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integrate_bdf

Function integrate_bdf 

Source
pub fn integrate_bdf<F: Fn(f64, f64) -> f64>(
    t0: f64,
    y0: f64,
    h: f64,
    steps: u64,
    f: F,
) -> f64
Expand description

Integrate dy/dt = f(t,y) over steps steps of size h with the L-stable BDF2 formula, bootstrapped by one BDF1 step. Returns the final y. Zero-heap (keeps only the two-point history). Stable for stiff systems at large h.