Lib.rs

Documentation | Examples | GitHub | Docs.rs | Crates.io

A high-performance library for numerically solving differential equations
for the Rust programming language.

A high-performance library for solving differential equations in Rust, including:

• Ordinary Differential Equations (ODEs) - Fixed-step and adaptive solvers with comprehensive features including event detection, dense output, and customizable and common recipes for solution output.

  • Initial Value Problems (ODEProblem) - Solve problems with known initial conditions

• Stochastic Differential Equations (SDEs) - Includes solvers such as Euler-Maruyama, Milstein, and Runge-Kutta methods for stochastic differential equations.

  • Initial Value Problems (SDEProblem) - Solve problems with known initial conditions
  • Customizable Noise - User implements noise in SDE implementation

Contributing

This library is looking for contributions to bring the future of scientific computing to Rust!

Please see CONTRIBUTING.md for more information on how to contribute to this project.