| d01bdc
| One-dimensional quadrature, non-adaptive, finite interval |
| d01snc
| One-dimensional adaptive quadrature, finite interval, sine or cosine weight functions, thread-safe |
| d02gac
| Ordinary differential equations solver, for simple nonlinear two-point boundary value problems, using a finite difference technique with deferred correction |
| d02gbc
| Ordinary differential equations solver, for general linear two-point boundary value problems, using a finite difference technique with deferred correction |
| d02rac
| Ordinary differential equations solver, for general nonlinear two-point boundary value problems, using a finite difference technique with deferred correction |
| d03ncc
| Finite difference solution of the Black–Scholes equations |
| d03pcc
| General system of parabolic PDEs, method of lines, finite differences, one space variable |
| d03phc
| General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable |
| d03ppc
| General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable |
| d06cbc
| Generates a sparsity pattern of a Finite Element matrix associated with a given mesh |