DEs
DEs are those that have terms that involve the rates of change of variates as well as the variates themselves. They arise naturally in a number of fields, notably dynamics. When the changes are with respect to one dependent variable, most often the systems are called ordinary DEs (ODEs). If more than a single dependent variable is involved, then they are termed partial DEs (PDEs).
Julia has several packages that aid the calculation of differentials of functions and solve systems of DEs; these are grouped together under the JuliaDiffEq community group and are now encapsulated as a suite for numerically solving DEs covered by an envelope package, DifferentialEquations.jl
, whose purpose is to supply efficient Julia implementations of solvers for a wide variety of DEs.
Equations covered by this package include:
- Discrete equations (function maps, discrete stochastic simulations)
- ODEs
- Split and partitioned ODEs (symplectic integrators, implicit-explicit (IMEX) methods...