rosenbrock

rosenbrock(f, tSpan, y0, options?): any

Defined in: rosenbrock.js:143

Integrate the stiff system y’ = f(t, y) with an adaptive 4(3) Rosenbrock-Wanner method (Kaps-Rentrop with Shampine’s coefficients).

Parameters

f

Function

(t, y) => dydt; y is Array, returns Array (or scalar)

tSpan

[number, number]

[t0, tEnd] (tEnd may be < t0 for backward integration)

y0

number | number[]

Initial state

options?

atol?

number

Absolute tolerance

firstStep?

number

Initial step size (auto if omitted)

jac?

Function

(t, y) => nested n x n Jacobian df/dy; central finite differences are used when omitted

maxStep?

number

Maximum step size

maxSteps?

number

Safety cap on accepted+rejected steps

rtol?

number

Relative tolerance

tEval?

number[]

Times at which to report the solution; dense output uses cubic Hermite interpolation between accepted steps

Returns

any

{t, y, success, message, nfev, njev, nsteps}