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file daskr.tgz for differential-algebraic system solver with rootfinding by Brown, Hindmarsh, Petzold prec double and single alg BDF methods with direct and preconditioned Krylov linear solvers ref SIAM J. Sci. Comp.: 15, 6, 1467 (1994) and 19, 5, 1495 (1998) gams I1a2 file daspk.tgz for differential-algebraic system solver by Brown, Hindmarsh, Petzold prec double and single alg BDF methods with direct and preconditioned Krylov linear solvers ref SIAM J. Sci. Comp.: 15, 6, 1467 (1994) and 19, 5, 1495 (1998) gams I1a2 # also known as DASPK2 # superseded by daskr.tgz file sdassl.f by Petzold for differential-algebraic system solver alg backward differentiation formulae prec double rel good age stable gams I1a2 # superseded by daskr.tgz file ddassl.f by Petzold for stiff differential-algebraic system solver alg backward differentiation formulae prec double rel good age stable gams I1a2 # superseded by daskr.tgz file sdasrt.f by Petzold for stiff differential-algebraic system solver with root stopping alg backward differentiation formulae prec single rel good age stable # needs routines from ode/sdassl.f but duplicated auxiliary routines , are different gams I1a2 # superseded by daskr.tgz file ddasrt.f by Petzold for stiff differential-algebraic system solver with root stopping alg backward differentiation formulae prec double rel good age stable # needs routines from ode/ddassl.f but duplicated auxiliary routines # are different gams I1a2 # superseded by daskr.tgz lib rksuite alg Runge-Kutta for initial value problem for first order ordinary differential equations , A suite of codes for solving IVPs in ODEs. A choice of RK methods , is available. Includes an error assessment facility and a sophisticated , stiffness checker. Template programs and example results provided. , Supersedes RKF45, DDERKF, D02PAF. ref RKSUITE, Softreport 92-S1, Dept of Math, SMU, Dallas, Texas by R.W. Brankin (NAG), I. Gladwell and L.F. Shampine (SMU) lang Fortran prec double gams I1a1a file colnew.f by Ascher and Bader for ordinary differential equation boundary-value problem solver alg truncated powers collocation (modification of colsys) prec double rel good age stable gams I1b2 file colsys.f by Ascher, Christiansen, and Russell for ordinary differential equation boundary-value problem solver alg B-spline collocation prec double rel good age stable gams I1b2 file coldae.f by Ascher and Spiteri for semi-explicit differential-algebraic equations with index at most 2. alg collocation, proj on constraint manifold (modification of colnew) prec double file mebdfdae.f by Cash <j.cash@ic.ac.uk> for stiff ODE and linearly implicit DAE initial-value problems alg extended backward differentiation formulae prec double lang Fortran gams I1a2 # replaces dmebdf.f, dp12.f and sp12.f file mebdfi.f by Cash <j.cash@ic.ac.uk> for general implicit DAE initial-value problems, index <= 3 alg extended backward differentiation formulae prec double lang Fortran file mebdfso.f by Cash <j.cash@ic.ac.uk> for large sparse stiff ODE initial-value problems alg extended backward differentiation formulae prec double lang Fortran # needs Yale sparse matrix package file yale.f for Yale sparse matrix package, as used by mebdfso file dresol.f by Dieci for solving stiff/nonstiff matrix differential Riccati equations (DREs) ref SIAM J. Numerical Analysis 29-3 prec single alg Adams' and backward differentiation formulae gams I1a1b I1a2 # Based on lsode by Hindmarsh. Solves symmetric and unsymmetric DREs. file dverk.f by Jackson, Hull, and Enright for ordinary differential equation initial-value problem solver with global error control alg Verner's fifth and sixth order Runge-Kutta pair prec double gams I1a1a file epsode.f by Bryne and Hindmarsh for stiff ordinary differential equation initial-value problem solver alg backward differentiation formulae (variable coefficient formulae) prec double gams I1a2 file ddverk.f by Enright and Hayashi <hiroshi@cs.toronto.edu> for delay differential equations alg continuous Runge-Kutta method with defect control ref SIAM J Numer Anal 35, 572-585, 1998 file mus.doc by Mattheij and Staarink for ordinary differential equation boundary-value problem solver alg multiple shooting ref http://www.win.tue.nl/math/an/noframe/ftp/index.html , whence you may also fine DEQNS prec double gams I1b1 I1b2 file mus1.f file mus2.f file mus3.f file muslex.f for example driver for MUSL file musnex.f for example driver for MUSN file ode.f by Shampine and Gordon for ordinary differential equation initial-value problem solver alg Adam's methods prec double rel excellent age old gams I1a1b file rkc.f for explicit solver for parabolic PDEs by Sommeijer, Shampine, Verwer ref J. Comp. Appl. Math., submitted 1997 prec double lang Fortran77 alg second-order explicit Runge-Kutta-Chebyshev formulae gams I1a1a file rkc-exa.f for example A for ode/rkc.f file rkc-exb.f for example B for ode/rkc.f file rkf45.f by Watts and Shampine for ordinary differential equation initial-value problem solver alg Runge-Kutta Fehlberg fourth-fifth order prec double rel good age old gams I1a1a file scolsys.f by Ascher, Christiansen, and Russell for ordinary differential equation boundary-value problem solver alg B-spline collocation prec single rel good age stable gams I1b2 file dgelda.tar.gz for general linear differential algebraic equations by P. Kunkel, V. Mehrmann, W. Rath and J. Weickert # The package includes a computation of all the local invariants of the , system, a regularization procedure and an index reduction scheme and , it can be combined with every solution method for standard index 1 , systems. Nonuniqueness and inconsistencies are treated in a least , square sense. In our package we have implemented backward , differentiation formulas (BDF) methods and Runge-Kutta schemes. prec double lang fortran gams I1a2 file sderoot.f by Gordon and Shampine for ordinary differential equation initial-value problem solver with root stopping alg Adam's methods prec single rel good age old gams I1a1b file sode.f by Shampine and Gordon for ordinary differential equation initial-value problem solver alg Adam's methods prec single rel excellent age old gams I1a1b file srkf45.f by Watts and Shampine for ordinary differential equation initial-value problem solver alg Runge-Kutta Fehlberg fourth-fifth order prec single rel good age old gams I1a1a file svode.f by Brown, Byrne and Hindmarsh for non-stiff or stiff ordinary differential equation initial-value problem solver alg backward differentiation formulae (variable coefficient formulae) prec single # updated version of epsode gams I1a2 file svodpk.f by Brown, Byrne and Hindmarsh for large non-stiff or stiff ordinary differential equation initial-value problem solver alg backward differentiation formulae (variable coefficient formulae) with GMRES with user-suppled preconditioner prec single # updated version of epsode gams I1a2 file vode.f by Brown, Byrne and Hindmarsh for non-stiff or stiff ordinary differential equation initial-value problem solver alg backward differentiation formulae (variable coefficient formulae) prec double # updated version of epsode gams I1a2 file zvode.f by Brown, Byrne, and Hindmarsh for stiff or nonstiff ordinary differential equation initial value problem solver alg backward differentiation formulae (variable coefficient formulae) prec double complex # complex variant of vode gams I1a2 file vodpk.f by Brown, Byrne and Hindmarsh for large non-stiff or stiff ordinary differential equation initial-value problem solver alg backward differentiation formulae (variable coefficient formulae) with GMRES with user-suppled preconditioner prec double # updated version of epsode gams I1a2 size 200 kB file cvode.tar.gz for large non-stiff or stiff ordinary differential equation initial-value problem solver alg combines earlier vode.f and vodpk.f lang C by Scott D. Cohen and Alan C. Hindmarsh size 273 kB file twpbvp.f by Cash and Wright for ordinary differential equation boundary-value problem solver alg deferred correction with mono-implicit Runge Kutta ref ode/twpbvp.tex (LaTeX) lang Fortran prec double rel good age new gams I1b2 file twpbvp.tex by Cash and Wright for documentation for twpbvp.tex lib geodesic for geodesics on manifolds file parsodes.tar.gz by Claus.Bendtsen@uni-c.dk for large systems of stiff ordinary differential equations alg multiimplicit Runge-Kutta with "across the method" parallelization lang Fortran90, MPI file composition.txt by Li and Kahan for introduction to composition.tar.gz file composition.tar.gz by Ren-Cang Li and William Kahan for unconventional schemes to solve ordinary differential equations alg composition methods, mostly palindromic schemes size 890 kilobytes file acdc.f by Cash and R.W.Wright for ode stiff boundary value problem alg deferred correction and continuation based on Lobatto Runge-Kutta lang fortran prec double file acdc.tex for reference manual for ode/acdc.f file colmod.f by R.W.Wright and Cash for ode stiff boundary value problem solver alg collocation and continuation (modification of COLNEW) lang fortran prec double file mirkdc.f by Enright and Muir for nonlinear two-point boundary value ordinary differential equations alg mono-implicit Runge-Kutta methods, defect control prec double file mirkdc.txt for documentation of mirkdc.f lib symbolic for symbolic methods for ODEs or discretization analysis lib ex for example programs lib daesolve by Werner C Rheinboldt <wcrhein+@pitt.edu> for differential algebraic equations file odeToJava.tgz for initial-value problems for stiff and non-stiff ordinary differential equations alg explicit Runge-Kutta, linearly implicit implicit-explicit (IMEX) by Murray Patterson and Raymond J. Spiteri <spiteri@cs.dal.ca> lang Java size 580kB file gauss2.tgz for second order problems y''(t) = f(t,y), y(t_0)=y_0, y'(t_0)=y'_0, # stiff and non-stiff, low to medium precision alg two-stage Gauss by S. Gonzalez-Pinto, S. Perez-Rodriguez and R. Rojas-Bello ref J. Comput. Appl. Math., 189 (2006), 80-97 lang Fortran90 file irkc.f90 for time integration of diffusion-reaction PDEs by Shampine, Verwer, Sommeijer ref J. Comp. Appl. Math., 196 (2006) 485-497 prec double lang Fortran90 alg implicit-explicit Runge-Kutta-Chebyshev file changes