NAG Fortran Library

D03 – Partial Differential Equations

D03 Chapter Introduction

Routine
Name
Mark of
Introduction

Purpose
D03EAF Example Text Example Data 7 Elliptic PDE, Laplace's equation, two-dimensional arbitrary domain
D03EBF Example Text 7 Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, iterate to convergence
D03ECF Example Text 8 Elliptic PDE, solution of finite difference equations by SIP for seven-point three-dimensional molecule, iterate to convergence
D03EDF Example Text 12 Elliptic PDE, solution of finite difference equations by a multigrid technique
D03EEF Example Text 13 Discretize a second-order elliptic PDE on a rectangle
D03FAF Example Text 14 Elliptic PDE, Helmholtz equation, three-dimensional Cartesian co-ordinates
D03MAF Example Text 7 Triangulation of plane region
D03NCF Example Text Example Data 20 Finite difference solution of the Black–Scholes equations
D03NDF Example Text Example Data 20 Analytic solution of the Black–Scholes equations
D03NEF Example Text Example Data 20 Compute average values for D03NDF
D03PCA Example Text 20 General system of parabolic PDEs, method of lines, finite differences, one space variable (thread safe)
D03PCF Example Text 15 General system of parabolic PDEs, method of lines, finite differences, one space variable
D03PDA Example Text 20 General system of parabolic PDEs, method of lines, Chebyshev C0 collocation, one space variable (thread safe)
D03PDF Example Text 15 General system of parabolic PDEs, method of lines, Chebyshev C0 collocation, one space variable
D03PEF Example Text 16 General system of first-order PDEs, method of lines, Keller box discretisation, one space variable
D03PFF Example Text 17 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 20 General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable (thread safe)
D03PHF Example Text 15 General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable
D03PJA Example Text 20 General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev C0 collocation, one space variable (thread safe)
D03PJF Example Text 15 General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev C0 collocation, one space variable
D03PKF Example Text 16 General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, one space variable
D03PLF Example Text Example Data 17 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 20 General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable (thread safe)
D03PPF Example Text 16 General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable
D03PRF Example Text 16 General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, remeshing, one space variable
D03PSF Example Text 17 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 17 Roe's approximate Riemann solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF
D03PVF 17 Osher's approximate Riemann solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF
D03PWF Example Text Example Data 18 Modified HLL Riemann solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF
D03PXF Example Text Example Data 18 Exact Riemann Solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF
D03PYF 15 PDEs, spatial interpolation with D03PDF or D03PJF
D03PZF 15 PDEs, spatial interpolation with D03PCF, D03PEF, D03PFF, D03PHF, D03PKF, D03PLF, D03PPF, D03PRF or D03PSF
D03RAF Example Text 18 General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectangular region
D03RBF Example Text 18 General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectilinear region
D03RYF 18 Check initial grid data in D03RBF
D03RZF 18 Extract grid data from D03RBF
D03UAF Example Text 7 Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, one iteration
D03UBF Example Text 8 Elliptic PDE, solution of finite difference equations by SIP, seven-point three-dimensional molecule, one iteration

Table of Contents
© The Numerical Algorithms Group Ltd, Oxford UK. 2002