RKF45 Runge-Kutta-Fehlberg ODE Solver

RKF45, an Octave 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.

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:

• r8_fehl.m takes one Fehlberg fourth-fifth order step.
• r8_rkf45.m carries out the Runge-Kutta-Fehlberg method.
• timestamp.m prints the current YMDHMS date as a time stamp.

Last revised on 28 August 2020.