# NAG CL InterfaceD03 (Pde)Partial Differential Equations

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D03 (Pde) Chapter Introduction – A description of the Chapter and an overview of the algorithms available.

Function
Mark of
Introduction

Purpose
d03ncc 7 nag_pde_dim1_blackscholes_fd
Finite difference solution of the Black–Scholes equations
d03ndc 7 nag_pde_dim1_blackscholes_closed
Analytic solution of the Black–Scholes equations
d03nec 7 nag_pde_dim1_blackscholes_means
Compute average values for d03ndc
d03pcc 7 nag_pde_dim1_parab_fd
General system of parabolic PDEs, method of lines, finite differences, one space variable
d03pdc 7 nag_pde_dim1_parab_coll
General system of parabolic PDEs, method of lines, Chebyshev ${C}^{0}$ collocation, one space variable
d03pec 7 nag_pde_dim1_parab_keller
General system of first-order PDEs, method of lines, Keller box discretization, one space variable
d03pfc 7 nag_pde_dim1_parab_convdiff
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 7 nag_pde_dim1_parab_dae_fd
General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable
d03pjc 7 nag_pde_dim1_parab_dae_coll
General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev ${C}^{0}$ collocation, one space variable
d03pkc 7 nag_pde_dim1_parab_dae_keller
General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, one space variable
d03plc 7 nag_pde_dim1_parab_convdiff_dae
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 7 nag_pde_dim1_parab_remesh_fd
General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable
d03prc 7 nag_pde_dim1_parab_remesh_keller
General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, remeshing, one space variable
d03psc 7 nag_pde_dim1_parab_convdiff_remesh
General system of convection-diffusion PDEs, coupled DAEs, method of lines, upwind scheme, remeshing, one space variable
d03puc 7 nag_pde_dim1_parab_euler_roe
Roe's approximate Riemann solver for Euler equations in conservative form, for use with d03pfc, d03plc and d03psc
d03pvc 7 nag_pde_dim1_parab_euler_osher
Osher's approximate Riemann solver for Euler equations in conservative form, for use with d03pfc, d03plc and d03psc
d03pwc 7 nag_pde_dim1_parab_euler_hll
Modified HLL Riemann solver for Euler equations in conservative form, for use with d03pfc, d03plc and d03psc
d03pxc 7 nag_pde_dim1_parab_euler_exact
Exact Riemann solver for Euler equations in conservative form, for use with d03pfc, d03plc and d03psc
d03pyc 7 nag_pde_dim1_parab_coll_interp
PDEs, spatial interpolation with d03pdc or d03pjc
d03pzc 7 nag_pde_dim1_parab_fd_interp
PDEs, spatial interpolation with d03pcc, d03pec, d03pfc, d03phc, d03pkc, d03plc, d03ppc, d03prc or d03psc