Uses of Interface
dev.nm.analysis.differentialequation.ode.ivp.solver.ODESolver

Packages that use ODESolver

Package	Description
dev.nm.analysis.differentialequation.ode.ivp.solver	Numerical solutions of ordinary differential equation initial-value problems.
dev.nm.analysis.differentialequation.ode.ivp.solver.extrapolation
dev.nm.analysis.differentialequation.ode.ivp.solver.multistep.adamsbashforthmoulton
dev.nm.analysis.differentialequation.ode.ivp.solver.rungekutta

Uses of ODESolver in dev.nm.analysis.differentialequation.ode.ivp.solver

Classes in dev.nm.analysis.differentialequation.ode.ivp.solver that implement ODESolver

Modifier and Type	Class and Description
class	EulerMethod The Euler method is a first-order numerical procedure for solving ordinary differential equations (ODEs) with a given initial value.

Uses of ODESolver in dev.nm.analysis.differentialequation.ode.ivp.solver.extrapolation

Classes in dev.nm.analysis.differentialequation.ode.ivp.solver.extrapolation that implement ODESolver

Modifier and Type	Class and Description
class	BurlischStoerExtrapolation Burlisch-Stoer extrapolation (or Gragg-Bulirsch-Stoer (GBS)) algorithm combines three powerful ideas: Richardson extrapolation, the use of rational function extrapolation in Richardson-type applications, and the modified midpoint method, to obtain numerical solutions to ordinary differential equations (ODEs) with high accuracy and comparatively little computational effort.
class	SemiImplicitExtrapolation Semi-Implicit Extrapolation is a method of solving ordinary differential equations, that is similar to Burlisch-Stoer extrapolation.

Uses of ODESolver in dev.nm.analysis.differentialequation.ode.ivp.solver.multistep.adamsbashforthmoulton

Classes in dev.nm.analysis.differentialequation.ode.ivp.solver.multistep.adamsbashforthmoulton that implement ODESolver

Modifier and Type	Class and Description
class	AdamsBashforthMoulton This class uses an Adams-Bashford predictor and an Adams-Moulton corrector of the specified order.

Uses of ODESolver in dev.nm.analysis.differentialequation.ode.ivp.solver.rungekutta

Classes in dev.nm.analysis.differentialequation.ode.ivp.solver.rungekutta that implement ODESolver

Modifier and Type	Class and Description
class	RungeKutta The Runge-Kutta methods are an important family of implicit and explicit iterative methods for the approximation of solutions of ordinary differential equations.
class	RungeKuttaFehlberg The Runge-Kutta-Fehlberg method is a version of the classic Runge-Kutta method, which additionally uses step-size control and hence allows specification of a local truncation error bound.