| 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 |
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 |
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 |
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 |
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 |
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 Text (SMP) Example Data Example Data (SMP) 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 Text (SMP) Example Data Example Data (SMP) |
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_2d_gen_order2_checkgrid Check initial grid data in D03RBF |
| 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 |