Feature Request: New Integrators

[jloveric]

We've been using boost/odeint in our plasma dynamics code. We've started using Runge-Kutta Chebyshev methods such as the one below (you can take huge time steps to solve diffusion equations explicitly). It would be awesome to have these types of schemes implemented in odeint.

Meyer, Chad D., Dinshaw S. Balsara, and Tariq D. Aslam. "A second‐order accurate Super TimeStepping formulation for anisotropic thermal conduction." Monthly Notices of the Royal Astronomical Society 422.3 (2012): 2102-2115.

Other schemes interesting to those solving hyperbolic systems include the TVD Runge-Kutta schemes

Gottlieb, Sigal, and Chi-Wang Shu. "Total variation diminishing Runge-Kutta schemes." Mathematics of Computation of the American Mathematical Society 67.221 (1998): 73-85.

[headmyshoulder]

Hi, thank you for your suggestion. We will look on it. But be warned, it will take some time.