d01anc
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One-dimensional adaptive quadrature, finite interval, sine or cosine weight functions
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d01snc
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One-dimensional adaptive quadrature, finite interval, sine or cosine weight functions, thread-safe
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d02gac
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Ordinary differential equations solver, for simple nonlinear two-point boundary value problems, using a finite difference technique with deferred correction |
d02gbc
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Ordinary differential equations solver, for general linear two-point boundary value problems, using a finite difference technique with deferred correction |
d02rac
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Ordinary differential equations solver, for general nonlinear two-point boundary value problems, using a finite difference technique with deferred correction |
d03ncc
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Finite difference solution of the Black–Scholes equations
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d03pcc
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General system of parabolic PDEs, method of lines, finite differences, one space variable
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d03phc
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General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable
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d03ppc
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General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable
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d06cbc
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Generates a sparsity pattern of a Finite Element matrix associated with a given mesh
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© The Numerical Algorithms Group Ltd, Oxford UK. 2002