CVODE from LLNL is a solver for stiff and nonstiff ordinary differential equation (ODE) systems (initial value problem) given in explicit form y’ = f(t,y).

This is a Github public reposoitory of LLNL's CVODE intended to make it easy to add CVODE to existing projects as simply a git submodule.

                        SUNDIALS 
SUite of Nonlinear and DIfferential/ALgebraic equation Solvers
               Release 2.6.2, August 2015
  Alan Hindmarsh, Daniel Reynolds, Radu Serban, Carol Woodward
       Center for Applied Scientific Computing, LLNL

The family of solvers referred to as SUNDIALS consists of the following solvers: ARKODE - for integration of ordinary differential equation systems (ODEs) ARKODE treats stiff, nonstiff and multi-rate ODE systems of the form y' = fe(t,y) + fi(t,y), y(t0) = y0 CVODE - for integration of ordinary differential equation systems (ODEs) CVODE treats stiff and nonstiff ODE systems of the form y' = f(t,y), y(t0) = y0 CVODES - for integration and sensitivity analysis of ODEs CVODES treats stiff and nonstiff ODE systems of the form y' = f(t,y,p), y(t0) = y0(p) IDA - for integration of differential-algebraic equation systems (DAEs) IDA treats DAE systems of the form F(t,y,y') = 0, y(t0) = y0, y'(t0) = y0' IDAS - for integration and sensitivity analysis of DAEs IDAS treats DAE systems of the form F(t,y,y',p) = 0, y(t0) = y0(p), y'(t0) = y0'(p) KINSOL - for solution of nonlinear algebraic systems KINSOL treats nonlinear systems of the form F(u) = 0

The various solvers of this family share many subordinate modules. For this reason, it is organized as a family, with a directory structure that exploits that sharing. Each individual solver includes documentation on installation, along with full usage documentation.

Warning to users who receive more than one of these individual solvers at different times: The mixing of old and new versions of SUNDIALS may fail.
To avoid such failures, obtain all desired solvers at the same time.

For installation directions see the file INSTALL_GUIDE.pdf.

Release history:

The methods used in CVODE are variable-order, variable-step multistep methods. For nonstiff problems, CVODE includes the Adams-Moulton formulas, with the order varying between 1 and 12. For stiff problems, CVODE includes the Backward Differentiation Formulas (BDFs) in so-called fixed-leading coefficient form, with order varying between 1 and 5. For either choice of formula, the resulting nonlinear system is solved (approximately) at each integration step. For this, CVODE offers the choice of either functional iteration, suitable only for nonstiff systems, and various versions of Newton iteration. In the cases of a direct linear solver (dense or banded), the Newton iteration is a Modified Newton iteration, in that the Jacobian is fixed (and usually out of date). When using a Krylov method as the linear solver, the iteration is an Inexact Newton iteration, using the current Jacobian (through matrix-free products), in which the linear residual is nonzero but controlled.

The implicit nonlinear systems within implicit integrators are solved approximately at each integration step using a modified Newton method, an Inexact Newton method, or fixed-point solver (functional iteration). For the Newton-based methods and the serial or threaded NVECTOR modules in SUNDIALS, CVODE provides both direct (dense, band, or sparse) and preconditioned Krylov iterative (GMRES, BiCGStab, TFQMR) linear solvers. When used with one of the distributed parallel NVECTOR modules, including PETSc and hypre vectors, or a user-provided vector data structure, only the Krylov solvers are available, although a user may supply their own linear solver for any data structures if desired. For the serial vector structure, there is a banded preconditioner module called CVBANDPRE for use with the Krylov solvers, while for the distributed memory parallel structure there is a preconditioner module called CVBBDPRE which provides a band-block-diagonal preconditioner.

For use with Fortran applications, a set of Fortran/C interface routines, called FCVODE, is also supplied. These are written in C, but assume that the user calling program and all user-supplied routines are in Fortran.

See the official Sundials page https://computation.llnl.gov/projects/sundials/cvode