D03 – Partial Differential Equations
- D03 Introduction
- d03ea – Elliptic PDE, Laplace's equation, two-dimensional arbitrary domain
- nag_pde_2d_laplace – d03ea
- d03eb – Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, iterate to convergence
- nag_pde_2d_ellip_fd – d03eb
- d03ec – Elliptic PDE, solution of finite difference equations by SIP for seven-point three-dimensional molecule, iterate to convergence
- nag_pde_3d_ellip_fd – d03ec
- d03ed – Elliptic PDE, solution of finite difference equations by a multigrid technique
- nag_pde_2d_ellip_mgrid – d03ed
- d03ee – Discretize a second-order elliptic PDE on a rectangle
- nag_pde_2d_ellip_discret – d03ee
- d03fa – Elliptic PDE, Helmholtz equation, three-dimensional Cartesian coordinates
- nag_pde_3d_ellip_helmholtz – d03fa
- d03ma – Triangulation of plane region
- nag_pde_2d_triangulate – d03ma
- d03nc – Finite difference solution of the Black–Scholes equations
- nag_pde_1d_blackscholes_fd – d03nc
- d03nd – Analytic solution of the Black–Scholes equations
- nag_pde_1d_blackscholes_closed – d03nd
- d03ne – Compute average values for d03nd
- nag_pde_1d_blackscholes_means – d03ne
- d03pc – General system of parabolic PDEs, method of lines, finite differences, one space variable
- nag_pde_1d_parab_fd – d03pc
- d03pd – General system of parabolic PDEs, method of lines, Chebyshev C^0 collocation, one space variable
- nag_pde_1d_parab_coll – d03pd
- d03pe – General system of first-order PDEs, method of lines, Keller box discretization, one space variable
- nag_pde_1d_parab_keller – d03pe
- d03pf – 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
- nag_pde_1d_parab_convdiff – d03pf
- d03ph – General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable
- nag_pde_1d_parab_dae_fd – d03ph
- d03pj – General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev C^0 collocation, one space variable
- nag_pde_1d_parab_dae_coll – d03pj
- d03pk – General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, one space variable
- nag_pde_1d_parab_dae_keller – d03pk
- d03pl – 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
- nag_pde_1d_parab_convdiff_dae – d03pl
- d03pp – General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable
- nag_pde_1d_parab_remesh_fd – d03pp
- d03pr – General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, remeshing, one space variable
- nag_pde_1d_parab_remesh_keller – d03pr
- d03ps – General system of convection-diffusion PDEs, coupled DAEs, method of lines, upwind scheme, remeshing, one space variable
- nag_pde_1d_parab_convdiff_remesh – d03ps
- d03pu – Roe's approximate Riemann solver for Euler equations in conservative form, for use with d03pf, d03pl and d03ps
- nag_pde_1d_parab_euler_roe – d03pu
- d03pv – Osher's approximate Riemann solver for Euler equations in conservative form, for use with d03pf, d03pl and d03ps
- nag_pde_1d_parab_euler_osher – d03pv
- d03pw – Modified HLL Riemann solver for Euler equations in conservative form, for use with d03pf, d03pl and d03ps
- nag_pde_1d_parab_euler_hll – d03pw
- d03px – Exact Riemann solver for Euler equations in conservative form, for use with d03pf, d03pl and d03ps
- nag_pde_1d_parab_euler_exact – d03px
- d03py – PDEs, spatial interpolation with d03pd or d03pj
- nag_pde_1d_parab_coll_interp – d03py
- d03pz – PDEs, spatial interpolation with d03pc, d03pe, d03pf, d03ph, d03pk, d03pl, d03pp, d03pr or d03ps
- nag_pde_1d_parab_fd_interp – d03pz
- d03ra – General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectangular region
- nag_pde_2d_gen_order2_rectangle – d03ra
- d03rb – General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectilinear region
- nag_pde_2d_gen_order2_rectilinear – d03rb
- d03ry – Check initial grid data in d03rb
- nag_pde_2d_gen_order2_checkgrid – d03ry
- d03rz – Extract grid data from d03rb
- nag_pde_2d_gen_order2_rectilinear_extractgrid – d03rz
- d03ua – Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, one iteration
- nag_pde_2d_ellip_fd_iter – d03ua
- d03ub – Elliptic PDE, solution of finite difference equations by SIP, seven-point three-dimensional molecule, one iteration
- nag_pde_3d_ellip_fd_iter – d03ub
