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bdf2_step

qualia_core_db::solvers::calculus::ode_advanced

Function bdf2_step 

Source 
pub fn bdf2_step<F: Fn(f64, f64) -> f64>(
    t1: f64,
    y1: f64,
    y0: f64,
    h: f64,
    f: F,
) -> f64
Expand description

One BDF2 step: y₂ = (4/3)y₁ − (1/3)y₀ + (2/3)h·f(t₂, y₂), solved by Newton. Second-order and L-stable; needs the two previous points y1(newer), y0(older).