Crate differential_equations 

differential-equations

A Rust library for solving ODE, DDE, and SDE initial value problems.

Overview

This library provides numerical solvers for:

• Ordinary Differential Equations (ODE): initial value problems, fixed/adaptive step, event detection, flexible output
• Differential Algebraic Equations (DAE): equations in the form M f’ = f(t,y) where M can be singular
• Delay Differential Equations (DDE): constant/state-dependent delays, same features as ODE
• Stochastic Differential Equations (SDE): drift-diffusion, user RNG, same features as ODE

Feature Flags

• polars: Enable converting Solution to a Polars DataFrame with Solution::to_polars()

Example (ODE)

use differential_equations::prelude::*;
use nalgebra::{SVector, vector};

pub struct LinearEquation {
    pub a: f64,
    pub b: f64,
}

impl ODE<f64, SVector<f64, 1>> for LinearEquation {
    fn diff(&self, _t: f64, y: &SVector<f64, 1>, dydt: &mut SVector<f64, 1>) {
        dydt[0] = self.a + self.b * y[0];
    }
}

fn main() {
    let system = LinearEquation { a: 1.0, b: 2.0 };
    let t0 = 0.0;
    let tf = 1.0;
    let y0 = vector![1.0];
    let problem = ODEProblem::new(system, t0, tf, y0);
    let mut solver = ExplicitRungeKutta::dop853().rtol(1e-8).atol(1e-6);
    let solution = match problem.solve(&mut solver) {
        Ok(sol) => sol,
        Err(e) => panic!("Error: {:?}", e),
    };

    for (t, y) in solution.iter() {
        println!("t: {:.4}, y: {:.4}", t, y[0]);
    }
}

License

Copyright 2025 Ryan D. Gast

Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at

    http://www.apache.org/licenses/LICENSE-2.0

Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.

Modules

control

Control flow flags used by solvers, events, and output callbacks.

dae

Differential Algebraic Equations (DAE) Module

dde

Delay Differential Equations (DDE) module.

derive

error

Errors for Differential Equations Crate

interpolate

Interpolation utilities used by solvers and output handlers.

linalg

Linear algebra types and utilities.

methods

Numerical Methods for Differential Equations

ode

Ordinary Differential Equations (ODE) module.

prelude

Library Prelude

sde

Stochastic Differential Equations (SDE) module.

solout

Solout trait and common implementations for controlling the output of differential equation solvers.

solution

Solution container for differential equation solvers.

stats

Statistics and performance tracking for Numerical methods

status

Status for solving differential equations

tableau

Butcher Tableau

tolerance

Tolerance enum for adaptive step size control

traits

Defines Generics for the library. Includes generics for the floating point numbers.

utils

Utility functions for the differential equation solvers

Macros

banded_matrix

Create a banded matrix by specifying diagonals. Size and bands are inferred. Usage: banded_matrix!( 0 => [d0…], 1 => [d1…], -1 => [u1…], k => [..], … )

matrix

Create a full dense matrix from rows. Usage: