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How do you set the hyper-parameters when solving ODE? #1

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pengkainan opened this issue Oct 10, 2018 · 1 comment
Open

How do you set the hyper-parameters when solving ODE? #1

pengkainan opened this issue Oct 10, 2018 · 1 comment

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@pengkainan
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Hi, just wondering how do you guys set the hyper-parameters, like 1/6, 1/3 and 1/2 when solving ODE? https://github.com/wangleiphy/MongeAmpereFlow/blob/master/flow.py#L39-L46

@se4u
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se4u commented Dec 10, 2018

@pengkainan This is just the standard, 4 step, explicit, Runge-Kutta procedure for solving ODEs. These "hyperparameters" were not "learned". Rather they were "derived" based on mathematical considerations regarding the speed of convergence of the numerical method. If you look at any book on numerical methods for ODEs you will see a derivation of this scheme.

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