Add Radau method for stiff problems. #263
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rtqichen
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Feb 13, 2025
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torchdiffeq/_impl/rk_common.py
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| ######################################################## | ||
| # Assertions # | ||
| ######################################################## | ||
| if (dt <= 0).any(): |
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Is this an important edge case? If it was for debugging, let's remove it.
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This pull request introduces a Radau solver to the library.
My research involves solving highly stiff problems that the existing solvers in the library are unable to handle effectively. Radau methods are well-suited for stiff ODEs due to their A-stability and high order, making them a valuable addition to our solver collection.
While the Radau solver successfully addresses the stiff problems encountered, its current implementation is slower compared to other solvers in the library. Performance optimization is planned as a next step to improve its speed and efficiency. Further investigation into optimization techniques and potentially exploring higher-order Radau methods are considered for future improvements.