Adding Algorithms

Adding Algorithms

New algorithms can either be added by extending one of the current solver (or add-on packages), or by contributing a new package to the organization. If it's a new problem (a new PDE, a new type of differential equation, a new subclass of problems for which special methods exist, etc.) then the problem and solution types should be added to DiffEqBase first.

After the problem and solutions are defined, the solve method should be implemented. It should take in keyword arguments which match the common interface (implement "as many as possible"). One should note and document the amount of compatibility with the common interface and Julia-defined types. After that, testing should be done using DiffEqDevTools. Convergence tests and benchmarks should be included to show the effectiveness of the algorithm and the correctness. Do not worry if the algorithm is not "effective": the implementation can improve over time and some algorithms useful just for the comparison they give!

After some development, one may want to document the algorithm in DiffEqBenchmarks and DiffEqTutorials.

Adding new algorithms to OrdinaryDiffEq

This recipe has been used to add the strong stability preserving Runge-Kutta methods SSPRK22, SSPRK33, and SSPRK104 to OrdinaryDiffEq. SSPRK22 will be used as an example.

For more details, refer to https://github.com/JuliaDiffEq/OrdinaryDiffEq.jl/pull/40