OdeRungeKutta Class

Solves an initial-value problem for ordinary differential equations using the Runge-Kutta-Verner fifth-order and sixth-order method.

For a list of all members of this type, see OdeRungeKutta Members.

System.Object
Imsl.Math.OdeRungeKutta

public class OdeRungeKutta

Thread Safety

Public static (Shared in Visual Basic) members of this type are safe for multithreaded operations. Instance members are not guaranteed to be thread-safe.

Remarks

Class OdeRungeKutta finds an approximation to the solution of a system of first-order differential equations of the form with given initial data. The routine attempts to keep the global error proportional to a user-specified tolerance. This routine is efficient for nonstiff systems where the derivative evaluations are not expensive.

OdeRungeKutta is based on a code designed by Hull, Enright and Jackson (1976, 1977). It uses Runge-Kutta formulas of order five and six developed by J. H. Verner.

Requirements

Namespace: Imsl.Math

Assembly: ImslCS (in ImslCS.dll)

OdeRungeKutta Class

Thread Safety

Remarks

Requirements

See Also