Differential Equations.
DotNumerics contains classes for initial-value problem for nonstiff and stiff ordinary differential equations ODEs.
dy(i)/dt = f(i,t,y(1),y(2),...,y(N))
- Adams-Moulton.
Solves an initial-value problem for stiff ordinary differential equations using the Adams-Moulton method.
- Implicit Runge-Kutta.
Solves an initial-value problem for stiff ordinary differential equations using a implicit Runge-Kutta method of order 5 (C# translation of
RADAU5).
- Explicit Runge-Kutta.
Solves an initial-value problem for nonstiff ordinary differential equations using a explicit Runge-Kutta method of order (4)5 (C# translation of
DOPRI5).
- Gear’s BDF.
Solves an initial-value problem for nonstiff ordinary differential equations using the Gear’s BDF method.