https://github.com/Ryan-D-Gast/differential-equations

A high-performance library for numerically solving differential equations in Rust
https://github.com/Ryan-D-Gast/differential-equations

Last synced: 4 months ago
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A high-performance library for numerically solving differential equations in Rust

• Host: GitHub
• URL: https://github.com/Ryan-D-Gast/differential-equations
• Owner: Ryan-D-Gast
• License: apache-2.0
• Created: 2025-03-25T05:21:27.000Z (7 months ago)
• Default Branch: master
• Last Pushed: 2025-06-21T19:25:14.000Z (4 months ago)
• Last Synced: 2025-06-21T20:26:43.075Z (4 months ago)
• Language: Rust
• Homepage:
• Size: 2.7 MB
• Stars: 55
• Watchers: 2
• Forks: 2
• Open Issues: 1
• Metadata Files:
  • Readme: README.md
  • Contributing: CONTRIBUTING.md
  • License: LICENSE
  • Citation: CITATION.cff

Awesome Lists containing this project

• fucking-awesome-rust - Ryan-D-Gast/differential-equations - A high-performance library for numerically solving differential equations (Libraries / Computation)
• awesome-rust - Ryan-D-Gast/differential-equations - A high-performance library for numerically solving differential equations (Libraries / Computation)

README

          


  





    

        

    

    

        

    

    

        

    





    

        Documentation |

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        Docs.rs |

        Crates.io

    



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A high-performance library for numerically solving differential equations


for the Rust programming language.



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

- **[Ordinary Differential Equations (ODEs)](./docs/ode.md)** - Fixed-step and adaptive [solvers](./docs/ode.md/#numerical-methods) with comprehensive features including event detection, dense output, and customizable and common recipes for solution output.

    - **Initial Value Problems** - Solve problems with known initial conditions

- **[Delay Differential Equations (DDEs)](./docs/dde.md)** - Adaptations of ODE solvers to handle delay differential equations by tracking history for interpolation.

    - **Fixed-Delay Problems** - Solve problems with fixed delays

    - **Variable-Delay Problems** - Solve problems with state driven delays

- **[Stochastic Differential Equations (SDEs)](./docs/sde.md)** - Includes solvers such as Euler-Maruyama, Milstein, and Runge-Kutta methods for stochastic differential equations.

    - **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](./CONTRIBUTING.md) for more information on how to contribute to this project.