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INTEGRATOR: A computational tool to solve ordinary differential equations with global error control

Kulikov, Gennady Yu; Shindin, S.K.

Lecture Notes in Computer Science, 3037 (2004), 570-573

In recent papers [6]–[10] the technique for local and global errors estimation and the local-global step size control have been presented to solve both ordinary differential equations and semi-explicit index 1 differential-algebraic systems by multistep methods with any automatically obtained reasonable accuracy. Now we describe the object oriented library INTEGRATOR (ver. 1.0) built in C++ for portability and performance across a wide class of machine architectures. Also we give some computational tests and a comparison with the software implemented the well-known Gear’s method which has been included into MATLAB (ver. 6.2, release 12).