The Riccati ODE

The Riccati ODE

Postby Cuchulainn » Wed Dec 25, 2013 6:29 pm

Explicit Euler and Richardson extrapolation for a test case. The former needs 10^7 steps while the latter needs 1000 steps to achieve the same level of accuracy.
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ODE_RiccatiEuler.cpp
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Last edited by Cuchulainn on Thu Dec 26, 2013 2:14 pm, edited 1 time in total.
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Postby Cuchulainn » Wed Dec 25, 2013 10:10 pm

Boost ODE for Riccati
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ODE_Riccati.cpp
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Re:

Postby Bryce » Sat Apr 29, 2017 8:00 am

Cuchulainn wrote:Boost ODE for Riccati


Thanks Cuchulainn.
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