| Routine Name |
Mark of Introduction |
Purpose |
| d03ncc Example Text Example Data |
7 | nag_pde_bs_1d Finite difference solution of the Black–Scholes equations |
| d03ndc Example Text Example Data |
7 | nag_pde_bs_1d_analytic Analytic solution of the Black–Scholes equations |
| d03nec Example Text Example Data |
7 | nag_pde_bs_1d_means Compute average values for nag_pde_bs_1d_analytic (d03ndc) |
| d03pcc Example Text |
7 | nag_pde_parab_1d_fd General system of parabolic PDEs, method of lines, finite differences, one space variable |
| d03pdc Example Text |
7 | nag_pde_parab_1d_coll General system of parabolic PDEs, method of lines, Chebyshev C0 collocation, one space variable |
| d03pec Example Text |
7 | nag_pde_parab_1d_keller General system of first-order PDEs, method of lines, Keller box discretisation, one space variable |
| d03pfc Example Text |
7 | nag_pde_parab_1d_cd 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 |
| d03phc Example Text |
7 | nag_pde_parab_1d_fd_ode General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable |
| d03pjc Example Text |
7 | nag_pde_parab_1d_coll_ode General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev C0 collocation, one space variable |
| d03pkc Example Text |
7 | nag_pde_parab_1d_keller_ode General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, one space variable |
| d03plc Example Text Example Data |
7 | nag_pde_parab_1d_cd_ode 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 |
| d03ppc Example Text |
7 | nag_pde_parab_1d_fd_ode_remesh General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable |
| d03prc Example Text |
7 | nag_pde_parab_1d_keller_ode_remesh General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, remeshing, one space variable |
| d03psc Example Text |
7 | nag_pde_parab_1d_cd_ode_remesh 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 |
| d03puc | 7 | nag_pde_parab_1d_euler_roe Roe's approximate Riemann solver for Euler equations in conservative form, for use with nag_pde_parab_1d_cd (d03pfc), nag_pde_parab_1d_cd_ode (d03plc) and nag_pde_parab_1d_cd_ode_remesh (d03psc) |
| d03pvc | 7 | nag_pde_parab_1d_euler_osher Osher's approximate Riemann solver for Euler equations in conservative form, for use with nag_pde_parab_1d_cd (d03pfc), nag_pde_parab_1d_cd_ode (d03plc) and nag_pde_parab_1d_cd_ode_remesh (d03psc) |
| d03pwc Example Text Example Data |
7 | nag_pde_parab_1d_euler_hll Modified HLL Riemann solver for Euler equations in conservative form, for use with nag_pde_parab_1d_cd (d03pfc), nag_pde_parab_1d_cd_ode (d03plc) and nag_pde_parab_1d_cd_ode_remesh (d03psc) |
| d03pxc Example Text Example Data |
7 | nag_pde_parab_1d_euler_exact Exact Riemann Solver for Euler equations in conservative form, for use with nag_pde_parab_1d_cd (d03pfc), nag_pde_parab_1d_cd_ode (d03plc) and nag_pde_parab_1d_cd_ode_remesh (d03psc) |
| d03pyc | 7 | nag_pde_interp_1d_coll PDEs, spatial interpolation with nag_pde_parab_1d_coll (d03pdc) or nag_pde_parab_1d_coll_ode (d03pjc) |
| d03pzc | 7 | nag_pde_interp_1d_fd PDEs, spatial interpolation with nag_pde_parab_1d_fd (d03pcc), nag_pde_parab_1d_keller (d03pec), nag_pde_parab_1d_cd (d03pfc), nag_pde_parab_1d_fd_ode (d03phc), nag_pde_parab_1d_keller_ode (d03pkc), nag_pde_parab_1d_cd_ode (d03plc), nag_pde_parab_1d_fd_ode_remesh (d03ppc), nag_pde_parab_1d_keller_ode_remesh (d03prc) or nag_pde_parab_1d_cd_ode_remesh (d03psc) |