Re: [R] ODE's in R

From: Martin Maechler <maechler_at_stat.math.ethz.ch>
Date: Tue, 22 Jan 2008 11:44:41 +0100

>>>>> "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..

Regards,
Martin Maechler, ETH Zurich



R-help_at_r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Tue 22 Jan 2008 - 10:49:01 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Tue 22 Jan 2008 - 11:30:08 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive