[SciPy-dev] some new ode solvers

[John Travers]

Hi All,

Attached is a patch which adds two new ODE solvers to the
scipy.integrate.ode module.
The solvers are dopri5 and dop853, which are explicit Runge-Kutta
pairs originally developed
by Dormand and Prince. The fortran code was downloaded from:

http://www.unige.ch/~hairer/software.html

The license is clearly BSD and SciPy compatible.

These are excellent solvers, described in detail in the authors book:

Solving Ordinary Differential Equations. Nonstiff Problems. 2nd
edition. Springer Series in Comput. Math., vol. 8.

The dopri5 code is what Matlab's ode45 is based on.

I think they would be a good addition to SciPy and I have used them
often (in Fortran). The attached patch tries
to follow the (somewhat strange to me) coding practices of the current
ode module. I have added them to the
test suite, but note that there are not many tests! (I might add some
if I get time). I have also tested them with
my own code which uses the ode module.

If I get the go ahead from some regular SciPy contributers then I'll
go ahead and commit this patch. I think I still
have SVN access, but I wanted this pacth to be reviewed first as it
has been a long time since I did anything with
SciPy.

Cheers,
John

-- 
Telephone: (+44) (0) 7739 105209
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