NAG Library Manual, Mark 30.3
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NAG CL Interface Introduction
Example description

nag_pde_dim1_parab_euler_hll (d03pwc) Example Program Results

 t =  0.035

              d                 v                     p
  x    Approx    Exact   Approx    Exact     Approx      Exact
 0.1   5.9992   5.9990  19.5975  19.6000   4.6089e+02   4.6090e+02
 0.2   5.9992   5.9990  19.5975  19.6000   4.6089e+02   4.6090e+02
 0.3   5.9992   5.9990  19.5975  19.6000   4.6089e+02   4.6090e+02
 0.4   5.9992   5.9990  19.5975  19.6000   4.6089e+02   4.6090e+02
 0.5   5.9992   5.9990  19.5975  19.6000   4.6089e+02   4.6090e+02
 0.6  14.2215  14.2800   8.6581   8.6900   1.6872e+03   1.6920e+03
 0.7  14.2553  14.2800   8.6697   8.6900   1.6881e+03   1.6920e+03
 0.8  19.4441  14.2800   8.6783   8.6900   1.6905e+03   1.6920e+03
 0.9  31.0016  31.0400   8.6765   8.6900   1.6868e+03   1.6920e+03

 Number of time steps           =    699
 Number of function evaluations =   1714
 Number of Jacobian evaluations =      1
 Number of iterations           =      2