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Description

Go package with ordinary differential equations solvers for initial value problems to be solved by explicit methods. The package features methods for float32 float64 complex64 and complex128 types. The methods implemented so far are,

  • Euler
  • Mid point
  • Runge-Kutta 4

The package is easily extensible to provide other methods.

The docs,

The API is pretty consistent, and you'll get it easily,

Type specific docs,

Usage

Import the type you intend to use. For the recommended float64 just type

import "github.com/Daniel-M/odeint/float64"   

and you are ready to use methods. The stepper used (euler, mid point or Runge-Kutta-4) can be changed easily.

To get a feeling of the usage check the files under examples/brusselator. You will see that to change the method used you just need to change the integrator used (line 38 of examples/brusselator/rk4 source code).

FAQ

A subpackage for each numeric type?

You might be thinking, why does this guy have a subpackage for each numeric type? Well, though it makes the package harder to maintain, having type specific integrators is a priority for me. I could have used interface-based integrators but it would be at the expense of the extensibility of the integrators to more custom numerical types, a feature which I find relevant too.

TEST

You can run all tests with

go test -v ./...   

or individual type oriented tests as

go test -v ./float64 # For float64 type   

To Do

  • Support higher order methods.
  • Implement adaptative step methods.