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D03 (Pde)
Partial Differential Equations

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

Routine
Mark of
Introduction

Purpose
d03eaf 7 nagf_pde_dim2_laplace
Elliptic PDE, Laplace's equation, two-dimensional arbitrary domain
d03ebf 7 nagf_pde_dim2_ellip_fd
Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, iterate to convergence
d03ecf 8 nagf_pde_dim3_ellip_fd
Elliptic PDE, solution of finite difference equations by SIP for seven-point three-dimensional molecule, iterate to convergence
d03edf 12 nagf_pde_dim2_ellip_mgrid
Elliptic PDE, solution of finite difference equations by a multigrid technique
d03eef 13 nagf_pde_dim2_ellip_discret
Discretize a second-order elliptic PDE on a rectangle
d03faf 14 nagf_pde_dim3_ellip_helmholtz
Elliptic PDE, Helmholtz equation, three-dimensional Cartesian coordinates
d03maf 7 nagf_pde_dim2_triangulate
Triangulation of plane region
d03ncf 20 nagf_pde_dim1_blackscholes_fd
Finite difference solution of the Black–Scholes equations
d03ndf 20 nagf_pde_dim1_blackscholes_closed
Analytic solution of the Black–Scholes equations
d03nef 20 nagf_pde_dim1_blackscholes_means
Compute average values for d03ndf
d03pca 20 nagf_pde_dim1_parab_fd
General system of parabolic PDEs, method of lines, finite differences, one space variable
d03pcf 15 nagf_pde_dim1_parab_fd_old
General system of parabolic PDEs, method of lines, finite differences, one space variable
d03pda 20 nagf_pde_dim1_parab_coll
General system of parabolic PDEs, method of lines, Chebyshev C0 collocation, one space variable
d03pdf 15 nagf_pde_dim1_parab_coll_old
General system of parabolic PDEs, method of lines, Chebyshev C0 collocation, one space variable
d03pef 16 nagf_pde_dim1_parab_keller
General system of first-order PDEs, method of lines, Keller box discretization, one space variable
d03pff 17 nagf_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
d03pha 20 nagf_pde_dim1_parab_dae_fd
General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable
d03phf 15 nagf_pde_dim1_parab_dae_fd_old
General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable
d03pja 20 nagf_pde_dim1_parab_dae_coll
General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev C0 collocation, one space variable
d03pjf 15 nagf_pde_dim1_parab_dae_coll_old
General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev C0 collocation, one space variable
d03pkf 16 nagf_pde_dim1_parab_dae_keller
General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, one space variable
d03plf 17 nagf_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
d03ppa 20 nagf_pde_dim1_parab_remesh_fd
General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable
d03ppf 16 nagf_pde_dim1_parab_remesh_fd_old
General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable
d03prf 16 nagf_pde_dim1_parab_remesh_keller
General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, remeshing, one space variable
d03psf 17 nagf_pde_dim1_parab_convdiff_remesh
General system of convection-diffusion PDEs, coupled DAEs, method of lines, upwind scheme, remeshing, one space variable
d03puf 17 nagf_pde_dim1_parab_euler_roe
Roe's approximate Riemann solver for Euler equations in conservative form, for use with d03pff, d03plf and d03psf
d03pvf 17 nagf_pde_dim1_parab_euler_osher
Osher's approximate Riemann solver for Euler equations in conservative form, for use with d03pff, d03plf and d03psf
d03pwf 18 nagf_pde_dim1_parab_euler_hll
Modified HLL Riemann solver for Euler equations in conservative form, for use with d03pff, d03plf and d03psf
d03pxf 18 nagf_pde_dim1_parab_euler_exact
Exact Riemann solver for Euler equations in conservative form, for use with d03pff, d03plf and d03psf
d03pyf 15 nagf_pde_dim1_parab_coll_interp
PDEs, spatial interpolation with d03pdf/​d03pda or d03pjf/​d03pja
d03pzf 15 nagf_pde_dim1_parab_fd_interp
PDEs, spatial interpolation with d03pcf/​d03pca, d03pef, d03pff, d03phf/​d03pha, d03pkf, d03plf, d03ppf/​d03ppa, d03prf or d03psf
d03raf 18 nagf_pde_dim2_gen_order2_rectangle
General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectangular region
d03rbf 18 nagf_pde_dim2_gen_order2_rectilinear
General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectilinear region
d03rzf 18 nagf_pde_dim2_gen_order2_rectilinear_extractgrid
Extract grid data from d03rbf
d03uaf 7 nagf_pde_dim2_ellip_fd_iter
Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, one iteration
d03ubf 8 nagf_pde_dim3_ellip_fd_iter
Elliptic PDE, solution of finite difference equations by SIP, seven-point three-dimensional molecule, one iteration