Diffurch

The library, that implements numerical methods for solving ordinary and delay differential equations.

Documention

For documentation, refer to docs.rs/diffurch.

lib.rs:

diffurch is a library that implements numerical methods for ordinary and delay differential equations.

Supported types of equations

• Continuous ODEs (Ordinary Differential Equations).
• Non-sliding discontinuous or impulse ODEs (*).
• Continuous or impulse (neutral) DDEs (Delay Differential Equations) with constant or variable non-vanishing delays.
• Non-sliding discontinuous (neutral) DDEs with constant or variable non-vanishing delays (*).

(here (*) means that kind of equation is supported using an event system rather than by using discontinuous functions directly in equation)

Features

• Event detection
• Event filtering
• Delay-induced discontinuity propagation
• Dense output
• Wide range of explicit Runge-Kutta methods with interpolation
• (not yet) Automatic step size control

Goals

• Peak performance: as much as possible is done at compile time, avoiding dynamic dispatch or unnecessary runtime branching.
• Support for ODEs and DDEs, including neutral DDEs.
• Support for discontinuous, impulse, and hybrid equations.
• Ergonomics, minimal boilerplate: use of convenience macros to wrap closures and (not yet there) simple symbolic system.