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Numerical Methods for Differential Equations
Modules§
- bvp
- Boundary value problem methods.
Structs§
- Adams
Predictor Corrector - Adaptive
- Adaptive-step methods
- Algebraic
- Backward
Differentiation Formula - Adaptive variable-order Backward Differentiation Formula solver.
- Delay
- Diagonally
Implicit Runge Kutta - DIRK/SDIRK core with fixed/adaptive stepping. Stages are solved sequentially (A is lower-triangular), which is cheaper than full IRK while retaining strong stability for stiff problems.
- Dormand
Prince - Explicit Adaptive-step methods by Dormand-Prince
- Explicit
Runge Kutta - Runge-Kutta solver that can handle:
- Fixed
- Fixed-step methods
- Implicit
Runge Kutta - IRK solver core. Supports fixed/adaptive stepping and common IRK families (Gauss, Radau, Lobatto).
- Milstein
- Derivative-Free Milstein method for solving SDEs.
- Ordinary
- Radau
- Radau IIA methods
- Stochastic
Traits§
- Tolerance
Config - Trait to allow configuring tolerances on numerical methods generically.