On May 5, 7:04 am, Thierry Dumont <tdum...@math.univ-lyon1.fr> wrote:

> If it is possible, I propose (me) to make a package of ODE/DAE
> intergrators: ther is a lot of methods which would be nice in Sage like
> Implicit R-K methods, Symplectic methods and so on...

I naively volunteer to help on setting a package with updated ODE/DAE
solvers.
First of all I should disclaim that I just started with Sage.
I can do my tricks with Python, but I have a very distant view of
Cython.
I do have some experience with Fortran90, and C.
I'm coming from finite element codes. I just have a rough idea about
ODE/DAE.
Further I will be using this things anyway for my PhD which I just
started.

IDA (also used by Mathematica) is the latest code from the Lawrence
Livermore
family of solvers [https://computation.llnl.gov/casc/sundials/
main.html].
If Sage wants a 'viable alternative to Mathematica' I think it is
worth to have the *very same* solver.

The interface Python-Sundials [http://code.google.com/p/python-
sundials/] has a Cython wrapper
for CVODE, IDA, KINSOL. I actually compiled Sundials and gave it a try
on the CVODE demo.
It worked nice on my linux box after the developer fixed a little
bug.
This interface seem really fresh and we could learn and improve from
there.

PySUNDIALS [http://pysundials.sourceforge.net/] seems a bit inactive.
I recall reading somewhere it uses Swig instead of Cython.


>From what I saw I think the SUNDIALS codes and RADAU should be able to
handle
a wide variety of stiff ODE/DAEs lurking around.
Even you say that Sage ODEs are slow, they still solve non-stiff
problems.
Radau solves explicit ant implicit ODEs.
It can also handle a mass matrix on the LHS, therefore a DAE
configuration.

I also had a look on the mixed offering of solvers in Scilab, Octave,
R and Scipy.
Octave an R have a dozen of solvers, including RADAU and DASPK.
Scipy offers a Dopri5 which matches well with the Matlab ode45.
What are the equivalents or original source for Matlab ode15s, ode23t?

Petzold herself et al. point again into DASSL, RADAU5 and SUNDIALS for
solving DAE problems
http://www.scholarpedia.org/article/Differential-algebraic_equations
Ouch, It says also that RADAU5 only handle constant Mass matrix...
That is not good for me.

Currently my problem is a DAE with state dependent mass matrix. Later
it could become time dependent.
Actually I aiming at a much larger system of DAEs and I believe IDA
will do the job for me.

Soon I will also be dealing with stiff ODE systems. I will need some
RADAU here.
I would be very happy to do all my symbolic calculations, stability
analysis
and numerical time integration within Sage, within Python.

I am willing to write code, but I will need inputs from people out
there.
Looking forward for further ideas and directions.

Regards,

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