D03 (Pde)

Partial Differential Equations

D03 (Pde) Chapter Introduction – A description of the Chapter and an overview of the algorithms available.

Routine |
Mark of Introduction |
Purpose |
---|---|---|

d03eaf | 7 | nagf_pde_dim2_laplace Elliptic PDE, Laplace's equation, two-dimensional arbitrary domain |

d03ebf | 7 | nagf_pde_dim2_ellip_fd Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, iterate to convergence |

d03ecf | 8 | nagf_pde_dim3_ellip_fd Elliptic PDE, solution of finite difference equations by SIP for seven-point three-dimensional molecule, iterate to convergence |

d03edf | 12 | nagf_pde_dim2_ellip_mgrid Elliptic PDE, solution of finite difference equations by a multigrid technique |

d03eef | 13 | nagf_pde_dim2_ellip_discret Discretize a second-order elliptic PDE on a rectangle |

d03faf | 14 | nagf_pde_dim3_ellip_helmholtz Elliptic PDE, Helmholtz equation, three-dimensional Cartesian coordinates |

d03maf | 7 | nagf_pde_dim2_triangulate Triangulation of plane region |

d03ncf | 20 | nagf_pde_dim1_blackscholes_fd Finite difference solution of the Black–Scholes equations |

d03ndf | 20 | nagf_pde_dim1_blackscholes_closed Analytic solution of the Black–Scholes equations |

d03nef | 20 | nagf_pde_dim1_blackscholes_means Compute average values for d03ndf |

d03pca | 20 | nagf_pde_dim1_parab_fd General system of parabolic PDEs, method of lines, finite differences, one space variable |

d03pcf | 15 | nagf_pde_dim1_parab_fd_old General system of parabolic PDEs, method of lines, finite differences, one space variable |

d03pda | 20 | nagf_pde_dim1_parab_coll General system of parabolic PDEs, method of lines, Chebyshev ${C}^{0}$ collocation, one space variable |

d03pdf | 15 | nagf_pde_dim1_parab_coll_old General system of parabolic PDEs, method of lines, Chebyshev ${C}^{0}$ collocation, one space variable |

d03pef | 16 | nagf_pde_dim1_parab_keller General system of first-order PDEs, method of lines, Keller box discretization, one space variable |

d03pff | 17 | nagf_pde_dim1_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 | 20 | nagf_pde_dim1_parab_dae_fd General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable |

d03phf | 15 | nagf_pde_dim1_parab_dae_fd_old General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable |

d03pja | 20 | nagf_pde_dim1_parab_dae_coll General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev ${C}^{0}$ collocation, one space variable |

d03pjf | 15 | nagf_pde_dim1_parab_dae_coll_old General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev ${C}^{0}$ collocation, one space variable |

d03pkf | 16 | nagf_pde_dim1_parab_dae_keller General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, one space variable |

d03plf | 17 | nagf_pde_dim1_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 | 20 | nagf_pde_dim1_parab_remesh_fd General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable |

d03ppf | 16 | nagf_pde_dim1_parab_remesh_fd_old General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable |

d03prf | 16 | nagf_pde_dim1_parab_remesh_keller General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, remeshing, one space variable |

d03psf | 17 | nagf_pde_dim1_parab_convdiff_remesh General system of convection-diffusion PDEs, coupled DAEs, method of lines, upwind scheme, remeshing, one space variable |

d03puf | 17 | nagf_pde_dim1_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_dim1_parab_euler_osher Osher's approximate Riemann solver for Euler equations in conservative form, for use with d03pff, d03plf and d03psf |

d03pwf | 18 | nagf_pde_dim1_parab_euler_hll Modified HLL Riemann solver for Euler equations in conservative form, for use with d03pff, d03plf and d03psf |

d03pxf | 18 | nagf_pde_dim1_parab_euler_exact Exact Riemann solver for Euler equations in conservative form, for use with d03pff, d03plf and d03psf |

d03pyf | 15 | nagf_pde_dim1_parab_coll_interp PDEs, spatial interpolation with d03pdf/d03pda or d03pjf/d03pja |

d03pzf | 15 | nagf_pde_dim1_parab_fd_interp PDEs, spatial interpolation with d03pcf/d03pca, d03pef, d03pff, d03phf/d03pha, d03pkf, d03plf, d03ppf/d03ppa, d03prf or d03psf |

d03raf | 18 | nagf_pde_dim2_gen_order2_rectangle General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectangular region |

d03rbf | 18 | nagf_pde_dim2_gen_order2_rectilinear General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectilinear region |

d03rzf | 18 | nagf_pde_dim2_gen_order2_rectilinear_extractgrid Extract grid data from d03rbf |

d03uaf | 7 | nagf_pde_dim2_ellip_fd_iter Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, one iteration |

d03ubf | 8 | nagf_pde_dim3_ellip_fd_iter Elliptic PDE, solution of finite difference equations by SIP, seven-point three-dimensional molecule, one iteration |