ode

README

ode

An ordinary differential equation solving library in golang.

Features

• Multi-dimensional state vector (i.e. extended states)
• Channel based stopping condition, which takes full advantage of [goroutines](https://en.wikipedia.org/wiki/Go_(programming_language#Concurrency)
• Trivial usage (cf. the examples directory)
• Easily expendable to other ODE solving methods

Numerical methods

• RK4
• Dormant-Prince

Documentation

Index

• type Integrable
• type RK4
  • func NewRK4(x0 float64, stepSize float64, inte Integrable) (r *RK4)
  • func (r *RK4) Solve() (uint64, float64, error)

Types

type Integrable

type Integrable interface {
	GetState() []float64                   // Get the latest state of this integrable.
	SetState(t float64, s []float64)       // Set the state s of a given time t.
	Stop(t float64) bool                   // Return whether to stop the integration at time t.
	Func(t float64, s []float64) []float64 // ODE function from time t and state s, must return a new state.
}

Integrable defines something which can be integrated, i.e. has a state vector. WARNING: Implementation must manage its own state based on the iteration.

type RK4

type RK4 struct {
	X0        float64    // The initial x0.
	StepSize  float64    // The step size.
	Integator Integrable // What is to be integrated.
}

RK4 defines an RK4 integrator using math.Big Floats.

func NewRK4

func NewRK4(x0 float64, stepSize float64, inte Integrable) (r *RK4)

NewRK4 returns a new RK4 integrator instance.

func (*RK4) Solve

func (r *RK4) Solve() (uint64, float64, error)

Solve solves the configured RK4. Returns the number of iterations performed and the last X_i, or an error.