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equationsequation-solvingdifferentiation

Is there any Good library for solving differentiation equations using differentiation operator?


Good library for solving differentiation equations (not only 1rst order) using differentiation operator?Better written in C/C++/PHP/C#/Actionscript/Javascript


Solution

  • (1) Generic analytic ODE solver is not possible.

    (2) If you're given an n-th order ODE you can convert it into n 1st order ODE, e.g.

    y'' + 2y' + 3y + 4 = 0
    

    now let z = y', you've got a coupled 1st order ODE:

    z' = -2z - 3y - 4
    y' = z
    

    (3) For C, try GSL: http://www.gnu.org/software/gsl/manual/html_node/Ordinary-Differential-Equations.html.