I know @ivanpribec has a stiff3 ODE solver for stiff problem,
Is there some other stiff ODE solver too?
@prince_mahajan point to Hairer solver too,
How is stiff3 algorithm compare with Hairer method? In terms of accuracy and speed?
Thank you very much in advance!
DIRK solvers are rather thoroughly investigated in the recent paper
Without any special needs, I found the suggested default solver “ESDIRK4(3)6LSA” pretty good.
Speed greatly depends on how fast the underlying implicit equation can be solved (by Newton?) and how good the adaptive time step control can be tuned.
Thank you @martin !
Welcome to the community!
What is best ODE solver for stiff problem?
It depends on the problem. DifferentialEquations.jl has a great summary of recommended methods ODE Solvers · DifferentialEquations.jl
I do atmospheric chemical kinetics involving 10,000s ODEs, which are very stiff. For this problem, one of the best methods is CVODE BDF with the banded matrix solver. CVODE is written in C but has an excellent Fortran interface.