Bulirsch-Stoer Method in Rust

This crate contains a simple implementation of the Bulirsch-Stoer method for solving ordinary differential equations.

The (Gragg-)Bulirsch-Stoer algorithm combines the midpoint method with Richardson extrapolation to accelerate convergence. It is an explicit method that does not require Jacobians.

This crate's implementation, which follows ch. 17.3.2 of Numerical Recipes (Third Edition), does not contain adaptive step size routines. It can be useful in situations where an ODE is being integrated step by step with a prescribed step size that is not too large relative to the dynamical timescale, for example in simulations of electromechanical control systems with a fixed control cycle period. Each integration step is stateless, aside from the integration state vector which the caller must maintain.