IMSL C# Numerical Library

OdeRungeKutta.Solve Method 

Integrates the ODE system from x to xEnd.

public void Solve(
   double x,
   double xEnd,
   double[] y
);

Parameters

x
A double specifying the independent variable.
xEnd
A double specifying the value of x at which the solution is desired.
y

On input, double array containing the initial values.

On output, double array containing the approximate solution.

Remarks

On all but the first call to solve, the value of x must equal the value of xEnd for the previous call.

Exceptions

Exception Type Condition
MaxNumberStepsAllowedException is thrown if the number of internal steps exceeds maxSteps (default 500)

This can be an indication that the ODE system is stiff. This exception can also be thrown if the error tolerance condition could not be met.

ToleranceTooSmallException is thrown if the computation does not converge on some step

See Also

OdeRungeKutta Class | Imsl.Math Namespace