Routine Name |
Mark of Introduction |
Purpose |
d03ncc
Example Text Example Data |
7 |
nag_pde_bs_1d
Finite difference solution of the Black–Scholes equations |
d03ndc
Example Text Example Data |
7 |
nag_pde_bs_1d_analytic
Analytic solution of the Black–Scholes equations |
d03nec
Example Text Example Data |
7 |
nag_pde_bs_1d_means
Compute average values for d03ndc |
d03pcc
Example Text |
7 |
nag_pde_parab_1d_fd
General system of parabolic PDEs, method of lines, finite differences, one space variable |
d03pdc
Example Text |
7 |
nag_pde_parab_1d_coll
General system of parabolic PDEs, method of lines, Chebyshev C^{0} collocation, one space variable |
d03pec
Example Text |
7 |
nag_pde_parab_1d_keller
General system of first-order PDEs, method of lines, Keller box discretisation, one space variable |
d03pfc
Example Text |
7 |
nag_pde_parab_1d_cd
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 |
d03phc
Example Text |
7 |
nag_pde_parab_1d_fd_ode
General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable |
d03pjc
Example Text |
7 |
nag_pde_parab_1d_coll_ode
General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev C^{0} collocation, one space variable |
d03pkc
Example Text |
7 |
nag_pde_parab_1d_keller_ode
General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, one space variable |
d03plc
Example Text Example Data |
7 |
nag_pde_parab_1d_cd_ode
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 |
d03ppc
Example Text |
7 |
nag_pde_parab_1d_fd_ode_remesh
General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable |
d03prc
Example Text |
7 |
nag_pde_parab_1d_keller_ode_remesh
General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, remeshing, one space variable |
d03psc
Example Text |
7 |
nag_pde_parab_1d_cd_ode_remesh
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 |
d03puc | 7 |
nag_pde_parab_1d_euler_roe
Roe's approximate Riemann solver for Euler equations in conservative form, for use with d03pfc, d03plc and d03psc |
d03pvc | 7 |
nag_pde_parab_1d_euler_osher
Osher's approximate Riemann solver for Euler equations in conservative form, for use with d03pfc, d03plc and d03psc |
d03pwc
Example Text Example Data |
7 |
nag_pde_parab_1d_euler_hll
Modified HLL Riemann solver for Euler equations in conservative form, for use with d03pfc, d03plc and d03psc |
d03pxc
Example Text Example Data |
7 |
nag_pde_parab_1d_euler_exact
Exact Riemann Solver for Euler equations in conservative form, for use with d03pfc, d03plc and d03psc |
d03pyc | 7 |
nag_pde_interp_1d_coll
PDEs, spatial interpolation with d03pdc or d03pjc |
d03pzc | 7 |
nag_pde_interp_1d_fd
PDEs, spatial interpolation with d03pcc, d03pec, d03pfc, d03phc, d03pkc, d03plc, d03ppc, d03prc or d03psc |