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Odeint – Solving ordinary differential equations in C++

Karsten Ahnert, Mario Mulansky
Department of Physics and Astronomy, University of Potsdam
arXiv:1110.3397v1 [cs.MS] (15 Oct 2011)

@inproceedings{2011AIPC.1389.1586A,

   author={Ahnert}, K. and {Mulansky}, M.},

   title={"{Odeint – Solving Ordinary Differential Equations in C++}"},

   keywords={differential equations, programming languages, computer software, partial differential equations, initial value problems, Ordinary differential equations, Computer systems: hardware, operating systems, computer languages, and utilities, Data acquisition: hardware and software, Partial differential equations, Initial value problem, existence and uniqueness of solutions},

   booktitle={American Institute of Physics Conference Series},

   year={2011},

   series={American Institute of Physics Conference Series},

   volume={1389},

   archivePrefix={"arXiv"},

   eprint={1110.3397},

   primaryClass={"cs.MS"},

   editor={"{T.~E.~Simos, G.~Psihoyios, C.~Tsitouras, & Z.~Anastassi}"},

   month={sep},

   pages={1586-1589},

   doi={10.1063/1.3637934},

   adsurl={http://adsabs.harvard.edu/abs/2011AIPC.1389.1586A},

   adsnote={Provided by the SAO/NASA Astrophysics Data System}

}

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Many physical, biological or chemical systems are modeled by ordinary differential equations (ODEs) and finding their solution is an every-day-task for many scientists. Here, we introduce a new C++ library dedicated to find numerical solutions of initial value problems of ODEs: odeint (www.odeint.com). odeint is implemented in a highly generic way and provides extensive interoperability at top performance. For example, due to it’s modular design it can be easily parallized with OpenMP and even runs on CUDA GPUs. Despite that, it provides a convenient interface that allows for a simple and easy usage.
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