NAG Library Chapter Contents

d02 – Ordinary Differential Equations


d02 Chapter Introduction – a description of the Chapter and an overview of the algorithms available

d02m–n Sub-chapter Introduction

Function
Name
Mark of
Introduction

Purpose
d02cjc
Example Text
2 nag_ode_ivp_adams_gen
Ordinary differential equation solver using a variable-order variable-step Adams' method (Black Box)
d02ejc
Example Text
3 nag_ode_ivp_bdf_gen
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_dae_ivp_dassl_cont
DASSL method continuation resetting function
d02mwc
Example Text
9 nag_dae_ivp_dassl_setup
Implicit ordinary differential equations/DAEs, initial value problem, setup for nag_dae_ivp_dassl_gen (d02nec)
d02nec
Example Text
9 nag_dae_ivp_dassl_gen
Implicit ordinary differential equations/DAEs, initial value problem, DASSL method integrator
d02npc 9 nag_dae_ivp_dassl_linalg
Implicit ordinary differential equations/DAEs, initial value problem linear algebra setup function for nag_dae_ivp_dassl_gen (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
Example Text
Example Data
Example Plot
24 nag_ode_ivp_rkts_onestep
Ordinary differential equations, initial value problem, Runge–Kutta method, integration over one step
d02pgc
Example Text
Example Data
Example Plot
26.0 nag_ode_ivp_rk_step_revcomm
Ordinary differential equations, initial value problem, Runge–Kutta method, integration by reverse communication
d02phc 26.0 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 nag_ode_ivp_rk_step_revcomm (d02pgc)
d02pjc 26.0 nag_ode_ivp_rk_interp_eval
Evaluate interpolant, set up using nag_ode_ivp_rkts_setup (d02pqc), to approximate solution and/or solution derivatives at a point within the range of the last integration step taken by nag_ode_ivp_rk_step_revcomm (d02pgc)
d02pqc 24 nag_ode_ivp_rkts_setup
Ordinary differential equations, initial value problem, setup for nag_ode_ivp_rkts_range (d02pec) and nag_ode_ivp_rkts_onestep (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 nag_ode_ivp_rkts_onestep (d02pfc)
d02psc
Example Text
Example Data
Example Plot
24 nag_ode_ivp_rkts_interp
Ordinary differential equations, initial value problem, interpolation for nag_ode_ivp_rkts_onestep (d02pfc)
d02ptc 24 nag_ode_ivp_rkts_diag
Ordinary differential equations, initial value problem, integration diagnostics for nag_ode_ivp_rkts_range (d02pec) and nag_ode_ivp_rkts_onestep (d02pfc)
d02puc
Example Text
Example Data
Example Plot
24 nag_ode_ivp_rkts_errass
Ordinary differential equations, initial value problem, error assessment diagnostics for nag_ode_ivp_rkts_range (d02pec) and nag_ode_ivp_rkts_onestep (d02pfc)
d02qfc
Example Text
2 nag_ode_ivp_adams_roots
Ordinary differential equation solver using Adams' method (sophisticated use)
d02qwc 2 nag_ode_ivp_adams_setup
Setup function for nag_ode_ivp_adams_roots (d02qfc)
d02qyc 2 nag_ode_ivp_adams_free
Freeing function for use with nag_ode_ivp_adams_roots (d02qfc)
d02qzc
Example Text
2 nag_ode_ivp_adams_interp
Interpolation function for use with nag_ode_ivp_adams_roots (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
Example Text
Example Data
Example Plot
24 nag_ode_bvp_coll_nlin_setup
Ordinary differential equations, general nonlinear boundary value problem, setup for nag_ode_bvp_coll_nlin_solve (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 nag_ode_bvp_coll_nlin_solve (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 nag_ode_bvp_coll_nlin_solve (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 nag_ode_bvp_coll_nlin_solve (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
Example Text
Example Data
23 nag_ode_bvp_ps_lin_solve
Solve linear constant coefficient boundary value problem on Chebyshev grid, Integral formulation
d02uwc
Example Text
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
23 nag_ode_bvp_ps_lin_quad_weights
Clenshaw–Curtis quadrature weights for integration using computed Chebyshev coefficients
d02uzc
Example Text
Example Data
23 nag_ode_bvp_ps_lin_cheb_eval
Chebyshev polynomial evaluation, Tkx
© The Numerical Algorithms Group Ltd, Oxford, UK. 2017