Template Class BDFIntegrator

• Defined in File bdf.hpp

Nested Relationships

Nested Types

• Struct BDFIntegrator::NewtonResult

Inheritance Relationships

Base Type

• public diffeq::core::AdaptiveIntegrator< S > (Template Class AdaptiveIntegrator)

Class Documentation

template<typename S>
class BDFIntegrator : public diffeq::core::AdaptiveIntegrator<S>

BDF (Backward Differentiation Formula) integrator.

Variable order (1-5) implicit multistep method for stiff systems. Implementation follows SciPy’s BDF method exactly. Excellent for stiff differential equations.

Order: Variable (1-5) Stages: Variable Adaptive: Yes Stiff: Excellent

Public Types

using base_type = core::AdaptiveIntegrator<S>

using state_type = typename base_type::state_type

using time_type = typename base_type::time_type

using value_type = typename base_type::value_type

using system_function = typename base_type::system_function

Public Functions

inline explicit BDFIntegrator(system_function sys, time_type rtol = static_cast<time_type>(1e-3), time_type atol = static_cast<time_type>(1e-6), int max_order = 5)

inline void step(state_type &state, time_type dt) override

inline void fixed_step(state_type &state, time_type dt)

inline time_type adaptive_step(state_type &state, time_type dt) override

inline void set_newton_parameters(int max_iterations, time_type tolerance)