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Numerical solving of the system of differential equations http://forum.alglib.net/viewtopic.php?f=2&t=529 |
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Author: | yerzhikM [ Fri Jan 27, 2012 8:35 am ] |
Post subject: | Numerical solving of the system of differential equations |
I have searched the ALGLIB User Guide online for the numerical solutions of the systems of the differential equations, but could only find numerical solutions for the ODE. Is it possible and how to make a numerical solution for the system of diff. equations in ALGLIB? |
Author: | Sergey.Bochkanov [ Fri Jan 27, 2012 9:39 am ] |
Post subject: | Re: Numerical solving of the system of differential equation |
ODE solver included in ALGLIB can solve systems of ordinary differential equations - it works with dependent variable Y, which is a vector of N scalar variables. So you can easily work with both one-variable and N-variable ODE's |
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