Explicit Runge-Kutta method of order 5(4).
This uses the Dormand-Prince pair of formulas 1_. The error is controlled assuming accuracy of the fourth-order method accuracy, but steps are taken using the fifth-order accurate formula (local extrapolation is done). A quartic interpolation polynomial is used for the dense output 2_.
Can be applied in the complex domain.
Parameters ---------- fun : callable Right-hand side of the system. The calling signature is ``fun(t, y)``. Here ``t`` is a scalar, and there are two options for the ndarray ``y``: It can either have shape (n,); then ``fun`` must return array_like with shape (n,). Alternatively it can have shape (n, k); then ``fun`` must return an array_like with shape (n, k), i.e. each column corresponds to a single column in ``y``. The choice between the two options is determined by `vectorized` argument (see below). t0 : float Initial time. y0 : array_like, shape (n,) Initial state. t_bound : float Boundary time - the integration won't continue beyond it. It also determines the direction of the integration. first_step : float or None, optional Initial step size. Default is ``None`` which means that the algorithm should choose. max_step : float, optional Maximum allowed step size. Default is np.inf, i.e. the step size is not bounded and determined solely by the solver. rtol, atol : float and array_like, optional Relative and absolute tolerances. The solver keeps the local error estimates less than ``atol + rtol * abs(y)``. Here `rtol` controls a relative accuracy (number of correct digits). But if a component of `y` is approximately below `atol`, the error only needs to fall within the same `atol` threshold, and the number of correct digits is not guaranteed. If components of y have different scales, it might be beneficial to set different `atol` values for different components by passing array_like with shape (n,) for `atol`. Default values are 1e-3 for `rtol` and 1e-6 for `atol`. vectorized : bool, optional Whether `fun` is implemented in a vectorized fashion. Default is False.
Attributes ---------- n : int Number of equations. status : string Current status of the solver: 'running', 'finished' or 'failed'. t_bound : float Boundary time. direction : float Integration direction: +1 or -1. t : float Current time. y : ndarray Current state. t_old : float Previous time. None if no steps were made yet. step_size : float Size of the last successful step. None if no steps were made yet. nfev : int Number evaluations of the system's right-hand side. njev : int Number of evaluations of the Jacobian. Is always 0 for this solver as it does not use the Jacobian. nlu : int Number of LU decompositions. Is always 0 for this solver.
References ---------- .. 1 J. R. Dormand, P. J. Prince, 'A family of embedded Runge-Kutta formulae', Journal of Computational and Applied Mathematics, Vol. 6, No. 1, pp. 19-26, 1980. .. 2 L. W. Shampine, 'Some Practical Runge-Kutta Formulas', Mathematics of Computation,, Vol. 46, No. 173, pp. 135-150, 1986.