NAG Toolbox |

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

D02 |
D04 |