NMath User's Guide

Chapter 33. Differential Equations (.NET, C#, CSharp, Visual Basic, VB.NET)

NMath provides classes for solving first order initial value differential equations by the Runge-Kutta method.

An ordinary differential equation (ODE) contains one or more derivatives of a dependent variable y with respect to a single independent variable. A first-order ODE contains only the first derivative of y. Since there are generally many functions that satisfy an ODE, an initial value is necessary to constrain the solution-that is, y is equal to y0 at a given initial x0.

NMath includes:

• Class FirstOrderInitialValueProblem encapsulates a first order initial value differential equation.
• Class RungeKuttaSolver solves first order initial value differential equations by the Runge-Kutta method.

The chapter describes how to use class these classes.

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