memory requirement for ode solvers

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Bo
Bo on 15 Jan 2015
Commented: Timmy on 19 Jan 2015
Hi,
I have a large set of ODEs solved by ode45. It works fine but take a bit long. I tried to use other ode solvers and all the stiff solvers generated "out of memory" errors. My question is: what is the memory requirements for the ODE solvers? If no precise answer is possible, do we have some general ideas?
My rough guess is that for the explicit solvers the memory needed is O(N) and the implicit solvers need O(N^2), with N being the number of variables. But I have not found any information about this anywhere.
Bo
  3 Comments
Bo
Bo on 15 Jan 2015
Edited: Bo on 15 Jan 2015
I have 16 GB of memory, running Windows 7 64 bit. The problem I am trying to solve is a 2D wave propagation problem with 128x128 for the grid. There are 9 equations to solve. So the total number of equations is 147456, which is a lot.
The error message is just "Out of memory. Type HELP MEMORY for your options."
Timmy
Timmy on 19 Jan 2015
When you type "memory" on your command window, what does it say?

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Answers (1)

Zoltán Csáti
Zoltán Csáti on 16 Jan 2015
Edited: Zoltán Csáti on 16 Jan 2015
I recommend you to discretize first in time and then in space. Then you don't have to handle large number of ordinary differential equations. Or if you insist on this approach, use another solver written by yourself which is less demanding in this case.

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