Chapter Introduction (pdf version)
NAG C Library Manual

d03 – Partial Differential Equations

d03 Chapter Introduction
Routine
Name
Mark of
Introduction

Purpose
d03ncc
Example Text
Example Data
7 nag_pde_bs_1d
Finite difference solution of the Black–Scholes equations
d03ndc
Example Text
Example Data
7 nag_pde_bs_1d_analytic
Analytic solution of the Black–Scholes equations
d03nec
Example Text
Example Data
7 nag_pde_bs_1d_means
Compute average values for nag_pde_bs_1d_analytic (d03ndc)
d03pcc
Example Text
7 nag_pde_parab_1d_fd
General system of parabolic PDEs, method of lines, finite differences, one space variable
d03pdc
Example Text
7 nag_pde_parab_1d_coll
General system of parabolic PDEs, method of lines, Chebyshev C0 collocation, one space variable
d03pec
Example Text
7 nag_pde_parab_1d_keller
General system of first-order PDEs, method of lines, Keller box discretisation, one space variable
d03pfc
Example Text
7 nag_pde_parab_1d_cd
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
Example Text
7 nag_pde_parab_1d_fd_ode
General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable
d03pjc
Example Text
7 nag_pde_parab_1d_coll_ode
General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev C0 collocation, one space variable
d03pkc
Example Text
7 nag_pde_parab_1d_keller_ode
General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, one space variable
d03plc
Example Text
Example Data
7 nag_pde_parab_1d_cd_ode
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
Example Text
7 nag_pde_parab_1d_fd_ode_remesh
General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable
d03prc
Example Text
7 nag_pde_parab_1d_keller_ode_remesh
General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, remeshing, one space variable
d03psc
Example Text
7 nag_pde_parab_1d_cd_ode_remesh
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
d03puc 7 nag_pde_parab_1d_euler_roe
Roe's approximate Riemann solver for Euler equations in conservative form, for use with nag_pde_parab_1d_cd (d03pfc), nag_pde_parab_1d_cd_ode (d03plc) and nag_pde_parab_1d_cd_ode_remesh (d03psc)
d03pvc 7 nag_pde_parab_1d_euler_osher
Osher's approximate Riemann solver for Euler equations in conservative form, for use with nag_pde_parab_1d_cd (d03pfc), nag_pde_parab_1d_cd_ode (d03plc) and nag_pde_parab_1d_cd_ode_remesh (d03psc)
d03pwc
Example Text
Example Data
7 nag_pde_parab_1d_euler_hll
Modified HLL Riemann solver for Euler equations in conservative form, for use with nag_pde_parab_1d_cd (d03pfc), nag_pde_parab_1d_cd_ode (d03plc) and nag_pde_parab_1d_cd_ode_remesh (d03psc)
d03pxc
Example Text
Example Data
7 nag_pde_parab_1d_euler_exact
Exact Riemann Solver for Euler equations in conservative form, for use with nag_pde_parab_1d_cd (d03pfc), nag_pde_parab_1d_cd_ode (d03plc) and nag_pde_parab_1d_cd_ode_remesh (d03psc)
d03pyc 7 nag_pde_interp_1d_coll
PDEs, spatial interpolation with nag_pde_parab_1d_coll (d03pdc) or nag_pde_parab_1d_coll_ode (d03pjc)
d03pzc 7 nag_pde_interp_1d_fd
PDEs, spatial interpolation with nag_pde_parab_1d_fd (d03pcc), nag_pde_parab_1d_keller (d03pec), nag_pde_parab_1d_cd (d03pfc), nag_pde_parab_1d_fd_ode (d03phc), nag_pde_parab_1d_keller_ode (d03pkc), nag_pde_parab_1d_cd_ode (d03plc), nag_pde_parab_1d_fd_ode_remesh (d03ppc), nag_pde_parab_1d_keller_ode_remesh (d03prc) or nag_pde_parab_1d_cd_ode_remesh (d03psc)

Chapter Introduction (pdf version)
NAG C Library Manual

The Numerical Algorithms Group Ltd, Oxford, UK. 2005