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ode/sde solver, using boost odeint, scipy, gsl, sde.

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Ziaeemehr/ode_solver

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ode_solver

  • This repository provide simple examples using ordinary differential equation solvers in python, C/C++.

Camparing the results:

method time x0 x1
intro/euler 99.990000 -0.069638927 0.117734245
intro/rk4 99.990000 -0.044473790 0.070138180
scipy.integrate.odeint 99.990000 -0.04447404 0.07013844
boost euler 99.990000 -0.070809774 0.117084690
boost rk4 99.990000 -0.044473790 0.070138180