OdeRungeKutta Class |
Namespace: Imsl.Math
The OdeRungeKutta type exposes the following members.
Name | Description | |
---|---|---|
OdeRungeKutta | Constructs an ODE solver to solve the initial value
problem dy/dt = f(t,y).
|
Name | Description | |
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Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |
ExamineStep |
Called before and after each internal step.
(Inherited from ODE.) | |
Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) | |
GetHashCode | Serves as a hash function for a particular type. (Inherited from Object.) | |
GetMaximumStepsize | Returns the maximum internal step size.
(Inherited from ODE.) | |
GetType | Gets the Type of the current instance. (Inherited from Object.) | |
MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) | |
SetMaximumStepsize | Sets the maximum internal step size.
(Overrides ODESetMaximumStepsize(Double).) | |
Solve | Integrates the ODE system from t to tEnd.
| |
ToString | Returns a string that represents the current object. (Inherited from Object.) | |
Vnorm | Returns the norm of a vector.
(Inherited from ODE.) |
Name | Description | |
---|---|---|
Floor | The value used in the norm computation.
(Inherited from ODE.) | |
InitialStepsize | The initial internal step size.
(Inherited from ODE.) | |
MaxSteps | The maximum number of internal steps allowed.
(Inherited from ODE.) | |
MinimumStepsize | The minimum internal step size.
(Inherited from ODE.) | |
NormMethod | The error norm.
(Inherited from ODE.) | |
Scale | The scaling factor.
(Inherited from ODE.) | |
Tolerance | The error tolerance.
(Inherited from ODE.) |
Class OdeRungeKutta finds an approximation to the solution of a system of first-order differential equations of the form with given initial data. The class attempts to keep the global error proportional to a user-specified tolerance. This class 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.