d03 Chapter Contents (PDF version)
d03 Chapter Introduction
NAG C Library Manual

NAG Library Chapter Contents

d03 – Partial Differential Equations

d03 Chapter Introduction

Function
Name
Mark of
Introduction

Purpose
d03ncc
Example Text
Example Data
Example Plot
7 nag_pde_bs_1d
Finite difference solution of the Black–Scholes equations
d03ndc
Example Text
Example Data
Example Plot
7 nag_pde_bs_1d_analytic
Analytic solution of the Black–Scholes equations
d03nec
Example Text
Example Data
Example Plot
7 nag_pde_bs_1d_means
Compute average values for nag_pde_bs_1d_analytic (d03ndc)
d03pcc
Example Text
Example Plot
7 nag_pde_parab_1d_fd
General system of parabolic PDEs, method of lines, finite differences, one space variable
d03pdc
Example Text
Example Plot
7 nag_pde_parab_1d_coll
General system of parabolic PDEs, method of lines, Chebyshev C0 collocation, one space variable
d03pec
Example Text
Example Plot
7 nag_pde_parab_1d_keller
General system of first-order PDEs, method of lines, Keller box discretization, 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
Example Plot
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
Example Plot
7 nag_pde_parab_1d_coll_ode
General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev C0 collocation, one space variable
d03pkc
Example Text
Example Plot
7 nag_pde_parab_1d_keller_ode
General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, one space variable
d03plc
Example Text
Example Data
Example Plot
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
Example Plot
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
Example Plot
7 nag_pde_parab_1d_keller_ode_remesh
General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, remeshing, one space variable
d03psc
Example Text
Example Plot
7 nag_pde_parab_1d_cd_ode_remesh
General system of convection-diffusion PDEs, coupled DAEs, method of lines, upwind scheme, 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 nag_pde_parab_1d_cd (d03pfc), nag_pde_parab_1d_cd_ode (d03plc) and nag_pde_parab_1d_cd_ode_remesh (d03psc)
d03pvc 7 nag_pde_parab_1d_euler_osher
Osher's approximate Riemann solver for Euler equations in conservative form, for use with nag_pde_parab_1d_cd (d03pfc), nag_pde_parab_1d_cd_ode (d03plc) and nag_pde_parab_1d_cd_ode_remesh (d03psc)
d03pwc
Example Text
Example Data
Example Plot
7 nag_pde_parab_1d_euler_hll
Modified HLL Riemann solver for Euler equations in conservative form, for use with nag_pde_parab_1d_cd (d03pfc), nag_pde_parab_1d_cd_ode (d03plc) and nag_pde_parab_1d_cd_ode_remesh (d03psc)
d03pxc
Example Text
Example Data
Example Plot
7 nag_pde_parab_1d_euler_exact
Exact Riemann solver for Euler equations in conservative form, for use with nag_pde_parab_1d_cd (d03pfc), nag_pde_parab_1d_cd_ode (d03plc) and nag_pde_parab_1d_cd_ode_remesh (d03psc)
d03pyc 7 nag_pde_interp_1d_coll
PDEs, spatial interpolation with nag_pde_parab_1d_coll (d03pdc) or nag_pde_parab_1d_coll_ode (d03pjc)
d03pzc 7 nag_pde_interp_1d_fd
PDEs, spatial interpolation with nag_pde_parab_1d_fd (d03pcc), nag_pde_parab_1d_keller (d03pec), nag_pde_parab_1d_cd (d03pfc), nag_pde_parab_1d_fd_ode (d03phc), nag_pde_parab_1d_keller_ode (d03pkc), nag_pde_parab_1d_cd_ode (d03plc), nag_pde_parab_1d_fd_ode_remesh (d03ppc), nag_pde_parab_1d_keller_ode_remesh (d03prc) or nag_pde_parab_1d_cd_ode_remesh (d03psc)

d03 Chapter Contents (PDF version)
d03 Chapter Introduction
NAG C Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2012