Chapter Introduction (pdf version)
NAG Library Manual

D03 – Partial Differential Equations

D03 Chapter Introduction
Routine
Name
Mark of
Introduction

Purpose
D03EAF
Example Text
Example Data
7 Elliptic PDE, Laplace's equation, two-dimensional arbitrary domain
D03EBF
Example Text
7 Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, iterate to convergence
D03ECF
Example Text
8 Elliptic PDE, solution of finite difference equations by SIP for seven-point three-dimensional molecule, iterate to convergence
D03EDF
Example Text
12 Elliptic PDE, solution of finite difference equations by a multigrid technique
D03EEF
Example Text
13 Discretize a second-order elliptic PDE on a rectangle
D03FAF
Example Text
14 Elliptic PDE, Helmholtz equation, three-dimensional Cartesian co-ordinates
D03MAF
Example Text
7 Triangulation of plane region
D03NCF
Example Text
Example Data
20 Finite difference solution of the Black–Scholes equations
D03NDF
Example Text
Example Data
20 Analytic solution of the Black–Scholes equations
D03NEF
Example Text
Example Data
20 Compute average values for D03NDF
D03PCA
Example Text
20 General system of parabolic PDEs, method of lines, finite differences, one space variable (thread safe)
D03PCF
Example Text
15 General system of parabolic PDEs, method of lines, finite differences, one space variable
D03PDA
Example Text
20 General system of parabolic PDEs, method of lines, Chebyshev C0 collocation, one space variable (thread safe)
D03PDF
Example Text
15 General system of parabolic PDEs, method of lines, Chebyshev C0 collocation, one space variable
D03PEF
Example Text
16 General system of first-order PDEs, method of lines, Keller box discretisation, one space variable
D03PFF
Example Text
17 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
20 General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable (thread safe)
D03PHF
Example Text
15 General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable
D03PJA
Example Text
20 General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev C0 collocation, one space variable (thread safe)
D03PJF
Example Text
15 General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev C0 collocation, one space variable
D03PKF
Example Text
16 General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, one space variable
D03PLF
Example Text
Example Data
17 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
20 General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable (thread safe)
D03PPF
Example Text
16 General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable
D03PRF
Example Text
16 General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, remeshing, one space variable
D03PSF
Example Text
17 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, remeshing, one space variable
D03PUF 17 Roe's approximate Riemann solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF
D03PVF 17 Osher's approximate Riemann solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF
D03PWF
Example Text
Example Data
18 Modified HLL Riemann solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF
D03PXF
Example Text
Example Data
18 Exact Riemann Solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF
D03PYF 15 PDEs, spatial interpolation with D03PDF/D03PDA or D03PJF/D03PJA
D03PZF 15 PDEs, spatial interpolation with D03PCF/D03PCA, D03PEF, D03PFF, D03PHF/D03PHA, D03PKF, D03PLF, D03PPF/D03PPA, D03PRF or D03PSF
D03RAF
Example Text
18 General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectangular region
D03RBF
Example Text
18 General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectilinear region
D03RYF 18 Check initial grid data in D03RBF
D03RZF 18 Extract grid data from D03RBF
D03UAF
Example Text
7 Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, one iteration
D03UBF
Example Text
8 Elliptic PDE, solution of finite difference equations by SIP, seven-point three-dimensional molecule, one iteration

Chapter Introduction (pdf version)
NAG Library Manual

The Numerical Algorithms Group Ltd, Oxford, UK. 2006