differential-equations

Documentation | Examples | GitHub | Docs.rs | Crates.io

A high-performance library for numerically solving differential equations
for the Rust programming language.

A high-performance library for solving differential equations in Rust, including:

• Ordinary Differential Equations (ODEs) - Fixed-step and adaptive solvers with comprehensive features including event detection, dense output, and customizable and common recipes for solution output.

  • Initial Value Problems - Solve problems with known initial conditions

• Differential Algebraic Equations (DAEs) - Implicit differential algebraic equations in the form $M f \prime = f(t,y)$ where $M$ can be singular

  • Index-1,2,3 DAEs - Index-1 implicitly supported, higher index equations require declaration in solver.

• Delay Differential Equations (DDEs) - Adaptations of ODE solvers to handle delay differential equations by tracking history for interpolation.

  • Fixed-Delay Problems - Solve problems with fixed delays
  • Variable-Delay Problems - Solve problems with state driven delays

• Stochastic Differential Equations (SDEs) - Fixed step explicit Runge-Kutta methods for stochastic differential equations.

  • Customizable Noise - User implements noise in SDE implementation

Contributing

This library is looking for contributions to bring the future of scientific computing to Rust!

Please see CONTRIBUTING.md for more information on how to contribute to this project.