On integrating!

Is there any other integration method in stan that can perform this integration apart from Runge-Kutta?

 y = integrate_ode_rk45(sir, y0, t0, ts, theta, x_r, x_i)

May I ask you to have a look at the manual?

Yes there are more choices.

In the manual, I only saw

 ode_rk45(sho, y0, t0, ts, theta);

and

 ode_bdf(sho, y0, t0, ts, theta);  (for Stiff ODEs)

which I believe still uses the Runge-Kutta approach.

BDF is an implicit solver which uses Newton iterations. That is different from rk45. There is also an Adams-Moulton available.

4 Likes

Thank you.