NAG Fortran Library

Chapter D02

Ordinary Differential Equations

Chapter Introduction
D02AGF    ODEs, boundary value problem, shooting and matching technique, allowing interior matching point, general parameters to be determined
D02BGF    ODEs, IVP, Runge–Kutta–Merson method, until a component attains given value (simple driver)
D02BHF    ODEs, IVP, Runge–Kutta–Merson method, until function of solution is zero (simple driver)
D02BJF    ODEs, IVP, Runge–Kutta method, until function of solution is zero, integration over range with intermediate output (simple driver)
D02CJF    ODEs, IVP, Adams method, until function of solution is zero, intermediate output (simple driver)
D02EJF    ODEs, stiff IVP, BDF method, until function of solution is zero, intermediate output (simple driver)
D02GAF    ODEs, boundary value problem, finite difference technique with deferred correction, simple nonlinear problem
D02GBF    ODEs, boundary value problem, finite difference technique with deferred correction, general linear problem
D02HAF    ODEs, boundary value problem, shooting and matching, boundary values to be determined
D02HBF    ODEs, boundary value problem, shooting and matching, general parameters to be determined
D02JAF    ODEs, boundary value problem, collocation and least-squares, single nth-order linear equation
D02JBF    ODEs, boundary value problem, collocation and least-squares, system of first-order linear equations
D02KAF    Second-order Sturm–Liouville problem, regular system, finite range, eigenvalue only
D02KDF    Second-order Sturm–Liouville problem, regular/singular system, finite/infinite range, eigenvalue only, user-specified break-points
D02KEF    Second-order Sturm–Liouville problem, regular/singular system, finite/infinite range, eigenvalue and eigenfunction, user-specified break-points
D02LAF    Second-order ODEs, IVP, Runge–Kutta–Nystrom method
D02LXF    Second-order ODEs, IVP, setup for D02LAF
D02LYF    Second-order ODEs, IVP, diagnostics for D02LAF
D02LZF    Second-order ODEs, IVP, interpolation for D02LAF
D02M/N Introduction
D02MVF    ODEs, IVP, DASSL method, setup for D02M–N routines
D02MZF    ODEs, IVP, interpolation for D02M–N routines, natural interpolant
D02NBF    Explicit ODEs, stiff IVP, full Jacobian (comprehensive)
D02NCF    Explicit ODEs, stiff IVP, banded Jacobian (comprehensive)
D02NDF    Explicit ODEs, stiff IVP, sparse Jacobian (comprehensive)
D02NGF    Implicit/algebraic ODEs, stiff IVP, full Jacobian (comprehensive)
D02NHF    Implicit/algebraic ODEs, stiff IVP, banded Jacobian (comprehensive)
D02NJF    Implicit/algebraic ODEs, stiff IVP, sparse Jacobian (comprehensive)
D02NMF    Explicit ODEs, stiff IVP (reverse communication, comprehensive)
D02NNF    Implicit/algebraic ODEs, stiff IVP (reverse communication, comprehensive)
D02NRF    ODEs, IVP, for use with D02M–N routines, sparse Jacobian, enquiry routine
D02NSF    ODEs, IVP, for use with D02M–N routines, full Jacobian, linear algebra set up
D02NTF    ODEs, IVP, for use with D02M–N routines, banded Jacobian, linear algebra set up
D02NUF    ODEs, IVP, for use with D02M–N routines, sparse Jacobian, linear algebra set up
D02NVF    ODEs, IVP, BDF method, setup for D02M–N routines
D02NWF    ODEs, IVP, Blend method, setup for D02M–N routines
D02NXF    ODEs, IVP, sparse Jacobian, linear algebra diagnostics, for use with D02M–N routines
D02NYF    ODEs, IVP, integrator diagnostics, for use with D02M–N routines
D02NZF    ODEs, IVP, setup for continuation calls to integrator, for use with D02M–N routines
D02PCF    ODEs, IVP, Runge–Kutta method, integration over range with output
D02PDF    ODEs, IVP, Runge–Kutta method, integration over one step
D02PVF    ODEs, IVP, setup for D02PCF and D02PDF
D02PWF    ODEs, IVP, resets end of range for D02PDF
D02PXF    ODEs, IVP, interpolation for D02PDF
D02PYF    ODEs, IVP, integration diagnostics for D02PCF and D02PDF
D02PZF    ODEs, IVP, error assessment diagnostics for D02PCF and D02PDF
D02QFF    ODEs, IVP, Adams method with root-finding (forward communication, comprehensive)
D02QGF    ODEs, IVP, Adams method with root-finding (reverse communication, comprehensive)
D02QWF    ODEs, IVP, setup for D02QFF and D02QGF
D02QXF    ODEs, IVP, diagnostics for D02QFF and D02QGF
D02QYF    ODEs, IVP, root-finding diagnostics for D02QFF and D02QGF
D02QZF    ODEs, IVP, interpolation for D02QFF or D02QGF
D02RAF    ODEs, general nonlinear boundary value problem, finite difference technique with deferred correction, continuation facility
D02SAF    ODEs, boundary value problem, shooting and matching technique, subject to extra algebraic equations, general parameters to be determined
D02TGF    nth-order linear ODEs, boundary value problem, collocation and least-squares
D02TKF    ODEs, general nonlinear boundary value problem, collocation technique
D02TVF    ODEs, general nonlinear boundary value problem, setup for D02TKF
D02TXF    ODEs, general nonlinear boundary value problem, continuation facility for D02TKF
D02TYF    ODEs, general nonlinear boundary value problem, interpolation for D02TKF
D02TZF    ODEs, general nonlinear boundary value problem, diagnostics for D02TKF
D02XJF    ODEs, IVP, interpolation for D02M–N routines, natural interpolant
D02XKF    ODEs, IVP, interpolation for D02M–N routines, C1 interpolant
D02ZAF    ODEs, IVP, weighted norm of local error estimate for D02M–N routines

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© The Numerical Algorithms Group Ltd, Oxford UK. 2001