D02 Chapter Contents

d02ag – Ordinary differential equations, boundary value problem, shooting and matching technique, allowing interior matching point, general parameters to be determined

nag_ode_bvp_shoot_genpar_intern – d02ag

d02bg – Ordinary differential equations, initial value problem, Runge–Kutta–Merson method, until a component attains given value (simple driver)

nag_ode_ivp_rkm_val_simple – d02bg

d02bh – Ordinary differential equations, initial value problem, Runge–Kutta–Merson method, until function of solution is zero (simple driver)

nag_ode_ivp_rkm_zero_simple – d02bh

d02bj – Ordinary differential equations, initial value problem, Runge–Kutta method, until function of solution is zero, integration over range with intermediate output (simple driver)

nag_ode_ivp_rk_zero_simple – d02bj

d02cj – Ordinary differential equations, initial value problem, Adams method, until function of solution is zero, intermediate output (simple driver)

nag_ode_ivp_adams_zero_simple – d02cj

d02ej – Ordinary differential equations, stiff initial value problem, backward differentiation formulae method, until function of solution is zero, intermediate output (simple driver)

nag_ode_ivp_bdf_zero_simple – d02ej

d02ga – Ordinary differential equations, boundary value problem, finite difference technique with deferred correction, simple nonlinear problem

nag_ode_bvp_fd_nonlin_fixedbc – d02ga

d02gb – Ordinary differential equations, boundary value problem, finite difference technique with deferred correction, general linear problem

nag_ode_bvp_fd_lin_gen – d02gb

d02ha – Ordinary differential equations, boundary value problem, shooting and matching, boundary values to be determined

nag_ode_bvp_shoot_bval – d02ha

d02hb – Ordinary differential equations, boundary value problem, shooting and matching, general parameters to be determined

nag_ode_bvp_shoot_genpar – d02hb

d02ja – Ordinary differential equations, boundary value problem, collocation and least squares, single nth-order linear equation

nag_ode_bvp_coll_nth – d02ja

d02jb – Ordinary differential equations, boundary value problem, collocation and least squares, system of first-order linear equations

nag_ode_bvp_coll_sys – d02jb

d02ka – Second-order Sturm–Liouville problem, regular system, finite range, eigenvalue only

nag_ode_sl2_reg_finite – d02ka

d02kd – Second-order Sturm–Liouville problem, regular/singular system, finite/infinite range, eigenvalue only, user-specified break-points

nag_ode_sl2_breaks_vals – d02kd

d02ke – Second-order Sturm–Liouville problem, regular/singular system, finite/infinite range, eigenvalue and eigenfunction, user-specified break-points

nag_ode_sl2_breaks_funs – d02ke

d02la – Second-order ordinary differential equations, initial value problem, Runge–Kutta–Nystrom method

nag_ode_ivp_2nd_rkn – d02la

d02lx – Second-order ordinary differential equations, initial value problem, setup for d02la

nag_ode_ivp_2nd_rkn_setup – d02lx

d02ly – Second-order ordinary differential equations, initial value problem, diagnostics for d02la

nag_ode_ivp_2nd_rkn_diag – d02ly

d02lz – Second-order ordinary differential equations, initial value problem, interpolation for d02la

nag_ode_ivp_2nd_rkn_interp – d02lz

d02mc – Implicit ordinary differential equations/DAEs, initial value problem, DASSL method continuation for d02ne

nag_ode_dae_dassl_cont – d02mc

d02mv – Ordinary differential equations, initial value problem, DASSL method, setup for D02M–N functions

nag_ode_ivp_stiff_dassl – d02mv

d02mw – Implicit ordinary differential equations/DAEs, initial value problem, setup for d02ne

nag_ode_dae_dassl_setup – d02mw

d02mz – Ordinary differential equations, initial value problem, interpolation for D02M–N routines (all integration methods), natural interpolant

nag_ode_ivp_stiff_interp – d02mz

d02nb – Explicit ordinary differential equations, stiff initial value problem, full Jacobian (comprehensive)

nag_ode_ivp_stiff_exp_fulljac – d02nb

d02nc – Explicit ordinary differential equations, stiff initial value problem, banded Jacobian (comprehensive)

nag_ode_ivp_stiff_exp_bandjac – d02nc

d02nd – Explicit ordinary differential equations, stiff initial value problem, sparse Jacobian (comprehensive)

nag_ode_ivp_stiff_exp_sparjac – d02nd

d02ne – Implicit ordinary differential equations/DAEs, initial value problem, DASSL method integrator

nag_ode_dae_dassl_gen – d02ne

d02ng – Implicit/algebraic ordinary differential equations, stiff initial value problem, full Jacobian (comprehensive)

nag_ode_ivp_stiff_imp_fulljac – d02ng

d02nh – Implicit/algebraic ordinary differential equations, stiff initial value problem, banded Jacobian (comprehensive)

nag_ode_ivp_stiff_imp_bandjac – d02nh

d02nj – Implicit/algebraic ordinary differential equations, stiff initial value problem, sparse Jacobian (comprehensive)

nag_ode_ivp_stiff_imp_sparjac – d02nj

d02nm – Explicit ordinary differential equations, stiff initial value problem (reverse communication, comprehensive)

nag_ode_ivp_stiff_exp_revcom – d02nm

d02nn – Implicit/algebraic ordinary differential equations, stiff initial value problem (reverse communication, comprehensive)

nag_ode_ivp_stiff_imp_revcom – d02nn

d02np – Implicit ordinary differential equations/DAEs, initial value problem linear algebra setup function for d02ne

nag_ode_dae_dassl_linalg – d02np

d02nr – Ordinary differential equations, initial value problem, for use with D02M–N functions, sparse Jacobian, enquiry function

nag_ode_ivp_stiff_sparjac_enq – d02nr

d02ns – Ordinary differential equations, initial value problem, for use with D02M–N functions, full Jacobian, linear algebra set up

nag_ode_ivp_stiff_fulljac_setup – d02ns

d02nt – Ordinary differential equations, initial value problem, for use with D02M–N functions, banded Jacobian, linear algebra set up

nag_ode_ivp_stiff_bandjac_setup – d02nt

d02nu – Ordinary differential equations, initial value problem, for use with D02M–N functions, sparse Jacobian, linear algebra set up

nag_ode_ivp_stiff_sparjac_setup – d02nu

d02nv – Ordinary differential equations, initial value problem, backward differentiation formulae method, setup for D02M–N functions

nag_ode_ivp_stiff_bdf – d02nv

d02nw – Ordinary differential equations, initial value problem, Blend method, setup for D02M–N functions

nag_ode_ivp_stiff_blend – d02nw

d02nx – Ordinary differential equations, initial value problem, sparse Jacobian, linear algebra diagnostics, for use with D02M–N functions

nag_ode_ivp_stiff_sparjac_diag – d02nx

d02ny – Ordinary differential equations, initial value problem, integrator diagnostics, for use with D02M–N functions

nag_ode_ivp_stiff_integ_diag – d02ny

d02nz – Ordinary differential equations, initial value problem, setup for continuation calls to integrator, for use with D02M–N functions

nag_ode_ivp_stiff_contin – d02nz

d02pc – Ordinary differential equations, initial value problem, Runge–Kutta method, integration over range with output

nag_ode_ivp_rk_range – d02pc

d02pd – Ordinary differential equations, initial value problem, Runge–Kutta method, integration over one step

nag_ode_ivp_rk_onestep – d02pd

d02pv – Ordinary differential equations, initial value problem, setup for d02pc and d02pd

nag_ode_ivp_rk_setup – d02pv

d02pw – Ordinary differential equations, initial value problem, resets end of range for d02pd

nag_ode_ivp_rk_reset_tend – d02pw

d02px – Ordinary differential equations, initial value problem, interpolation for d02pd

nag_ode_ivp_rk_interp – d02px

d02py – Ordinary differential equations, initial value problem, integration diagnostics for d02pc and d02pd

nag_ode_ivp_rk_diag – d02py

d02pz – Ordinary differential equations, initial value problem, error assessment diagnostics for d02pc and d02pd

nag_ode_ivp_rk_errass – d02pz

d02qf – Ordinary differential equations, initial value problem, Adams method with root-finding (direct communication, comprehensive)

nag_ode_ivp_adams_roots – d02qf

d02qg – Ordinary differential equations, initial value problem, Adams method with root-finding (reverse communication, comprehensive)

nag_ode_ivp_adams_roots_revcom – d02qg

d02qw – Ordinary differential equations, initial value problem, setup for d02qf and d02qg

nag_ode_ivp_adams_setup – d02qw

d02qx – Ordinary differential equations, initial value problem, diagnostics for d02qf and d02qg

nag_ode_ivp_adams_diag – d02qx

d02qy – Ordinary differential equations, initial value problem, root-finding diagnostics for d02qf and d02qg

nag_ode_ivp_adams_rootdiag – d02qy

d02qz – Ordinary differential equations, initial value problem, interpolation for d02qf or d02qg

nag_ode_ivp_adams_interp – d02qz

d02ra – Ordinary differential equations, general nonlinear boundary value problem, finite difference technique with deferred correction, continuation facility

nag_ode_bvp_fd_nonlin_gen – d02ra

d02sa – Ordinary differential equations, boundary value problem, shooting and matching technique, subject to extra algebraic equations, general parameters to be determined

nag_ode_bvp_shoot_genpar_algeq – d02sa

d02tg – nth-order linear ordinary differential equations, boundary value problem, collocation and least squares

nag_ode_bvp_coll_nth_comp – d02tg

d02tk – Ordinary differential equations, general nonlinear boundary value problem, collocation technique

nag_ode_bvp_coll_nlin – d02tk

d02tv – Ordinary differential equations, general nonlinear boundary value problem, setup for d02tk

nag_ode_bvp_coll_nlin_setup – d02tv

d02tx – Ordinary differential equations, general nonlinear boundary value problem, continuation facility for d02tk

nag_ode_bvp_coll_nlin_contin – d02tx

d02ty – Ordinary differential equations, general nonlinear boundary value problem, interpolation for d02tk

nag_ode_bvp_coll_nlin_interp – d02ty

d02tz – Ordinary differential equations, general nonlinear boundary value problem, diagnostics for d02tk

nag_ode_bvp_coll_nlin_diag – d02tz

d02ua – Coefficients of Chebyshev interpolating polynomial from function values on Chebyshev grid

nag_ode_bvp_ps_lin_coeffs – d02ua

d02ub – Function or low-order-derivative values on Chebyshev grid from coefficients of Chebyshev interpolating polynomial

nag_ode_bvp_ps_lin_cgl_vals – d02ub

d02uc – Chebyshev Gauss–Lobatto grid generation

nag_ode_bvp_ps_lin_cgl_grid – d02uc

d02ud – Differentiate a function by the FFT using function values on Chebyshev grid

nag_ode_bvp_ps_lin_cgl_deriv – d02ud

d02ue – Solve linear constant coefficient boundary value problem on Chebyshev grid, Integral formulation

nag_ode_bvp_ps_lin_solve – d02ue

d02uw – Interpolate a function from Chebyshev grid to uniform grid using barycentric Lagrange interpolation

nag_ode_bvp_ps_lin_grid_vals – d02uw

d02uy – Clenshaw–Curtis quadrature weights for integration using computed Chebyshev coefficients

nag_ode_bvp_ps_lin_quad_weights – d02uy

d02uz – Chebyshev polynomial evaluation, T_k(x)

nag_ode_bvp_ps_lin_cheb_eval – d02uz

d02xj – Ordinary differential equations, initial value problem, interpolation for D02M–N routines (BLEND and BDF methods only), natural interpolant

nag_ode_ivp_stiff_nat_interp – d02xj

d02xk – Ordinary differential equations, initial value problem, interpolation for D02M–N functions, C^1 interpolant

nag_ode_ivp_stiff_c1_interp – d02xk

d02za – Ordinary differential equations, initial value problem, weighted norm of local error estimate for D02M–N functions

nag_ode_ivp_stiff_errest – d02za

D02 – Ordinary Differential Equations