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<html xmlns="http://www.w3.org/1999/xhtml" xmlns:dsi="http://www.w3.org/1999/xlink" xmlns:m="http://www.w3.org/1998/Math/MathML" xml:space="preserve"><head><meta http-equiv="Content-Type" content="text/html; charset=US-ASCII"/><title>D03 Chapter Contents : NAG Library Manual, Mark 22</title><link rel="stylesheet" href="../styles/libdoc.css" type="text/css"/></head><body><hr/><div><a class="chap" href="../../pdf/D03/d03conts.pdf">D03 Chapter Contents (PDF version)</a></div><div><a class="chapint" href="d03intro.xml">D03 Chapter Introduction</a></div>
<div><a class="htmltoc" href="../FRONTMATTER/manconts.xml">NAG Library Manual</a></div><hr/><h1 class="libdoc">NAG Library Chapter Contents<br/><br/>D03 &#8211; Partial Differential Equations</h1>
<h3 class="standard"><a class="chapint" href="../D03/d03intro.xml">D03 Chapter Introduction</a></h3>
<div class="left-tablediv"><table class="contents"><tbody>
<tr>
<td class="contents" valign="top" align="left"><b>Routine<br/>Name</b></td>
<td class="contents" valign="top" align="center"><b>Mark of<br/>Introduction</b></td>
<td class="contents" valign="top" align="left"><br/><b>Purpose</b></td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03eaf.xml">D03EAF</a>
<br/><a class="tocexample" href="../../examples/source/d03eafe.f">Example&#160;Text</a><br/>
<a class="tocexample" href="../../examples/data/d03eafe.d">Example&#160;Data</a></td>
<td class="contentsdoc" valign="top" align="center">7</td>
<td class="contentsdoc" valign="top">Elliptic PDE, Laplace's equation, two-dimensional arbitrary domain</td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03ebf.xml">D03EBF</a>
<br/><a class="tocexample" href="../../examples/source/d03ebfe.f">Example&#160;Text</a><br/><a class="plot" href="../D03/d03ebf.xml#examresults">Example Plot</a></td>
<td class="contentsdoc" valign="top" align="center">7</td>
<td class="contentsdoc" valign="top">Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, iterate to convergence</td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03ecf.xml">D03ECF</a>
<br/><a class="tocexample" href="../../examples/source/d03ecfe.f">Example&#160;Text</a><br/><a class="plot" href="../D03/d03ecf.xml#examresults">Example Plot</a></td>
<td class="contentsdoc" valign="top" align="center">8</td>
<td class="contentsdoc" valign="top">Elliptic PDE, solution of finite difference equations by SIP for seven-point three-dimensional molecule, iterate to convergence</td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03edf.xml">D03EDF</a>
<br/><a class="tocexample" href="../../examples/source/d03edfe.f">Example&#160;Text</a><br/><a class="plot" href="../D03/d03edf.xml#examresults">Example Plot</a></td>
<td class="contentsdoc" valign="top" align="center">12</td>
<td class="contentsdoc" valign="top">Elliptic PDE, solution of finite difference equations by a multigrid technique</td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03eef.xml">D03EEF</a>
<br/><a class="tocexample" href="../../examples/source/d03eefe.f">Example&#160;Text</a><br/><a class="plot" href="../D03/d03eef.xml#examresults">Example Plot</a></td>
<td class="contentsdoc" valign="top" align="center">13</td>
<td class="contentsdoc" valign="top">Discretize a second-order elliptic PDE on a rectangle</td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03faf.xml">D03FAF</a>
<br/><a class="tocexample" href="../../examples/source/d03fafe.f">Example&#160;Text</a></td>
<td class="contentsdoc" valign="top" align="center">14</td>
<td class="contentsdoc" valign="top">Elliptic PDE, Helmholtz equation, three-dimensional Cartesian coordinates</td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03maf.xml">D03MAF</a>
<br/><a class="tocexample" href="../../examples/source/d03mafe.f">Example&#160;Text</a><br/><a class="plot" href="../D03/d03maf.xml#examresults">Example Plot</a></td>
<td class="contentsdoc" valign="top" align="center">7</td>
<td class="contentsdoc" valign="top">Triangulation of plane region</td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03ncf.xml">D03NCF</a>
<br/><a class="tocexample" href="../../examples/source/d03ncfe.f">Example&#160;Text</a><br/>
<a class="tocexample" href="../../examples/data/d03ncfe.d">Example&#160;Data</a><br/><a class="plot" href="../D03/d03ncf.xml#examresults">Example Plot</a></td>
<td class="contentsdoc" valign="top" align="center">20</td>
<td class="contentsdoc" valign="top">Finite difference solution of the Black&#8211;Scholes equations</td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03ndf.xml">D03NDF</a>
<br/><a class="tocexample" href="../../examples/source/d03ndfe.f">Example&#160;Text</a><br/>
<a class="tocexample" href="../../examples/data/d03ndfe.d">Example&#160;Data</a><br/><a class="plot" href="../D03/d03ndf.xml#examresults">Example Plot</a></td>
<td class="contentsdoc" valign="top" align="center">20</td>
<td class="contentsdoc" valign="top">Analytic solution of the Black&#8211;Scholes equations</td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03nef.xml">D03NEF</a>
<br/><a class="tocexample" href="../../examples/source/d03nefe.f">Example&#160;Text</a><br/>
<a class="tocexample" href="../../examples/data/d03nefe.d">Example&#160;Data</a><br/><a class="plot" href="../D03/d03nef.xml#examresults">Example Plot</a></td>
<td class="contentsdoc" valign="top" align="center">20</td>
<td class="contentsdoc" valign="top">Compute average values for <a class="rout" href="../D03/d03ndf.xml">D03NDF</a></td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03pcf.xml">D03PCA</a><br/><a class="tocexample" href="../../examples/source/d03pcae.f">Example&#160;Text</a></td>
<td class="contentsdoc" valign="top" align="center">20</td>
<td class="contentsdoc" valign="top">General system of parabolic PDEs, method of lines, finite differences, one space variable</td>
</tr><tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03pcf.xml">D03PCF</a>
<br/><a class="tocexample" href="../../examples/source/d03pcfe.f">Example&#160;Text</a><br/><a class="plot" href="../D03/d03pcf.xml#examresults">Example Plot</a></td>
<td class="contentsdoc" valign="top" align="center">15</td>
<td class="contentsdoc" valign="top">General system of parabolic PDEs, method of lines, finite differences, one space variable</td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03pdf.xml">D03PDA</a><br/><a class="tocexample" href="../../examples/source/d03pdae.f">Example&#160;Text</a></td>
<td class="contentsdoc" valign="top" align="center">20</td>
<td class="contentsdoc" valign="top">General system of parabolic PDEs, method of lines, Chebyshev <m:math><m:msup><m:mi>C</m:mi><m:mn>0</m:mn></m:msup></m:math>&#160;collocation, one space variable</td>
</tr><tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03pdf.xml">D03PDF</a>
<br/><a class="tocexample" href="../../examples/source/d03pdfe.f">Example&#160;Text</a><br/><a class="plot" href="../D03/d03pdf.xml#examresults">Example Plot</a></td>
<td class="contentsdoc" valign="top" align="center">15</td>
<td class="contentsdoc" valign="top">General system of parabolic PDEs, method of lines, Chebyshev <m:math><m:msup><m:mi>C</m:mi><m:mn>0</m:mn></m:msup></m:math>&#160;collocation, one space variable</td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03pef.xml">D03PEF</a>
<br/><a class="tocexample" href="../../examples/source/d03pefe.f">Example&#160;Text</a><br/><a class="plot" href="../D03/d03pef.xml#examresults">Example Plot</a></td>
<td class="contentsdoc" valign="top" align="center">16</td>
<td class="contentsdoc" valign="top">General system of first-order PDEs, method of lines, Keller box discretisation, one space variable</td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03pff.xml">D03PFF</a>
<br/><a class="tocexample" href="../../examples/source/d03pffe.f">Example&#160;Text</a></td>
<td class="contentsdoc" valign="top" align="center">17</td>
<td class="contentsdoc" valign="top">General system of convection-diffusion PDEs with source terms in conservative form, method of lines, upwind scheme using numerical flux function based on Riemann solver, one space variable</td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03phf.xml">D03PHA</a><br/><a class="tocexample" href="../../examples/source/d03phae.f">Example&#160;Text</a></td>
<td class="contentsdoc" valign="top" align="center">20</td>
<td class="contentsdoc" valign="top">General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable</td>
</tr><tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03phf.xml">D03PHF</a>
<br/><a class="tocexample" href="../../examples/source/d03phfe.f">Example&#160;Text</a><br/><a class="plot" href="../D03/d03phf.xml#examresults">Example Plot</a></td>
<td class="contentsdoc" valign="top" align="center">15</td>
<td class="contentsdoc" valign="top">General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable</td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03pjf.xml">D03PJA</a><br/><a class="tocexample" href="../../examples/source/d03pjae.f">Example&#160;Text</a></td>
<td class="contentsdoc" valign="top" align="center">20</td>
<td class="contentsdoc" valign="top">General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev <m:math><m:msup><m:mi>C</m:mi><m:mn>0</m:mn></m:msup></m:math>&#160;collocation, one space variable</td>
</tr><tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03pjf.xml">D03PJF</a>
<br/><a class="tocexample" href="../../examples/source/d03pjfe.f">Example&#160;Text</a><br/><a class="plot" href="../D03/d03pjf.xml#examresults">Example Plot</a></td>
<td class="contentsdoc" valign="top" align="center">15</td>
<td class="contentsdoc" valign="top">General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev <m:math><m:msup><m:mi>C</m:mi><m:mn>0</m:mn></m:msup></m:math>&#160;collocation, one space variable</td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03pkf.xml">D03PKF</a>
<br/><a class="tocexample" href="../../examples/source/d03pkfe.f">Example&#160;Text</a><br/><a class="plot" href="../D03/d03pkf.xml#examresults">Example Plot</a></td>
<td class="contentsdoc" valign="top" align="center">16</td>
<td class="contentsdoc" valign="top">General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, one space variable</td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03plf.xml">D03PLF</a>
<br/><a class="tocexample" href="../../examples/source/d03plfe.f">Example&#160;Text</a><br/>
<a class="tocexample" href="../../examples/data/d03plfe.d">Example&#160;Data</a><br/><a class="plot" href="../D03/d03plf.xml#examresults">Example Plot</a></td>
<td class="contentsdoc" valign="top" align="center">17</td>
<td class="contentsdoc" valign="top">General system of convection-diffusion PDEs with source terms in conservative form, coupled DAEs, method of lines, upwind scheme using numerical flux function based on Riemann solver, one space variable</td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03ppf.xml">D03PPA</a><br/><a class="tocexample" href="../../examples/source/d03ppae.f">Example&#160;Text</a></td>
<td class="contentsdoc" valign="top" align="center">20</td>
<td class="contentsdoc" valign="top">General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable</td>
</tr><tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03ppf.xml">D03PPF</a>
<br/><a class="tocexample" href="../../examples/source/d03ppfe.f">Example&#160;Text</a><br/><a class="plot" href="../D03/d03ppf.xml#examresults">Example Plot</a></td>
<td class="contentsdoc" valign="top" align="center">16</td>
<td class="contentsdoc" valign="top">General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable</td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03prf.xml">D03PRF</a>
<br/><a class="tocexample" href="../../examples/source/d03prfe.f">Example&#160;Text</a><br/><a class="plot" href="../D03/d03prf.xml#examresults">Example Plot</a></td>
<td class="contentsdoc" valign="top" align="center">16</td>
<td class="contentsdoc" valign="top">General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, remeshing, one space variable</td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03psf.xml">D03PSF</a>
<br/><a class="tocexample" href="../../examples/source/d03psfe.f">Example&#160;Text</a><br/><a class="plot" href="../D03/d03psf.xml#examresults">Example Plot</a></td>
<td class="contentsdoc" valign="top" align="center">17</td>
<td class="contentsdoc" valign="top">General system of convection-diffusion PDEs with source terms in conservative form, coupled DAEs, method of lines, upwind scheme using numerical flux function based on Riemann solver, remeshing, one space variable</td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03puf.xml">D03PUF</a></td>
<td class="contentsdoc" valign="top" align="center">17</td>
<td class="contentsdoc" valign="top">Roe's approximate Riemann solver for Euler equations in conservative form, for use with <a class="rout" href="../D03/d03pff.xml">D03PFF</a>, <a class="rout" href="../D03/d03plf.xml">D03PLF</a> and <a class="rout" href="../D03/d03psf.xml">D03PSF</a></td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03pvf.xml">D03PVF</a></td>
<td class="contentsdoc" valign="top" align="center">17</td>
<td class="contentsdoc" valign="top">Osher's approximate Riemann solver for Euler equations in conservative form, for use with <a class="rout" href="../D03/d03pff.xml">D03PFF</a>, <a class="rout" href="../D03/d03plf.xml">D03PLF</a> and <a class="rout" href="../D03/d03psf.xml">D03PSF</a></td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03pwf.xml">D03PWF</a>
<br/><a class="tocexample" href="../../examples/source/d03pwfe.f">Example&#160;Text</a><br/>
<a class="tocexample" href="../../examples/data/d03pwfe.d">Example&#160;Data</a><br/><a class="plot" href="../D03/d03pwf.xml#examresults">Example Plot</a></td>
<td class="contentsdoc" valign="top" align="center">18</td>
<td class="contentsdoc" valign="top">Modified HLL Riemann solver for Euler equations in conservative form, for use with <a class="rout" href="../D03/d03pff.xml">D03PFF</a>, <a class="rout" href="../D03/d03plf.xml">D03PLF</a> and <a class="rout" href="../D03/d03psf.xml">D03PSF</a></td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03pxf.xml">D03PXF</a>
<br/><a class="tocexample" href="../../examples/source/d03pxfe.f">Example&#160;Text</a><br/>
<a class="tocexample" href="../../examples/data/d03pxfe.d">Example&#160;Data</a><br/><a class="plot" href="../D03/d03pxf.xml#examresults">Example Plot</a></td>
<td class="contentsdoc" valign="top" align="center">18</td>
<td class="contentsdoc" valign="top">Exact Riemann Solver for Euler equations in conservative form, for use with <a class="rout" href="../D03/d03pff.xml">D03PFF</a>, <a class="rout" href="../D03/d03plf.xml">D03PLF</a> and <a class="rout" href="../D03/d03psf.xml">D03PSF</a></td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03pyf.xml">D03PYF</a></td>
<td class="contentsdoc" valign="top" align="center">15</td>
<td class="contentsdoc" valign="top">PDEs, spatial interpolation with <a class="rout" href="../D03/d03pdf.xml">D03PDF/D03PDA</a> or <a class="rout" href="../D03/d03pjf.xml">D03PJF/D03PJA</a></td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03pzf.xml">D03PZF</a></td>
<td class="contentsdoc" valign="top" align="center">15</td>
<td class="contentsdoc" valign="top">PDEs, spatial interpolation with <a class="rout" href="../D03/d03pcf.xml">D03PCF/D03PCA</a>, <a class="rout" href="../D03/d03pef.xml">D03PEF</a>, <a class="rout" href="../D03/d03pff.xml">D03PFF</a>, <a class="rout" href="../D03/d03phf.xml">D03PHF/D03PHA</a>, <a class="rout" href="../D03/d03pkf.xml">D03PKF</a>, <a class="rout" href="../D03/d03plf.xml">D03PLF</a>, <a class="rout" href="../D03/d03ppf.xml">D03PPF/D03PPA</a>, <a class="rout" href="../D03/d03prf.xml">D03PRF</a> or <a class="rout" href="../D03/d03psf.xml">D03PSF</a></td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03raf.xml">D03RAF</a>
<br/><a class="tocexample" href="../../examples/source/d03rafe.f">Example&#160;Text</a><br/><a class="plot" href="../D03/d03raf.xml#examresults">Example Plot</a></td>
<td class="contentsdoc" valign="top" align="center">18</td>
<td class="contentsdoc" valign="top">General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectangular region</td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03rbf.xml">D03RBF</a>
<br/><a class="tocexample" href="../../examples/source/d03rbfe.f">Example&#160;Text</a></td>
<td class="contentsdoc" valign="top" align="center">18</td>
<td class="contentsdoc" valign="top">General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectilinear region</td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03ryf.xml">D03RYF</a></td>
<td class="contentsdoc" valign="top" align="center">18</td>
<td class="contentsdoc" valign="top">Check initial grid data in <a class="rout" href="../D03/d03rbf.xml">D03RBF</a></td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03rzf.xml">D03RZF</a></td>
<td class="contentsdoc" valign="top" align="center">18</td>
<td class="contentsdoc" valign="top">Extract grid data from <a class="rout" href="../D03/d03rbf.xml">D03RBF</a></td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03uaf.xml">D03UAF</a>
<br/><a class="tocexample" href="../../examples/source/d03uafe.f">Example&#160;Text</a><br/><a class="plot" href="../D03/d03uaf.xml#examresults">Example Plot</a></td>
<td class="contentsdoc" valign="top" align="center">7</td>
<td class="contentsdoc" valign="top">Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, one iteration</td>
</tr>
<tr>
<td class="contentsdoc" valign="top"><a class="rout" href="../D03/d03ubf.xml">D03UBF</a>
<br/><a class="tocexample" href="../../examples/source/d03ubfe.f">Example&#160;Text</a><br/><a class="plot" href="../D03/d03ubf.xml#examresults">Example Plot</a></td>
<td class="contentsdoc" valign="top" align="center">8</td>
<td class="contentsdoc" valign="top">Elliptic PDE, solution of finite difference equations by SIP, seven-point three-dimensional molecule, one iteration</td>
</tr>
</tbody>
</table></div><hr/><div><a class="chap" href="../../pdf/D03/d03conts.pdf">D03 Chapter Contents (PDF version)</a></div><div><a class="chapint" href="d03intro.xml">D03 Chapter Introduction</a></div>
<div><a class="htmltoc" href="../FRONTMATTER/manconts.xml">NAG Library Manual</a></div>
<div><hr/><a class="genint" href="../FRONTMATTER/copyright.xml">&#169; The Numerical Algorithms Group Ltd, Oxford, UK. 2009</a></div></body></html>
