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SolvLRDE
Integration

SolvLRDE: Integration

Python API

import solvlrde
import numpy as np
 
cfg = solvlrde.config_defaults()
A = np.array([[-1.0, 0.5], [0.0, -2.0]])
b = np.array([1.0, 0.0])
y0 = np.array([0.0, 0.0])
 
result = solvlrde.solve(cfg, A, b, y0, t=1.0)
# result.y — state at time T
 
# Banded systems (sparse structure)
Ab, bb = solvlrde.banded_from_dense(A, b)
result = solvlrde.solve_banded(cfg, Ab, bb, y0, t=1.0)
 
# DAE reduction
reduced = solvlrde.reduce_dae(E, A, b)

C API

#include "solvlrde.h"
 
solvlrde_solve(&cfg, A, b, y0, ndim, t, &result);
solvlrde_solve_banded(&cfg, Ab, bb, y0, ndim, t, &result);

Problem class

Use SolvLRDEUse SolvSRK
Linear ODEs / PDEs / DAEsNonlinear ODEs
T-independent answer at time TTrajectory at fine time resolution
Resolvent / transfer-function evalRHS-callback time-domain integration

Related products

Nonlinear dynamics: SolvSRK. Pricing UQ: SolvSRK-UQ.