etdrk4


etdrk4, a FORTRAN90 code which uses the ETD RK4 method to solve systems of stiff ordinary differential equations (ODE), by Aly-Khan Kassam, Lloyd Trefethen.

Licensing:

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

Languages:

etdrk4 is available in a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

etdrk4_test

fftpack5, a FORTRAN90 code which computes Fast Fourier Transforms (FFTs), by Paul Swarztrauber and Dick Valent;

Author:

Aly-Khan Kassam, Lloyd Trefethen; Modifications by John Burkardt.

Reference:

  1. Stephen Cox, Paul Matthews,
    Exponential time differencing for stiff systems,
    Journal of Computational Physics,
    Volume 176, pages 430-455, 2002.
  2. Aly-Khan Kassam, Lloyd Trefethen,
    Fourth-order time-stepping for stiff ODE's,
    SIAM Journal on Scientific Computing,
    Volume 26, Number 4, pages 1214-1233, 2005.
  3. Lloyd Trefethen,
    Spectral methods in MATLAB,
    SIAM, 2000,
    LC: QA377.T65
    ISBN: 978-0-898714-65-4

Source Code:


Last revised on 20 April 2020.