Search code examples
c++mathnumerical-methodsdifferential-equations

Two point boundary value in C++


Boost.Odeint does not have code for the solution of the Two point boundary value problem (TPBVP). I was not able to find any C++ implementation. Do you know of any open source implementation?

Thank you!


Solution

  • Have a look at the numerical recipes:

    http://apps.nrbook.com/empanel/index.html

    Chapter 18 talks about BVPs. There won't be one size fits all solutions though, you should give a bit more information about what you're trying to do.