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 SolvLRDE | Use SolvSRK |
|---|---|
| Linear ODEs / PDEs / DAEs | Nonlinear ODEs |
| T-independent answer at time T | Trajectory at fine time resolution |
| Resolvent / transfer-function eval | RHS-callback time-domain integration |
Related products
Nonlinear dynamics: SolvSRK. Pricing UQ: SolvSRK-UQ.