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26 Ordinary Differential Equations

This chapter describes functions for solving ordinary differential equation (ODE) initial value problems. The library provides a variety of low-level methods, such as Runge-Kutta and Bulirsch-Stoer routines, and higher-level components for adaptive step-size control. The components can be combined by the user to achieve the desired solution, with full access to any intermediate steps. A driver object can be used as a high level wrapper for easy use of low level functions.

These functions are declared in the header file gsl_odeiv2.h. This is a new interface in version 1.15 and uses the prefix gsl_odeiv2 for all functions. It is recommended over the previous gsl_odeiv implementation defined in gsl_odeiv.h The old interface has been retained under the original name for backwards compatibility.