DCL:MATH2:ODELIB: Ordinary Differential Equation (Runge-Kutta Method)

3.1 Summary

This package performs the integration on a system of ordinary differential equations. The subroutines included in this package can be largely classified into 3 levels. On the lowest level is the algorithm routine for a one-step integration following a specific algorithm. Above it, is the stepper routine that performs a two-step integration and determination of an appropriate step width while checking the precision. Finally, there is a driver routine on the highest level, which carries out integration over the given integration interval. The user will normally use the driver routine to perform integration. The algorithm routine and the stepper routine can be specified by the user to suit his purpose.

This library was created based on an algorithm in the Numerical Recipes.