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is there a c++ library for ordinary differential equation (ODE) solvers?

More specifically, i'm interested in 8th order Dormand-Prince embedded method, it's based on Runge-Kutta, and stiff equations.

I use Numerical Recipes 3 but i often have trouble compiling their libraries. I'd like to know of alternatives.

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kirill_igum Avatar asked Oct 01 '11 18:10

kirill_igum


1 Answers

You can also try odeint. It has the classical Runge-Kutta solvers, Rosenbrock4 for stiff systems and some multi-step method. It is header-only, but you need the boost libraries.

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headmyshoulder Avatar answered Oct 22 '22 03:10

headmyshoulder