Uses of Interface
dev.nm.analysis.differentialequation.ode.ivp.solver.ODESolver
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Uses of ODESolver in dev.nm.analysis.differentialequation.ode.ivp.solver
Classes in dev.nm.analysis.differentialequation.ode.ivp.solver that implement ODESolver Modifier and Type Class Description class
EulerMethod
The Euler method is a first-order numerical procedure for solving ordinary differential equations (ODEs) with a given initial value. -
Uses of ODESolver in dev.nm.analysis.differentialequation.ode.ivp.solver.extrapolation
Classes in dev.nm.analysis.differentialequation.ode.ivp.solver.extrapolation that implement ODESolver Modifier and Type Class Description class
BurlischStoerExtrapolation
Burlisch-Stoer extrapolation (or Gragg-Bulirsch-Stoer (GBS)) algorithm combines three powerful ideas: Richardson extrapolation, the use of rational function extrapolation in Richardson-type applications, and the modified midpoint method, to obtain numerical solutions to ordinary differential equations (ODEs) with high accuracy and comparatively little computational effort.class
SemiImplicitExtrapolation
Semi-Implicit Extrapolation is a method of solving ordinary differential equations, that is similar to Burlisch-Stoer extrapolation. -
Uses of ODESolver in dev.nm.analysis.differentialequation.ode.ivp.solver.multistep.adamsbashforthmoulton
Classes in dev.nm.analysis.differentialequation.ode.ivp.solver.multistep.adamsbashforthmoulton that implement ODESolver Modifier and Type Class Description class
AdamsBashforthMoulton
This class uses an Adams-Bashford predictor and an Adams-Moulton corrector of the specified order. -
Uses of ODESolver in dev.nm.analysis.differentialequation.ode.ivp.solver.rungekutta
Classes in dev.nm.analysis.differentialequation.ode.ivp.solver.rungekutta that implement ODESolver Modifier and Type Class Description class
RungeKutta
The Runge-Kutta methods are an important family of implicit and explicit iterative methods for the approximation of solutions of ordinary differential equations.class
RungeKuttaFehlberg
The Runge-Kutta-Fehlberg method is a version of the classic Runge-Kutta method, which additionally uses step-size control and hence allows specification of a local truncation error bound.
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