MQL Guide for solving Second Order Linear Homogeneous Differential Equations with Variable Coefficients

MQL4 Libraries Consultation ALGLIB C++

Specification

I need a MQL guide for my MQL4 software developer
with Commented code for this ODE 


(y, y') is the solution of this equation

y"(t) + ay'(t) + by(t) =0
Initial condition : y(t0) , y'(t0) 

Where a=a(t) and b=b(t) are known variable functions of one parameter.

math library : ODEsolver from AlgLib by  Runge-Kutta-Cash-Karp method

Apply only if you have a strong knowledge on analytic / numerical solving Second Order Linear Homogeneous Differential Equations with Variable Coefficients.

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