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ODE system solver using dG(q) (time-discontinuous Galerkin w/ Lobatto basis)

Project description

Integrate first-order ODE systems u’(t) = f(u, t).

The main feature of this library is dG(q), i.e. the time-discontinuous Galerkin method using a Lobatto basis (a.k.a. hierarchical polynomial basis).

dG(q) is a very accurate implicit method that often allows using a rather large timestep. Due to its Galerkin nature, it also allows inspecting the behavior of the solution inside the timestep.

Arbitrary q is supported, but often best results are obtained for q=1 or q=2.

Some classical integrators (RK2, RK3, RK4, IMR, BE) are also provided for convenience.

The focus is on arbitrary nonlinear problems; all implicit methods are implemented using fixed-point (Banach/Picard) iteration.

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