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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.

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.