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