NAG Toolbox

D03 – partial differential equations

• 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 C⁰ 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 C⁰ 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