Extension of the ODE class to solve a stiff initial-value problem for
ordinary differential equations using the Adams-Gear methods.
Namespace:
Imsl.Math
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
[SerializableAttribute] public class OdeAdamsGear : ODE |
| Visual Basic (Declaration) |
|---|
<SerializableAttribute> _ Public Class OdeAdamsGear _ Inherits ODE |
| Visual C++ |
|---|
[SerializableAttribute] public ref class OdeAdamsGear : public ODE |
Remarks
Class OdeAdamsGear finds an approximation to the solution
of a system of first-order differential equations of the form
with given initial conditions for 
at the
starting value for 
. The class attempts to keep
the global error proportional to a user-specified tolerance. The
proportionality depends on the differential equation and the range of
integration.
at the
starting value for . The class attempts to keep
the global error proportional to a user-specified tolerance. The
proportionality depends on the differential equation and the range of
integration.
The code is based on using backward difference formulas not
exceeding order five as outlined in Gear (1971) and implemented by
Hindmarsh (1974). There is an optional use of the code that employs
implicit Adams formulas. This use is intended for nonstiff problems
with expensive functions 
.
