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

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
[SerializableAttribute]
public class OdeRungeKutta : ODE
Visual Basic (Declaration)
<SerializableAttribute> _
Public Class OdeRungeKutta _
	Inherits ODE
Visual C++
[SerializableAttribute]
public ref class OdeRungeKutta : public ODE

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.

Inheritance Hierarchy

System..::.Object
Imsl.Math..::.ODE
Imsl.Math..::.OdeRungeKutta

See Also