RKF45
Runge-Kutta-Fehlberg ODE Solver

RKF45, a MATLAB library which implements an RKF45 ODE solver, by Watt and Shampine.

The RKF45 ODE solver is a Runge-Kutta-Fehlberg algorithm for solving an ordinary differential equation, with automatic error estimation using rules of order 4 and 5.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

RKF45 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs:

FLAME_ODE, a MATLAB library which considers an ordinary differential equation (ODE) which models the growth of a ball of flame in a combustion process.

ODE_PREDATOR_PREY, a MATLAB program which solves a time-dependent predator-prey system using MATLAB's ODE23 solver.

rkf45_test

TEST_ODE, a MATLAB library which defines some sample ODE's for testing initial value problem solvers;

Reference:

1. Erwin Fehlberg,
   Low-order Classical Runge-Kutta Formulas with Stepsize Control,
   NASA Technical Report R-315, 1969.
2. Lawrence Shampine, Herman Watts, S Davenport,
   Solving Non-stiff Ordinary Differential Equations - The State of the Art,
   SIAM Review,
   Volume 18, pages 376-411, 1976.

Source Code:

• r8_fehl.m takes one Fehlberg fourth-fifth order step (double precision).
• r8_rkf45.m carries out the Runge-Kutta-Fehlberg method (double precision).
• timestamp.m prints the current YMDHMS date as a time stamp.