R help - Jan 2008 - ODE's in R

Dear all,

Has anybody tried numerical solving of ODE's and/or transport equations 
in R? (Don't ask how we ended up in using R for this job, in the first 
place!)

More precisely, does anybody know any technical issue that could make 
the work insecure in the sense of propagation of errors? Is there any 
track of evidence that R is, in this kind of task, less reliable than 
e.g. MatLab? We use just a simple discretisation written in a for loop 
and a variable (i.e. user-fed) time step.

Maybe, I'm too neurotic about this, but I guess I just want some comfort 
after seeing a few particularly nasty orbits.

Best,
Markku Karhunen
National Public Health Institute,
Finland

>>>>> "MK" == Markku Karhunen <markku.karhunen at
ktl.fi>
>>>>>     on Tue, 22 Jan 2008 10:57:25 +0200 writes:
    MK> Dear all,
    MK> Has anybody tried numerical solving of ODE's and/or transport
equations
    MK> in R? (Don't ask how we ended up in using R for this job, in the
first
    MK> place!)

    MK> More precisely, does anybody know any technical issue that could make
    MK> the work insecure in the sense of propagation of errors? Is there any
    MK> track of evidence that R is, in this kind of task, less reliable than
    MK> e.g. MatLab? 

No, there's no such track.
[ Matlab users coming to R may produce wrong R code
  by using 0:n-1 instead of 0:(n-1) ; but I don't assume this
  would be the case ]

    MK>  We use just a simple discretisation written in a for loop 
    MK> and a variable (i.e. user-fed) time step.

I don't think you should use your own code instead of
"professional"
ODE solvers, such as the one in R package 'odesolve'....

    MK> Maybe, I'm too neurotic about this, but I guess I just want some
comfort
    MK> after seeing a few particularly nasty orbits.

As we know ``from Chaos theory'', there can be delicate
inhereent and numerical problems in ODE solving..

Regards,
Martin Maechler, ETH Zurich