General solvers for initial value problems of ordinary
differential equations (ODE), partial differential equations
(PDE) and differential algebraic equations (DAE)
Description
Functions that solve initial value problems of a system of
first-order ordinary differential equations (ODE), of partial
differential equations (PDE) and of differential algebraic
equations (DAE). The functions provide an interface to the
FORTRAN functions lsoda, lsodar, lsode, lsodes of the ODEPACK
collection, to the FORTRAN functions dvode and daspk and a
C-implementation of solvers of the Runge-Kutta family with
fixed or variable time steps. The package contains routines
designed for solving ODEs resulting from 1-D, 2-D and 3-D
partial differential equations (PDE) that have been converted
to ODEs by numerical differencing.