Software

odeint

odeint is a C++ 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.

taylor

taylor is a small library for the Taylor series method of ordinary differential equations (ODEs) in C++. It is an addon to odeint and will be one time part of it. It uses advanced expression tree techniques with the help of boost.proto. Its main advantage over existing solution is the smoothing integration in C++. No preprocessing of you ODE formulas is needed, you can define the ODE with the default operations within your C++ code.ODE.