Jose Antonio De Santiago-Castillo, Ph.D.

DotNumerics

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.
Explicit Runge-Kutta. Solves an initial-value problem for nonstiff ordinary differential equations using a explicit Runge-Kutta method of order (4)5.
Gear’s BDF. Solves an initial-value problem for nonstiff ordinary differential equations using the Gear’s BDF method.