Fortran codes for ordinary differential equations

This repository includes code from Hairer, Norsett and Wanner books.

Here, we present the CMake toolchain for compiling all code.

Please check out Prof Ernst Hairer' website

References:

[1] Hairer, Norsett and Wanner (1993): Solving Ordinary Differential Equations.
    Nonstiff Problems. 2nd edition. Springer Series in Comput. Math., vol. 8.
[2] Hairer and Wanner (1996): Solving Ordinary Differential Equations.
    Stiff and Differential-Algebraic Problems. 2nd edition.
    Springer Series in Comput. Math., vol. 14.

Nonstiff Differential Equations

1. DOPRI5 explicit Runge-Kutta method of order 5(4) for problems y'=f(x,y); with dense output of order 4
2. DOP853 explicit Runge-Kutta method of order 8(5,3) for problems y'=f(x,y); with dense output of order 7
3. ODEX Extrapolation method (GBS) for problems y'=f(x,y); with dense output
4. ODEX2 Extrapolation method (Stoermers rule) for second order differential equations y''=f(x,y); with dense output
5. RETARD Extension of the code DOPRI5 to delay differential equations y'(t)=f(t,y(t),y(t-a),...)

Stiff Differential Equations and Differential-Algebraic Problems

6. RADAU5 implicit Runge-Kutta method of order 5 (Radau IIA) for problems of the form My'=f(x,y) with possibly singular matrix M; with dense output (collocation solution).
7. RADAU implicit Runge-Kutta method (Radau IIA) of variable order (switches automatically between orders 5, 9, and 13) for problems of the form My'=f(x,y) with possibly singular matrix M; For the choices IWORK(11)=3 and IWORK(12)=3, the code is mathematically equivalent to RADAU5 (in general a little bit slower than RADAU5).
8. RODAS Rosenbrock method of order 4(3), for problems of the form My'=f(x,y) with possibly singular matrix M; with dense output; algebraic order conditions are considered
9. SEULEX Extrapolation method based on linearly implicit Euler for problems of the form My'=f(x,y) with possibly singular matrix M; with dense output

Usage

The code is easily compiled using CMake.

On a Debian-based Linux system, type:

./all.bash

The examples can be run from /tmp/build-hwode/examples and /tmp/build-hwode/tests.