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Addition of a Runge-Kutta version #24

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@tbridel tbridel commented Dec 5, 2022

Good afternoon @Nicholaswogan.

As discussed, here is a PR for the addition of the RK45 explicit solver. I still have a few things to add like the comparison to Scipy and the performance tests, but you can already have a look.

Note that I only implemented Fehlberg RK45 here, but I wrote it in a sufficient general manner to implement any explicit RK described by its Butcher tableau.

To-Do list

  • It seems there is a bug with machine-epsilon requested absolute tolerance (atol = 1e-30): the timesteps get infinitesimally smaller and the solver never finishes.

@tbridel tbridel marked this pull request as draft December 5, 2022 14:46
@tbridel tbridel changed the title Draft: Addition of a Runge-Kutta version Addition of a Runge-Kutta version Dec 5, 2022
Return also the vector of evaluation times for consistency.
@tbridel tbridel marked this pull request as ready for review December 6, 2022 06:50
@Nicholaswogan
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Yay! looks fantastic! Thanks so much. Is this ready to merge? Don't worry about the CI not passing... It is not an issue with your pull request.

@Nicholaswogan
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Hey @tbridel, just wondering if you think this is ready to merge

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