D03 (pde) Chapter Introduction – a description of the Chapter and an overview of the algorithms available
| Routine Name |
Mark of Introduction |
Purpose |
| d03eaf
Example Text Example Data |
7 | nagf_pde_2d_laplace Elliptic PDE, Laplace's equation, two-dimensional arbitrary domain |
| d03ebf
Example Text Example Data Example Plot |
7 | nagf_pde_2d_ellip_fd Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, iterate to convergence |
| d03ecf
Example Text Example Data Example Plot |
8 | nagf_pde_3d_ellip_fd Elliptic PDE, solution of finite difference equations by SIP for seven-point three-dimensional molecule, iterate to convergence |
| d03edf
Example Text Example Data Example Plot |
12 | nagf_pde_2d_ellip_mgrid Elliptic PDE, solution of finite difference equations by a multigrid technique |
| d03eef
Example Text Example Data Example Plot |
13 | nagf_pde_2d_ellip_discret Discretize a second-order elliptic PDE on a rectangle |
| d03faf
Example Text Example Data |
14 | nagf_pde_3d_ellip_helmholtz Elliptic PDE, Helmholtz equation, three-dimensional Cartesian coordinates |
| d03maf
Example Text Example Data Example Plot |
7 | nagf_pde_2d_triangulate Triangulation of plane region |
| d03ncf
Example Text Example Data Example Plot |
20 | nagf_pde_1d_blackscholes_fd Finite difference solution of the Black–Scholes equations |
| d03ndf
Example Text Example Data Example Plot |
20 | nagf_pde_1d_blackscholes_closed Analytic solution of the Black–Scholes equations |
| d03nef
Example Text Example Data Example Plot |
20 | nagf_pde_1d_blackscholes_means Compute average values for d03ndf |
| d03pca Example Text Example Data Example Plot |
20 | nagf_pde_1d_parab_fd General system of parabolic PDEs, method of lines, finite differences, one space variable |
| d03pcf
Example Text Example Data Example Plot |
15 | nagf_pde_1d_parab_fd_old General system of parabolic PDEs, method of lines, finite differences, one space variable |
| d03pda Example Text Example Data Example Plot |
20 | nagf_pde_1d_parab_coll General system of parabolic PDEs, method of lines, Chebyshev collocation, one space variable |
| d03pdf
Example Text Example Data Example Plot |
15 | nagf_pde_1d_parab_coll_old General system of parabolic PDEs, method of lines, Chebyshev collocation, one space variable |
| d03pef
Example Text Example Data Example Plot |
16 | nagf_pde_1d_parab_keller General system of first-order PDEs, method of lines, Keller box discretization, one space variable |
| d03pff
Example Text Example Data |
17 | nagf_pde_1d_parab_convdiff 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 |
| d03pha Example Text Example Data Example Plot |
20 | nagf_pde_1d_parab_dae_fd General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable |
| d03phf
Example Text Example Data Example Plot |
15 | nagf_pde_1d_parab_dae_fd_old General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable |
| d03pja Example Text Example Data Example Plot |
20 | nagf_pde_1d_parab_dae_coll General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev collocation, one space variable |
| d03pjf
Example Text Example Data Example Plot |
15 | nagf_pde_1d_parab_dae_coll_old General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev collocation, one space variable |
| d03pkf
Example Text Example Data Example Plot |
16 | nagf_pde_1d_parab_dae_keller General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, one space variable |
| d03plf
Example Text Example Data Example Plot |
17 | nagf_pde_1d_parab_convdiff_dae 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 |
| d03ppa Example Text Example Data Example Plot |
20 | nagf_pde_1d_parab_remesh_fd General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable |
| d03ppf
Example Text Example Data Example Plot |
16 | nagf_pde_1d_parab_remesh_fd_old General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable |
| d03prf
Example Text Example Data Example Plot |
16 | nagf_pde_1d_parab_remesh_keller General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, remeshing, one space variable |
| d03psf
Example Text Example Data Example Plot |
17 | nagf_pde_1d_parab_convdiff_remesh General system of convection-diffusion PDEs, coupled DAEs, method of lines, upwind scheme, remeshing, one space variable |
| d03puf | 17 | nagf_pde_1d_parab_euler_roe Roe's approximate Riemann solver for Euler equations in conservative form, for use with d03pff, d03plf and d03psf |
| d03pvf | 17 | nagf_pde_1d_parab_euler_osher Osher's approximate Riemann solver for Euler equations in conservative form, for use with d03pff, d03plf and d03psf |
| d03pwf
Example Text Example Data Example Plot |
18 | nagf_pde_1d_parab_euler_hll Modified HLL Riemann solver for Euler equations in conservative form, for use with d03pff, d03plf and d03psf |
| d03pxf
Example Text Example Data Example Plot |
18 | nagf_pde_1d_parab_euler_exact Exact Riemann solver for Euler equations in conservative form, for use with d03pff, d03plf and d03psf |
| d03pyf | 15 | nagf_pde_1d_parab_coll_interp PDEs, spatial interpolation with d03pdf/d03pda or d03pjf/d03pja |
| d03pzf | 15 | nagf_pde_1d_parab_fd_interp PDEs, spatial interpolation with d03pcf/d03pca, d03pef, d03pff, d03phf/d03pha, d03pkf, d03plf, d03ppf/d03ppa, d03prf or d03psf |
| d03raf
Example Text Example Data Example Plot |
18 | nagf_pde_2d_gen_order2_rectangle General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectangular region |
| d03rbf
Example Text Example Data |
18 | nagf_pde_2d_gen_order2_rectilinear General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectilinear region |
| d03ryf | 18 | nagf_pde_withdraw_2d_gen_order2_checkgrid Check initial grid data in d03rbf Note: this routine is scheduled for withdrawal at Mark 27, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
| d03rzf | 18 | nagf_pde_2d_gen_order2_rectilinear_extractgrid Extract grid data from d03rbf |
| d03uaf
Example Text Example Data Example Plot |
7 | nagf_pde_2d_ellip_fd_iter Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, one iteration |
| d03ubf
Example Text Example Data Example Plot |
8 | nagf_pde_3d_ellip_fd_iter Elliptic PDE, solution of finite difference equations by SIP, seven-point three-dimensional molecule, one iteration |