Features.
Numra covers the equation classes that scientific computing depends on, with a unified API surface. Each feature here links to its full chapter in the book.
Equation classes.
- ODE — explicit (Tsit5, DoPri5, Verner 6/7/8), implicit (Radau5, ESDIRK 32/43/54), multistep (BDF), automatic stiffness selection.
- SDE — Euler-Maruyama, Milstein, stochastic Runge-Kutta; weak and strong convergence orders documented per method.
- DDE — delay differential equations with continuous extensions for past-state interpolation.
- FDE — fractional differential equations with memory-efficient Caputo-derivative methods.
- IDE — integro-differential equations.
- PDE — method-of-lines and finite-difference stencils for parabolic and hyperbolic problems.
- SPDE — stochastic partial differential equations.
Cross-cutting capabilities.
- Dense output and event detection across all explicit ODE solvers.
- Adaptive integration with proportional-integral step control.
- Linear algebra (faer-backed), nonlinear solvers, automatic differentiation.
- Quadrature, interpolation, FFT, statistics, signal processing, curve fitting.
- Optimization and optimal control.
- Generic over scalar (
f32andf64);numra-coreisno_std-compatible.
What Numra does not do.
Numra is intentionally a numerical-methods library, not a symbolic-math system or a general PDE framework. Symbolic manipulation, mesh generation, and finite-element assembly live elsewhere; Numra integrates with them through plain Rust interfaces.
The full solver inventory is documented in the solver reference chapter of the book, with literature citations for each method.