NAG Fortran Library

Chapter D03

Partial Differential Equations

Chapter Introduction
D03EAF    Elliptic PDE, Laplace's equation, two-dimensional arbitrary domain
D03EBF    Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, iterate to convergence
D03ECF    Elliptic PDE, solution of finite difference equations by SIP for seven-point three-dimensional molecule, iterate to convergence
D03EDF    Elliptic PDE, solution of finite difference equations by a multigrid technique
D03EEF    Discretize a second-order elliptic PDE on a rectangle
D03FAF    Elliptic PDE, Helmholtz equation, three-dimensional Cartesian co-ordinates
D03MAF    Triangulation of plane region
D03NCF    Finite difference solution of the Black–Scholes equations
D03NDF    Analytic solution of the Black–Scholes equations
D03NEF    Compute average values for D03NDF
D03PCF    General system of parabolic PDEs, method of lines, finite differences, one space variable
D03PDF    General system of parabolic PDEs, method of lines, Chebyshev C0 collocation, one space variable
D03PEF    General system of first-order PDEs, method of lines, Keller box discretisation, one space variable
D03PFF    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
D03PHF    General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable
D03PJF    General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev C0 collocation, one space variable
D03PKF    General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, one space variable
D03PLF    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
D03PPF    General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable
D03PRF    General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, remeshing, one space variable
D03PSF    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, remeshing, one space variable
D03PUF    Roe's approximate Riemann solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF
D03PVF    Osher's approximate Riemann solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF
D03PWF    Modified HLL Riemann solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF
D03PXF    Exact Riemann Solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF
D03PYF    PDEs, spatial interpolation with D03PDF or D03PJF
D03PZF    PDEs, spatial interpolation with D03PCF, D03PEF, D03PFF, D03PHF, D03PKF, D03PLF, D03PPF, D03PRF or D03PSF
D03RAF    General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectangular region
D03RBF    General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectilinear region
D03RYF    Check initial grid data in D03RBF
D03RZF    Extract grid data from D03RBF
D03UAF    Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, one iteration
D03UBF    Elliptic PDE, solution of finite difference equations by SIP, seven-point three-dimensional molecule, one iteration

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© The Numerical Algorithms Group Ltd, Oxford UK. 2001