rkf45


rkf45, a MATLAB code which implements an RKF45 ODE solver, by Watt and Shampine.

The RKF45 ODE solver is a Runge-Kutta-Fehlberg algorithm for solving an ordinary differential equation, with automatic error estimation using rules of order 4 and 5.

Licensing:

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

Languages:

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.

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Reference:

  1. Erwin Fehlberg,
    Low-order Classical Runge-Kutta Formulas with Stepsize Control,
    NASA Technical Report R-315, 1969.
  2. Lawrence Shampine, Herman Watts, S Davenport,
    Solving Non-stiff Ordinary Differential Equations - The State of the Art,
    SIAM Review,
    Volume 18, pages 376-411, 1976.

Source Code:


Last revised on 12 October 2020.