# NAG Library Chapter Contentsd03 – Partial Differential Equations

d03 Chapter Introduction – a description of the Chapter and an overview of the algorithms available

 FunctionName Mark ofIntroduction Purpose d03ncc Example Text Example DataExample Plot 7 nag_pde_bs_1d Finite difference solution of the Black–Scholes equations d03ndc Example Text Example DataExample Plot 7 nag_pde_bs_1d_analytic Analytic solution of the Black–Scholes equations d03nec Example Text Example DataExample Plot 7 nag_pde_bs_1d_means Compute average values for nag_pde_bs_1d_analytic (d03ndc) d03pcc Example TextExample Plot 7 nag_pde_parab_1d_fd General system of parabolic PDEs, method of lines, finite differences, one space variable d03pdc Example TextExample Plot 7 nag_pde_parab_1d_coll General system of parabolic PDEs, method of lines, Chebyshev ${C}^{0}$ collocation, one space variable d03pec Example TextExample Plot 7 nag_pde_parab_1d_keller General system of first-order PDEs, method of lines, Keller box discretization, 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 TextExample Plot 7 nag_pde_parab_1d_fd_ode General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable d03pjc Example TextExample Plot 7 nag_pde_parab_1d_coll_ode General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev ${C}^{0}$ collocation, one space variable d03pkc Example TextExample Plot 7 nag_pde_parab_1d_keller_ode General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, one space variable d03plc Example TextExample Plot 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 TextExample Plot 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 TextExample Plot 7 nag_pde_parab_1d_keller_ode_remesh General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, remeshing, one space variable d03psc Example TextExample Plot 7 nag_pde_parab_1d_cd_ode_remesh General system of convection-diffusion PDEs, coupled DAEs, method of lines, upwind scheme, 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 DataExample Plot 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 DataExample Plot 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)
© The Numerical Algorithms Group Ltd, Oxford, UK. 2017