ode

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file	daskr.tgz
for	differential-algebraic system solver with rootfinding
by	Brown, Hindmarsh, Petzold
prec	double and single
alg	BDF methods with direct and preconditioned Krylov linear solvers
ref	SIAM J. Sci. Comp.: 15, 6, 1467 (1994) and 19, 5, 1495 (1998)
gams	I1a2

file	daspk.tgz
for	differential-algebraic system solver
by	Brown, Hindmarsh, Petzold
prec	double and single
alg	BDF methods with direct and preconditioned Krylov linear solvers
ref	SIAM J. Sci. Comp.: 15, 6, 1467 (1994) and 19, 5, 1495 (1998)
gams	I1a2
#	also known as DASPK2
#	superseded by daskr.tgz

file	sdassl.f
by	Petzold
for	differential-algebraic system solver
alg	backward differentiation formulae
prec	double
rel	good
age	stable
gams	I1a2
#	superseded by daskr.tgz

file	ddassl.f
by	Petzold
for	stiff differential-algebraic system solver
alg	backward differentiation formulae
prec	double
rel	good
age	stable
gams	I1a2
#	superseded by daskr.tgz

file	sdasrt.f
by	Petzold
for	stiff differential-algebraic system solver with root stopping
alg	backward differentiation formulae
prec	single
rel	good
age	stable
#	needs routines from ode/sdassl.f but duplicated auxiliary routines
,	are different
gams	I1a2
#	superseded by daskr.tgz

file	ddasrt.f
by	Petzold
for	stiff differential-algebraic system solver with root stopping
alg	backward differentiation formulae
prec	double
rel	good
age	stable
#	needs routines from ode/ddassl.f but duplicated auxiliary routines
#	are different
gams	I1a2
#	superseded by daskr.tgz

lib	rksuite
alg	Runge-Kutta
for	initial value problem for first order ordinary differential equations
,	A suite of codes for solving IVPs in ODEs. A choice of RK methods
,	is available. Includes an error assessment facility and a sophisticated
,	stiffness checker. Template programs and example results provided.
,	Supersedes RKF45, DDERKF, D02PAF.
ref	RKSUITE, Softreport 92-S1, Dept of Math, SMU, Dallas, Texas
by	R.W. Brankin (NAG), I. Gladwell and L.F. Shampine (SMU)
lang	Fortran
prec	double
gams	I1a1a

file	colnew.f
by	Ascher and Bader
for	ordinary differential equation boundary-value problem solver
alg	truncated powers collocation (modification of colsys)
prec	double
rel	good
age	stable
gams	I1b2

file	colsys.f
by	Ascher, Christiansen, and Russell
for	ordinary differential equation boundary-value problem solver
alg	B-spline collocation
prec	double
rel	good
age	stable
gams	I1b2

file	coldae.f
by	Ascher and Spiteri
for	semi-explicit differential-algebraic equations with index at most 2.
alg	collocation, proj on constraint manifold (modification of colnew)
prec	double

file	mebdfdae.f
by	Cash <[email protected]>
for	stiff ODE and linearly implicit DAE initial-value problems
alg	extended backward differentiation formulae
prec	double
lang	Fortran
gams	I1a2
#	replaces dmebdf.f, dp12.f and sp12.f

file	mebdfi.f
by	Cash <[email protected]>
for	general implicit DAE initial-value problems, index <= 3
alg	extended backward differentiation formulae
prec	double
lang	Fortran

file	mebdfso.f
by	Cash <[email protected]>
for	large sparse stiff ODE initial-value problems
alg	extended backward differentiation formulae
prec	double
lang	Fortran
# needs Yale sparse matrix package

file	yale.f
for	Yale sparse matrix package, as used by mebdfso

file	dresol.f
by	Dieci
for	solving stiff/nonstiff matrix differential Riccati equations (DREs)
ref	SIAM J. Numerical Analysis 29-3
prec	single
alg	Adams' and backward differentiation formulae
gams	I1a1b I1a2
#	Based on lsode by Hindmarsh.  Solves symmetric and unsymmetric DREs.

file	dverk.f
by	Jackson, Hull, and Enright
for	ordinary differential equation initial-value problem solver with global error control
alg	Verner's fifth and sixth order Runge-Kutta pair
prec	double
gams	I1a1a

file	epsode.f
by	Bryne and Hindmarsh
for	stiff ordinary differential equation initial-value problem solver
alg	backward differentiation formulae (variable coefficient formulae)
prec	double
gams	I1a2

file	ddverk.f
by	Enright and Hayashi <[email protected]>
for	delay differential equations
alg	continuous Runge-Kutta method with defect control
ref	SIAM J Numer Anal 35, 572-585, 1998

file	mus.doc
by	Mattheij and Staarink
for	ordinary differential equation boundary-value problem solver
alg	multiple shooting
ref	http://www.win.tue.nl/math/an/noframe/ftp/index.html
,	whence you may also fine DEQNS
prec	double
gams	I1b1 I1b2

file	mus1.f

file	mus2.f

file	mus3.f

file	muslex.f
for	example driver for MUSL

file	musnex.f
for	example driver for MUSN


file	ode.f
by	Shampine and Gordon
for	ordinary differential equation initial-value problem solver
alg	Adam's methods
prec	double
rel	excellent
age	old
gams	I1a1b

file	rkc.f
for	explicit solver for parabolic PDEs
by	Sommeijer, Shampine, Verwer
ref	J. Comp. Appl. Math., submitted 1997
prec	double
lang	Fortran77
alg	second-order explicit Runge-Kutta-Chebyshev formulae
gams	I1a1a

file	rkc-exa.f
for	example A for ode/rkc.f

file	rkc-exb.f
for	example B for ode/rkc.f

file	rkf45.f
by	Watts and Shampine
for	ordinary differential equation initial-value problem solver
alg	Runge-Kutta Fehlberg fourth-fifth order
prec	double
rel	good
age	old
gams	I1a1a

file	scolsys.f
by	Ascher, Christiansen, and Russell
for	ordinary differential equation boundary-value problem solver
alg	B-spline collocation
prec	single
rel	good
age	stable
gams	I1b2

file	dgelda.tar.gz
for	general linear differential algebraic equations
by	P. Kunkel, V. Mehrmann, W. Rath and J. Weickert
#	The package includes a computation of all the local invariants of the
,	system, a regularization procedure and an index reduction scheme and
,	it can be combined with every solution method for standard index 1
,	systems. Nonuniqueness and inconsistencies are treated in a least
,	square sense. In our package we have implemented backward
,	differentiation formulas (BDF) methods and Runge-Kutta schemes.  
prec	double
lang	fortran
gams	I1a2

file	sderoot.f
by	Gordon and Shampine
for	ordinary differential equation initial-value problem solver with root stopping
alg	Adam's methods
prec	single
rel	good
age	old
gams	I1a1b

file	sode.f
by	Shampine and Gordon
for	ordinary differential equation initial-value problem solver
alg	Adam's methods
prec	single
rel	excellent
age	old
gams	I1a1b

file	srkf45.f
by	Watts and Shampine
for	ordinary differential equation initial-value problem solver
alg	Runge-Kutta Fehlberg fourth-fifth order
prec	single
rel	good
age	old
gams	I1a1a

file	svode.f
by	Brown, Byrne and Hindmarsh
for	non-stiff or stiff ordinary differential equation initial-value problem solver
alg	backward differentiation formulae (variable coefficient formulae)
prec	single
#	updated version of epsode
gams	I1a2

file	svodpk.f
by	Brown, Byrne and Hindmarsh
for	large non-stiff or stiff ordinary differential equation initial-value problem solver
alg	backward differentiation formulae (variable coefficient formulae) with GMRES with user-suppled preconditioner
prec	single
#	updated version of epsode
gams	I1a2

file	vode.f
by	Brown, Byrne and Hindmarsh
for	non-stiff or stiff ordinary differential equation initial-value problem solver
alg	backward differentiation formulae (variable coefficient formulae)
prec	double
#	updated version of epsode
gams	I1a2

file	zvode.f
by	Brown, Byrne, and Hindmarsh
for	stiff or nonstiff ordinary differential equation initial value problem solver
alg	backward differentiation formulae (variable coefficient formulae)
prec	double complex
#	complex variant of vode
gams	I1a2

file	vodpk.f
by	Brown, Byrne and Hindmarsh
for	large non-stiff or stiff ordinary differential equation initial-value problem solver
alg	backward differentiation formulae (variable coefficient formulae) with GMRES with user-suppled preconditioner
prec	double
#	updated version of epsode
gams	I1a2
size	200 kB

file	cvode.tar.gz
for	large non-stiff or stiff ordinary differential equation initial-value problem solver
alg	combines earlier vode.f and vodpk.f
lang	C
by	Scott D. Cohen and Alan C. Hindmarsh
size	273 kB

file	twpbvp.f
by	Cash and Wright
for	ordinary differential equation boundary-value problem solver
alg	deferred correction with mono-implicit Runge Kutta
ref	ode/twpbvp.tex (LaTeX)
lang	Fortran
prec	double
rel	good
age	new
gams	I1b2

file	twpbvp.tex
by	Cash and Wright
for	documentation for twpbvp.tex

lib	geodesic
for	geodesics on manifolds

file	parsodes.tar.gz
by	[email protected]
for	large systems of stiff ordinary differential equations
alg	multiimplicit Runge-Kutta with "across the method" parallelization
lang	Fortran90, MPI

file	composition.txt
by	Li and Kahan
for	introduction to composition.tar.gz

file	composition.tar.gz
by	Ren-Cang Li and William Kahan
for	unconventional schemes to solve ordinary differential equations
alg	composition methods, mostly palindromic schemes
size	890 kilobytes

file	acdc.f
by	Cash and R.W.Wright
for	ode stiff boundary value problem
alg	deferred correction and continuation based on Lobatto Runge-Kutta
lang	fortran
prec	double

file	acdc.tex
for	reference manual for ode/acdc.f

file	colmod.f
by	R.W.Wright and Cash
for	ode stiff boundary value problem solver
alg	collocation and continuation (modification of COLNEW)
lang	fortran
prec	double

file	mirkdc.f
by	Enright and Muir 
for	nonlinear two-point boundary value ordinary differential equations
alg	mono-implicit Runge-Kutta methods, defect control
prec	double

file	mirkdc.txt
for	documentation of mirkdc.f

lib	symbolic
for	symbolic methods for ODEs or discretization analysis

lib	ex
for	example programs

lib	daesolve
by	Werner C Rheinboldt <[email protected]>
for	differential algebraic equations

file	odeToJava.tgz
for	initial-value problems for stiff and non-stiff ordinary differential equations
alg	explicit Runge-Kutta, linearly implicit implicit-explicit (IMEX)
by	Murray Patterson and Raymond J. Spiteri <[email protected]>
lang	Java
size	580kB

file	gauss2.tgz
for	second order problems y''(t) = f(t,y),   y(t_0)=y_0, y'(t_0)=y'_0,
#		stiff and non-stiff, low to medium precision
alg	two-stage Gauss
by	S. Gonzalez-Pinto, S. Perez-Rodriguez and R. Rojas-Bello
ref	J. Comput. Appl. Math., 189 (2006), 80-97
lang	Fortran90

file	irkc.f90
for	time integration of diffusion-reaction PDEs
by	Shampine, Verwer, Sommeijer
ref	J. Comp. Appl. Math., 196 (2006) 485-497
prec	double
lang	Fortran90
alg	implicit-explicit Runge-Kutta-Chebyshev

file	changes