This routine numerically integrates the system of ordinary differential equations using a Bulirsch-Stoer method with variable step size.

The input parameters are given below:

• x1 is the starting value of independent variable X.
• x2 is the ending value of independent variable X.
• y is an array of N elements. Contains initial values of dependent variables. Numbering of elements starts at 1 and ends at N.
• n is the number of equations.
• h is the initial value of the step to take.
• err is the allowed local trunctation error
• IsAbsErr- is the local trunctation error type: absolute or fractional.

The output parameters are given below:

• Y is an array of N elements. Contains values of dependent variables at point X2. Numbering of elements starts at 1 and ends at N.

The user supplies the routine F(Y,dY), which returns value of dYi/dx at (y1,..yn). On input, routine F gets an array Y containing the values of dependent variables. Numbering of elements starts at 1 and ends at N. On output, F fills an array dY with the derivatives at the given point Y.

This routine solves only autonomous systems, so if system's operator is depending on time you should add new dependent variable

Report a bug

C#

C# 1.0 source.
bulirschstoer.csharp.zip - Bulirsch-Stoer method for a system of ODEs

C++

C++ source.
bulirschstoer.cpp.zip - Bulirsch-Stoer method for a system of ODEs
ablas.zip - optimized basic linear algebra subroutines with SSE2 support (for C++ sources only)

Delphi

Delphi source.
Can be compiled under FPC (in Delphi compatibility mode).
bulirschstoer.delphi.zip - Bulirsch-Stoer method for a system of ODEs

Visual Basic 6

Visual Basic 6 source.
bulirschstoer.vb6.zip - Bulirsch-Stoer method for a system of ODEs

Zonnon ^beta

Zonnon source.
Zonnon is an experimental language developed at ETH Zurich.
See www.zonnon.ethz.ch for more information.
bulirschstoer.zonnon.zip - Bulirsch-Stoer method for a system of ODEs