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

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
[SerializableAttribute]
public class OdeRungeKutta : ODE

The OdeRungeKutta type exposes the following members.

Constructors
  NameDescription
Public methodOdeRungeKutta
Constructs an ODE solver to solve the initial value problem dy/dt = f(t,y).
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Methods
  NameDescription
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Protected methodExamineStep
Called before and after each internal step.
(Inherited from ODE.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetHashCode
Serves as a hash function for a particular type.
(Inherited from Object.)
Public methodGetMaximumStepsize
Returns the maximum internal step size.
(Inherited from ODE.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Public methodSetMaximumStepsize
Sets the maximum internal step size.
(Overrides ODESetMaximumStepsize(Double).)
Public methodSolve
Integrates the ODE system from t to tEnd.
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
Protected methodVnorm
Returns the norm of a vector.
(Inherited from ODE.)
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Properties
  NameDescription
Public propertyFloor
The value used in the norm computation.
(Inherited from ODE.)
Public propertyInitialStepsize
The initial internal step size.
(Inherited from ODE.)
Public propertyMaxSteps
The maximum number of internal steps allowed.
(Inherited from ODE.)
Public propertyMinimumStepsize
The minimum internal step size.
(Inherited from ODE.)
Public propertyNormMethod
The error norm.
(Inherited from ODE.)
Public propertyScale
The scaling factor.
(Inherited from ODE.)
Public propertyTolerance
The error tolerance.
(Inherited from ODE.)
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Remarks

Class OdeRungeKutta finds an approximation to the solution of a system of first-order differential equations of the form \frac{dy}{dt} = y' = f(t,y) 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.

See Also

Reference

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