NAG Library Chapter Contents

D03 – Partial Differential Equations

Routine
Name Mark of
Introduction
Purpose

D03EAF
Example Text
Example Data 7 nagf_pde_2d_laplace
Elliptic PDE, Laplace's equation, two-dimensional arbitrary domain

D03EBF
Example Text
Example Data
Example Plot 7 nagf_pde_2d_ellip_fd
Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, iterate to convergence

D03ECF
Example Text
Example Data
Example Plot 8 nagf_pde_3d_ellip_fd
Elliptic PDE, solution of finite difference equations by SIP for seven-point three-dimensional molecule, iterate to convergence

D03EDF
Example Text
Example Data
Example Plot 12 nagf_pde_2d_ellip_mgrid
Elliptic PDE, solution of finite difference equations by a multigrid technique

D03EEF
Example Text
Example Data
Example Plot 13 nagf_pde_2d_ellip_discret
Discretize a second-order elliptic PDE on a rectangle

D03FAF
Example Text
Example Data 14 nagf_pde_3d_ellip_helmholtz
Elliptic PDE, Helmholtz equation, three-dimensional Cartesian coordinates

D03MAF
Example Text
Example Data
Example Plot 7 nagf_pde_2d_triangulate
Triangulation of plane region

D03NCF
Example Text
Example Data
Example Plot 20 nagf_pde_1d_blackscholes_fd
Finite difference solution of the Black–Scholes equations

D03NDF
Example Text
Example Data
Example Plot 20 nagf_pde_1d_blackscholes_closed
Analytic solution of the Black–Scholes equations

D03NEF
Example Text
Example Data
Example Plot 20 nagf_pde_1d_blackscholes_means
Compute average values for D03NDF

D03PCA
Example Text
Example Data 20 nagf_pde_1d_parab_fd
General system of parabolic PDEs, method of lines, finite differences, one space variable

D03PCF
Example Text
Example Data
Example Plot 15 nagf_pde_1d_parab_fd_old
General system of parabolic PDEs, method of lines, finite differences, one space variable

D03PDA
Example Text
Example Data 20 nagf_pde_1d_parab_coll
General system of parabolic PDEs, method of lines, Chebyshev $C^0$ collocation, one space variable

D03PDF
Example Text
Example Data
Example Plot 15 nagf_pde_1d_parab_coll_old
General system of parabolic PDEs, method of lines, Chebyshev $C^0$ collocation, one space variable

D03PEF
Example Text
Example Data
Example Plot 16 nagf_pde_1d_parab_keller
General system of first-order PDEs, method of lines, Keller box discretization, one space variable

D03PFF
Example Text
Example Data 17 nagf_pde_1d_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
Example Text
Example Data 20 nagf_pde_1d_parab_dae_fd
General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable

D03PHF
Example Text
Example Data
Example Plot 15 nagf_pde_1d_parab_dae_fd_old
General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable

D03PJA
Example Text
Example Data 20 nagf_pde_1d_parab_dae_coll
General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev $C^0$ collocation, one space variable

D03PJF
Example Text
Example Data
Example Plot 15 nagf_pde_1d_parab_dae_coll_old
General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev $C^0$ collocation, one space variable

D03PKF
Example Text
Example Data
Example Plot 16 nagf_pde_1d_parab_dae_keller
General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, one space variable

D03PLF
Example Text
Example Data
Example Plot 17 nagf_pde_1d_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
Example Text
Example Data 20 nagf_pde_1d_parab_remesh_fd
General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable

D03PPF
Example Text
Example Data
Example Plot 16 nagf_pde_1d_parab_remesh_fd_old
General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable

D03PRF
Example Text
Example Data
Example Plot 16 nagf_pde_1d_parab_remesh_keller
General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, remeshing, one space variable

D03PSF
Example Text
Example Data
Example Plot 17 nagf_pde_1d_parab_convdiff_remesh
General system of convection-diffusion PDEs, coupled DAEs, method of lines, upwind scheme, remeshing, one space variable

D03PUF 17 nagf_pde_1d_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_1d_parab_euler_osher
Osher's approximate Riemann solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF

D03PWF
Example Text
Example Data
Example Plot 18 nagf_pde_1d_parab_euler_hll
Modified HLL Riemann solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF

D03PXF
Example Text
Example Data
Example Plot 18 nagf_pde_1d_parab_euler_exact
Exact Riemann solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF

D03PYF 15 nagf_pde_1d_parab_coll_interp
PDEs, spatial interpolation with D03PDF/D03PDA or D03PJF/D03PJA

D03PZF 15 nagf_pde_1d_parab_fd_interp
PDEs, spatial interpolation with D03PCF/D03PCA, D03PEF, D03PFF, D03PHF/D03PHA, D03PKF, D03PLF, D03PPF/D03PPA, D03PRF or D03PSF

D03RAF
Example Text
Example Text (SMP)
Example Data
Example Data (SMP)
Example Plot 18 nagf_pde_2d_gen_order2_rectangle
General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectangular region

D03RBF
Example Text
Example Text (SMP)
Example Data
Example Data (SMP) 18 nagf_pde_2d_gen_order2_rectilinear
General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectilinear region

D03RYF 18 nagf_pde_2d_gen_order2_checkgrid
Check initial grid data in D03RBF

D03RZF 18 nagf_pde_2d_gen_order2_rectilinear_extractgrid
Extract grid data from D03RBF

D03UAF
Example Text
Example Data
Example Plot 7 nagf_pde_2d_ellip_fd_iter
Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, one iteration

D03UBF
Example Text
Example Data
Example Plot 8 nagf_pde_3d_ellip_fd_iter
Elliptic PDE, solution of finite difference equations by SIP, seven-point three-dimensional molecule, one iteration