Class SemiImplicitExtrapolation

  • All Implemented Interfaces:
    ODESolver

    public class SemiImplicitExtrapolation
    extends Object
    implements ODESolver
    Semi-Implicit Extrapolation is a method of solving ordinary differential equations, that is similar to Burlisch-Stoer extrapolation. However, instead of using the regular explicit Euler's method to compute mid-point estimates, this algorithm uses a Taylor series approximation to the implicit backward Euler's method: \[ x_{k+1} = x_k + h f(t_{k+1}, x_{k+1}) \]

    This method is more computationally expensive but has a tendency to remain stable for larger step sizes. In particular, it is useful for solving stiff ODEs.

    See Also:
    Wikipedia: Explicit and implicit methods
    • Constructor Detail

      • SemiImplicitExtrapolation

        public SemiImplicitExtrapolation​(double epsilon,
                                         int maxIterations)
        Create an instance of this algorithm with the given precision parameter and the maximum number of iterations allowed.
        Parameters:
        epsilon - the relative precision required
        maxIterations - the maximum number of iterations