#approximation #integration #calculus #algorithm

numerical-integration

Algorithms and traits for numerical approximation

1 unstable release

0.0.1 Nov 30, 2021

#27 in #calculus

MIT license

20KB
303 lines

Numerical Integration

Algorithms and traits for numerical approximation in the Rust language

The purpose of this crate is to provide a selection of common algorithms for approximating differential equations and to unify them under a common API in order to make the process of using and testing different integration schemes as easy as possible.

How to use

The primary entry point into the API is through the Integrator, VelIntegrator, and AdaptiveIntegrator traits. Each one has an init() method and step(). They are all designed in such a way so that all values and state of the integrator are stored externally and passed in through method arguments exclusively.

Each trait represents a different class of algorithms requiring different kinds of data. The Integrator trait takes in the current state and time, the timestep, and a closure/function that can compute the derivative of the state vector. VelIntegrator does the same, but also requires a function that computes the velocity in an admittedly convoluted way. And AdaptiveIntegrator takes in a minimum error value instead of a time-step.

In addition to these traits are traits that are like the above but adapted to not include generics in the function signature so that it can be used as in dyn types.

To use, you can either work with the traits generally and pass in a particular implementor, or you can just use the various algorithms directly.

At the moment, this crate includes Velocity Verlet and methods in the Runge-Kutta family (including Euler and RK4), but others (such as the linear multistep methods) could be added if enough people want them.

Current state of the project

This project is currently in hiatus for now, and it will probably remain as such unless enough people express interest in it to be continued. If that does happen though, expect the API to have breaking changes, as I am not quite satisfied with the current design and certain features I wish to add require a slight redesign.

Dependencies

~315KB