Changes between Version 107 and Version 108 of LibrariesUnderConstruction

Timestamp:

Apr 28, 2010, 6:50:59 AM (12 years ago)

Author:

viboes

Comment:

Update OdeInt

LibrariesUnderConstruction

@@ -744 +744 @@
  * '''Author(s):'''  Karsten Ahnert, Mario Mulansky 
  * '''Version:''' 
- * '''State:''' 
+ * '''State:''' Under development but usable
  * '''Last upload:''' 2010, April 27 
  * '''Links:''' [http://svn.boost.org/svn/boost/sandbox/odeint/
  Boost Sandbox] [http://svn.boost.org/svn/boost/sandbox/odeint/libs/numeric/odeint/doc/html/index.html Documentation]
  * '''Categories:''' [#MathAndNumerics Math And Numerics]
- * '''Description:''' Odeint is a library for solving initial value problems (IVP) of ordinary differential equations. Mathematically, these problems are formulated as follows: x'(t) = f(x,t), x(0) = x0. x and f can be vectors and the solution is some function x(t) fullfilling both equations above. Numerical approximations for the solution x(t) are calculated iteratively. The easiest algorithm is the Euler-Scheme, where starting at x(0) one finds x(dt) = x(0) + dt*f(x(0),0). Now one can use x(dt) and obtain x(2dt) in a similar way and so on. The Euler method is of order 1, that means the error at each step is ~ dt[superscript 2]. This is, of course, not very satisfying, which is why the Euler method is merely used for real life problems and serves just as illustrative example.
+ * '''Description:''' Odeint is a library for solving ordinary differential equations. It provides explicit methods like Euler, various Runge-Kutta solvers, as well as adaptive step-size integration and the Burlisch-Stoer algorithm. Furthermore, solvers for Hamiltonian systems are implemented. Further development will go in the direction of
+implicit solvers, stiff problems and CUDA support.
 
 ---------------------------------------------------------------------------------------------------