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I need a solver of stiff Inital-Value Problems (IVP) in python exploiting RK4 preferably explicit. I have been searching for past few days but could not find it. Following are my queries:

  • Does the solver, i.e. any module, exist?
  • If no, will it be reasonable to code one? I am asking this because I can't find any reference for using RK4-explicit for stiff problems.
zen
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2 Answers2

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You can see the formulas for explicit RK4 at Mathworld. Given the simplicity of the expressions it is very reasonable to code one for yourself which is why you may not have found a module.

However, if as you say you are solving a stiff IVP then an explicit Runge-Kutta method is not appropriate (the regions of absolute stability are bounded). Perhaps you should investigate implicit Runge-Kutta methods since there exist A-stable methods of arbitrarily high order.

Thomas Anderson
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You can find lots of RK4 codes with many languages in this page

http://rosettacode.org/wiki/Runge-Kutta_method#Python. Good luck!

drxy
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