OrdinaryDiffEq.jl is a component package in the DifferentialEquations ecosystem. It holds the ordinary differential equation solvers and utilities. While completely independent and usable on its own, users interested in using this functionality should check out DifferentialEquations.jl.
OrdinaryDiffEq.jl is part of the JuliaDiffEq common interface, but can be used independently of DifferentialEquations.jl. The only requirement is that the user passes an OrdinaryDiffEq.jl algorithm to
solve. For example, we can solve the ODE tutorial from the docs using the
using OrdinaryDiffEq f(u,p,t) = 1.01*u u0=1/2 tspan = (0.0,1.0) prob = ODEProblem(f,u0,tspan) sol = solve(prob,Tsit5(),reltol=1e-8,abstol=1e-8) using Plots plot(sol,linewidth=5,title="Solution to the linear ODE with a thick line", xaxis="Time (t)",yaxis="u(t) (in μm)",label="My Thick Line!") # legend=false plot!(sol.t, t->0.5*exp(1.01t),lw=3,ls=:dash,label="True Solution!")
That example uses the out-of-place syntax
f(u,p,t), while the inplace syntax (more efficient for systems of equations) is shown in the Lorenz example:
using OrdinaryDiffEq function lorenz(du,u,p,t) du = 10.0(u-u) du = u*(28.0-u) - u du = u*u - (8/3)*u end u0 = [1.0;0.0;0.0] tspan = (0.0,100.0) prob = ODEProblem(lorenz,u0,tspan) sol = solve(prob,Tsit5()) using Plots; plot(sol,vars=(1,2,3))
function HH_acceleration(dv,v,u,p,t) x,y = u dx,dy = dv dv = -x - 2x*y dv = y^2 - y -x^2 end initial_positions = [0.0,0.1] initial_velocities = [0.5,0.0] prob = SecondOrderODEProblem(HH_acceleration,initial_velocities,initial_positions,tspan) sol2 = solve(prob, KahanLi8(), dt=1/10);
Other refined forms are IMEX and semi-linear ODEs (for exponential integrators).