D03 (Pde)

Partial Differential Equations

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

Function |
Mark of Introduction |
Purpose |
---|---|---|

d03ncc | 7 | nag_pde_dim1_blackscholes_fd Finite difference solution of the Black–Scholes equations |

d03ndc | 7 | nag_pde_dim1_blackscholes_closed Analytic solution of the Black–Scholes equations |

d03nec | 7 | nag_pde_dim1_blackscholes_means Compute average values for d03ndc |

d03pcc | 7 | nag_pde_dim1_parab_fd General system of parabolic PDEs, method of lines, finite differences, one space variable |

d03pdc | 7 | nag_pde_dim1_parab_coll General system of parabolic PDEs, method of lines, Chebyshev ${C}^{0}$ collocation, one space variable |

d03pec | 7 | nag_pde_dim1_parab_keller General system of first-order PDEs, method of lines, Keller box discretization, one space variable |

d03pfc | 7 | nag_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 |

d03phc | 7 | nag_pde_dim1_parab_dae_fd General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable |

d03pjc | 7 | nag_pde_dim1_parab_dae_coll General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev ${C}^{0}$ collocation, one space variable |

d03pkc | 7 | nag_pde_dim1_parab_dae_keller General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, one space variable |

d03plc | 7 | nag_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 |

d03ppc | 7 | nag_pde_dim1_parab_remesh_fd General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable |

d03prc | 7 | nag_pde_dim1_parab_remesh_keller General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, remeshing, one space variable |

d03psc | 7 | nag_pde_dim1_parab_convdiff_remesh General system of convection-diffusion PDEs, coupled DAEs, method of lines, upwind scheme, remeshing, one space variable |

d03puc | 7 | nag_pde_dim1_parab_euler_roe Roe's approximate Riemann solver for Euler equations in conservative form, for use with d03pfc, d03plc and d03psc |

d03pvc | 7 | nag_pde_dim1_parab_euler_osher Osher's approximate Riemann solver for Euler equations in conservative form, for use with d03pfc, d03plc and d03psc |

d03pwc | 7 | nag_pde_dim1_parab_euler_hll Modified HLL Riemann solver for Euler equations in conservative form, for use with d03pfc, d03plc and d03psc |

d03pxc | 7 | nag_pde_dim1_parab_euler_exact Exact Riemann solver for Euler equations in conservative form, for use with d03pfc, d03plc and d03psc |

d03pyc | 7 | nag_pde_dim1_parab_coll_interp PDEs, spatial interpolation with d03pdc or d03pjc |

d03pzc | 7 | nag_pde_dim1_parab_fd_interp PDEs, spatial interpolation with d03pcc, d03pec, d03pfc, d03phc, d03pkc, d03plc, d03ppc, d03prc or d03psc |