View Full Version : Complex numerical integration

01-28-2008, 06:35 AM
I was wondering if there is a complex numerical integration routine in IMSL.

I have a system of complex system of differential equations. I can solve the problem by separating the real and imaginary parts but this doubles the number of unknows.

I would be glad to know if there is a numerical integration routine that can handle complex differential equations.


Richard Hanson
01-28-2008, 06:49 AM
The VNI ODE integration codes all assume the data is real. There is essentially no available numerical software for ODE integration that would solve a complex system. But one can code their evaluation routine for y' in such a way that you use the known relations between the real and imaginary parts to advantage. For stiff systems this may require posing the linear solving steps as related complex systems. You might pose your problem here in the Forum using LaTex markup for clarity.