE do read the posting guide and provide commented, minimal, self-contained, reproducible code. Received on Tue 22 Jan 2008 - 10:49:01 GMT

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