# NAG CL InterfaceD03 (Pde)Partial Differential Equations

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

Function
Mark of
Introduction

Purpose
d03ncc
Example Text
Example Data
Example Plot
7 nag_pde_dim1_blackscholes_fd
Finite difference solution of the Black–Scholes equations
d03ndc
Example Text
Example Data
Example Plot
7 nag_pde_dim1_blackscholes_closed
Analytic solution of the Black–Scholes equations
d03nec
Example Text
Example Data
Example Plot
7 nag_pde_dim1_blackscholes_means
Compute average values for d03ndc
d03pcc
Example Text
Example Plot
7 nag_pde_dim1_parab_fd
General system of parabolic PDEs, method of lines, finite differences, one space variable
d03pdc
Example Text
Example Plot
7 nag_pde_dim1_parab_coll
General system of parabolic PDEs, method of lines, Chebyshev ${C}^{0}$ collocation, one space variable
d03pec
Example Text
Example Plot
7 nag_pde_dim1_parab_keller
General system of first-order PDEs, method of lines, Keller box discretization, one space variable
d03pfc
Example Text
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
Example Text
Example Plot
7 nag_pde_dim1_parab_dae_fd
General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable
d03pjc
Example Text
Example Plot
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
Example Text
Example Plot
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
Example Text
Example Plot
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
Example Text
Example Plot
7 nag_pde_dim1_parab_remesh_fd
General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable
d03prc
Example Text
Example Plot
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
Example Text
Example Plot
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
Example Text
Example Data
Example Plot
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
Example Text
Example Data
Example Plot
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