Class FirstOrderInitialValueProblem represents a first order initial value differential equation. If is the unknown function, the first order initial value problem may be stated as
where denotes the first derivative of y with respect to x, F is a continuous function with bounded partial derivatives, and is the value of the unknown function y at the point .
A FirstOrderInitialValueProblem instance is constructed from a function, F, and initial value, and . The function F is encapsulated as a Func<double, double, double>, a delegate which takes two doubles and returns a double.
For example, the following code constructs a FirstOrderInitialValueProblem where :
Code Example – C# ordinary differential equations (ODE)
Func<double, double, double> f =
delegate( double x, double y )
return x * x;
double x0 = 0.0;
double y0 = 1.0;
new FirstOrderInitialValueProblem( f, x0, y0 );