What ODE solver uses calculations in a stepper function for interpolation?

Question

I average over a multiple solutions of ODEs that have different initial conditions, so it's important for all of the solutions to have values at the same times; for example, at an increment of 0.01.

i've been using ODE routines from numerical recipes 3 (nr3). they do adaptive size-step and use the calculated values to do the same order of interpolation. i can't use them because they conflict with boost. are there any other similar routines?

i looked at GSL, it's very nice but it doesn't have a built in interpolation. one way i can do it is solve the ODE with an adaptive size and than run Akima interpolation. But it seems like nr3 solution would be faster and more accurate.

Answer 1

You can use odeint. It has Dopri5, Rosenbrock4 and Burlish-Stoer for dense output.

Answer 2

I have used DOPRI5 from http://www.unige.ch/~hairer/software.html with dense output = interpolation. I found it reliable. I used the original version (in Fortran); there is also a C version on the same webpage which I haven't used myself but I seem to remember that people were happy with it.