NAG CL InterfaceD02 (Ode)Ordinary Differential Equations

D02 (Ode) Chapter Introduction – A description of the Chapter and an overview of the algorithms available.
d02m–n Sub-chapter Introduction

Function
Mark of
Introduction

Purpose
d02cjc
Example Text
Ordinary differential equation solver using a variable-order variable-step Adams' method (Black Box)
d02ejc
Example Text
3 nag_ode_ivp_bdf_zero_simple
Ordinary differential equations solver, stiff, initial value problems using the Backward Differentiation Formulae
d02gac
Example Text
3 nag_ode_bvp_fd_nonlin_fixedbc
Ordinary differential equations solver, for simple nonlinear two-point boundary value problems, using a finite difference technique with deferred correction
d02gbc
Example Text
3 nag_ode_bvp_fd_lin_gen
Ordinary differential equations solver, for general linear two-point boundary value problems, using a finite difference technique with deferred correction
d02mcc 9 nag_ode_dae_dassl_cont
DASSL method continuation resetting function
d02mwc
Example Text
9 nag_ode_dae_dassl_setup
Implicit ordinary differential equations/DAEs, initial value problem, setup for d02nec
d02nec
Example Text
9 nag_ode_dae_dassl_gen
Implicit ordinary differential equations/DAEs, initial value problem, DASSL method integrator
d02npc 9 nag_ode_dae_dassl_linalg
Implicit ordinary differential equations/DAEs, initial value problem linear algebra setup function for d02nec
d02pec
Example Text
Example Data
Example Plot
24 nag_ode_ivp_rkts_range
Ordinary differential equations, initial value problem, Runge–Kutta method, integration over range with output
d02pfc
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Example Data
Example Plot
24 nag_ode_ivp_rkts_onestep
Ordinary differential equations, initial value problem, Runge–Kutta method, integration over one step
d02pgc
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Example Data
Example Plot
26 nag_ode_ivp_rk_step_revcomm
Ordinary differential equations, initial value problem, Runge–Kutta method, integration by reverse communication
d02phc 26 nag_ode_ivp_rk_interp_setup
Set up interpolant by reverse communication for solution and derivative evaluations at points within the range of the last integration step taken by d02pgc
d02pjc 26 nag_ode_ivp_rk_interp_eval
Evaluate interpolant, set up using d02pqc, to approximate solution and/or solution derivatives at a point within the range of the last integration step taken by d02pgc
d02pqc 24 nag_ode_ivp_rkts_setup
Ordinary differential equations, initial value problem, setup for d02pec and d02pfc
d02prc
Example Text
Example Data
Example Plot
24 nag_ode_ivp_rkts_reset_tend
Ordinary differential equations, initial value problem, resets end of range for d02pfc
d02psc
Example Text
Example Data
Example Plot
24 nag_ode_ivp_rkts_interp
Ordinary differential equations, initial value problem, interpolation for d02pfc
d02ptc 24 nag_ode_ivp_rkts_diag
Ordinary differential equations, initial value problem, integration diagnostics for d02pec and d02pfc
d02puc
Example Text
Example Data
Example Plot
24 nag_ode_ivp_rkts_errass
Ordinary differential equations, initial value problem, error assessment diagnostics for d02pec and d02pfc
d02qfc
Example Text
Ordinary differential equation solver using Adams' method (sophisticated use)
Setup function for d02qfc
Freeing function for use with d02qfc
d02qzc
Example Text
Interpolation function for use with d02qfc
d02rac
Example Text
Example Plot
3 nag_ode_bvp_fd_nonlin_gen
Ordinary differential equations solver, for general nonlinear two-point boundary value problems, using a finite difference technique with deferred correction
d02tlc
Example Text
Example Data
Example Plot
24 nag_ode_bvp_coll_nlin_solve
Ordinary differential equations, general nonlinear boundary value problem, collocation technique
d02tvc
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Example Data
Example Plot
24 nag_ode_bvp_coll_nlin_setup
Ordinary differential equations, general nonlinear boundary value problem, setup for d02tlc
d02txc
Example Text
Example Data
Example Plot
24 nag_ode_bvp_coll_nlin_contin
Ordinary differential equations, general nonlinear boundary value problem, continuation facility for d02tlc
d02tyc
Example Text
Example Data
Example Plot
24 nag_ode_bvp_coll_nlin_interp
Ordinary differential equations, general nonlinear boundary value problem, interpolation for d02tlc
d02tzc
Example Text
Example Data
Example Plot
24 nag_ode_bvp_coll_nlin_diag
Ordinary differential equations, general nonlinear boundary value problem, diagnostics for d02tlc
d02uac 23 nag_ode_bvp_ps_lin_coeffs
Coefficients of Chebyshev interpolating polynomial from function values on Chebyshev grid
d02ubc 23 nag_ode_bvp_ps_lin_cgl_vals
Function or low-order-derivative values on Chebyshev grid from coefficients of Chebyshev interpolating polynomial
d02ucc 23 nag_ode_bvp_ps_lin_cgl_grid
Chebyshev Gauss–Lobatto grid generation
d02udc
Example Text
Example Data
23 nag_ode_bvp_ps_lin_cgl_deriv
Differentiate a function by the FFT using function values on Chebyshev grid
d02uec
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Example Data
23 nag_ode_bvp_ps_lin_solve
Solve linear constant coefficient boundary value problem on Chebyshev grid, Integral formulation
d02uwc
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Example Data
23 nag_ode_bvp_ps_lin_grid_vals
Interpolate a function from Chebyshev grid to uniform grid using barycentric Lagrange interpolation
d02uyc
Example Text
Example Data
Chebyshev polynomial evaluation, ${T}_{k}\left(x\right)$