Struct BDF2 

pub struct BDF2 {
    pub max_iter: usize,
    pub tol: f64,
}

Second-order Backward Differentiation Formula (BDF2) for stiff ODEs.

Uses the formula (3/2) y_{n+1} - 2 y_n + (1/2) y_{n-1} = h * f(t_{n+1}, y_{n+1}). The first step is taken with implicit Euler to obtain y_1.

Fields

max_iter: usize

Maximum iterations per step.

tol: f64

Convergence tolerance for fixed-point iteration.

Implementations

impl BDF2

pub fn new(max_iter: usize, tol: f64) -> Self

Construct with given parameters.

pub fn default_params() -> Self

Construct with default parameters.

pub fn step<F>( &self, s_curr: &OdeState, s_prev: &OdeState, h: f64, f: &F, ) -> OdeState

where F: Fn(f64, &[f64]) -> Vec<f64>,

Perform one BDF2 step given y_n (s_curr) and y_{n-1} (s_prev).

Step size h must be the same as the previous step (constant step BDF2). Uses Newton iteration with a diagonal finite-difference Jacobian for robust handling of stiff problems.

pub fn integrate<F>( &self, s0: &OdeState, t_end: f64, dt: f64, f: &F, ) -> Vec<OdeState>

where F: Fn(f64, &[f64]) -> Vec<f64>,

Integrate from s0 to t_end with fixed step dt.

The first step uses implicit Euler; subsequent steps use BDF2.