ODE
Shampine and Gordon ODE Solver


ODE, a C++ library which solves a system of ordinary differential equations, by Shampine and Gordon.

Given a system of ordinary differential equations of the form

        Y' = F(T,Y)
        Y(T0) = Y0
      
this program produces a sequence of approximate solution values Y(TOUT) at later times TOUT.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

ODE is available in a C version and a C++ version and a FORTRAN90 version..

Related Data and Programs:

ode_test

RK4, a C++ library which applies the fourth order Runge-Kutta algorithm to estimate the solution of an ordinary differential equation at the next time step.

RKF45, a C++ library which implements the Runge-Kutta-Fehlberg ODE solver.

Author:

Original Fortran77 code by Lawrence Shampine, Marilyn Gordon. C++ version by John Burkardt.

Reference:

  1. Lawrence Shampine, Marilyn Gordon,
    Computer Solution of Ordinary Differential Equations: The Initial Value Problem,
    Freeman, 1975,
    ISBN: 0716704617,
    LC: QA372.S416.

Source Code:


Last revised on 29 March 2020.