Time Stepping Methods

Time stepping methods are methods for calculating how a value (or dimensioned values) evolves over time. Such an evolution should be expressed as a system of equations of the form:

dy/dt=f(t,y)y(t0)=y0

The implemented methods are:

  • Explicit Euler (first order) (Euler)
  • Crank-Nicolson (second order) (CrankNicolson)
  • Second order Runge Kutta (RK2)
  • Third order Runge Kutta (RK3)
  • Fourth order Runge Kutta (RK4)

These classes all contain an update method which carries out one time step of the algorithm.