rkf45, a C++ code which implements the Watt and Shampine RKF45 ODE solver.
The code is a Runge-Kutta-Fehlberg algorithm for solving an ordinary differential equation, with automatic error estimation using rules of order 4 and 5.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
rkf45 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and an Octave version and a Python version.
ODE, a C++ code which solves a system of ordinary differential equations, by Shampine and Gordon.
RK4, a C++ code which applies the fourth order Runge-Kutta algorithm to estimate the solution of an ordinary differential equation at the next time step.