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NSDERungeKutta.jl

This is the documentation of NSDERungeKutta.jl, a Julia package implementing Runge-Kutta methods: explicit, embedded adaptive explicit, diagonally implicit, fully implicit, implicit-explicit (IMEX) and exponential (EXPRK) families over one shared solving shell.

Installation

From the Julia REPL,

]add https://github.com/giancarloantonucci/NSDERungeKutta.jl

Getting started

using NSDERungeKutta

problem = IVP((u, t) -> [u[2]; -sin(u[1])], [0.0, π/4], (0.0, 10.0))
solution = solve(problem, RK4(h = 1e-2))              # fixed step
solution = solve(problem, DormandPrince54(εᵣ = 1e-8)) # adaptive
u_mid = solution(5.0)                                  # interpolate
  • The Solvers page lists the whole zoo with orders and explains adaptive stepping, dense output and the stability functions.
  • The Examples page walks through the bundled test problems with plots.
  • The API holds the full reference.