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odeToJava: A PSE for the Numerical Solution of IVPs

Abstract

Problem-solving environments (PSEs) offer a powerful yet flexible and convenient means for general experimentation with computational methods, algorithm prototyping, and visualization and manipulation of
data. Consequently, PSEs have become the modus operandi of many computational scientists and engineers. However, despite these positive aspects, PSEs typically do not offer the level of granularity required by the specialist or algorithm designer to conveniently modify the details. In other words, the level at which PSEs are black boxes is often still too high for someone interested in modifying an algorithm as opposed to trying an alternative.

In this article, we describe odeToJava, a Java-based PSE for initial-value problems in ordinary differential equations. odeToJava implements explicit and linearly implicit implicit-explicit Runge–Kutta methods with error and stepsize control and intra-step interpolation (dense output), giving the user control and flexibilityover the implementational aspects of these methods. We illustrate the usage and functionality of odeToJava by means of computational case studies of initial-value problems (IVPs).

Authors : Andrew Kroshko and Raymond Spiteri
Download : ODEToJava