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#General API for all solvers This is a working draft for how the API might look like in the future

Please open pull requests or issues to propose changes or clarifications.

##Basic interface The general interface for all ODE solvers is:

t_out, y_out = odeXX(F, y0, tspan; kwargs...)

Each (adaptive) solver accepts 3 arguments

  • F: the RHS of the ODE dy/dt = F(t,y), which is a function of t and y(t) and returns dy/dt::typeof(y/t)
  • y0: initial value for y. The type of y0, promoted as necessary according to the numeric type used for the times, determines the element type of the yout vector (yout::Vector{typeof(y0*one(t))})
  • tspan: Any iterable of sorted t values at which the solution (y) is requested. Most solvers will only consider tspan[1] and tspan[end], and intermediary points will be interpolated. If tspan[1] > tspan[end] the integration is performed backwards. The times are promoted as necessary to a common floating-point type.

The solver returns two arrays

  • tout: Vector of points at which solutions were obtained (also see keyword points)
  • yout: solutions at times tout, stored as a vector yout as described above. Note that if y0 is a vector, you can get a matlab-like matrix with hcat(yout...).

Each solver might implement its own keywords, but the following keywords have a standardized interpretation across all solvers. Solvers should raise an error if a unrecognized keyword argument is used.

  • norm: user-supplied norm for determining the error E (default Base.vecnorm)
  • abstol and/or reltol: an integration step is accepted if E <= abstol || E <= reltol*abs(y) (ideally we want both criteria for all solvers, done in #13)
  • points=:all | :specified: controls the type of output according to
  • points==:all (default) output is given for each value in tspan as well as for each intermediate point the solver used.
  • points==:specified output is given only for each value in tspan.
  • maxstep, minstep and initstep: determine the maximal, minimal and initial integration step.
  • retries = 0 Sometimes an integration step takes you out of the region where F(t,y) has a valid solution and F might throw DomainError or other exceptions. retries sets a limit to the number of times the solver might try with a smaller step.

##Iterator interface Under construction #27