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Numerical Algorithms Group
NAG Toolbox for MATLAB

  • D03 Introduction
  • d03ea – Elliptic PDE, Laplace's equation, two-dimensional arbitrary domain
  • d03eb – Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, iterate to convergence
  • d03ec – Elliptic PDE, solution of finite difference equations by SIP for seven-point three-dimensional molecule, iterate to convergence
  • d03ed – Elliptic PDE, solution of finite difference equations by a multigrid technique
  • d03ee – Discretize a second-order elliptic PDE on a rectangle
  • d03fa – Elliptic PDE, Helmholtz equation, three-dimensional Cartesian co-ordinates
  • d03ma – Triangulation of plane region
  • d03nc – Finite difference solution of the Black–Scholes equations
  • d03nd – Analytic solution of the Black–Scholes equations
  • d03ne – Compute average values for d03nd
  • d03pc – General system of parabolic PDEs, method of lines, finite differences, one space variable
  • d03pd – General system of parabolic PDEs, method of lines, Chebyshev C^0 collocation, one space variable
  • d03pe – General system of first-order PDEs, method of lines, Keller box discretisation, one space variable
  • d03pf – 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
  • d03ph – General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable
  • d03pj – General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev C^0 collocation, one space variable
  • d03pk – General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, one space variable
  • d03pl – 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
  • d03pp – General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable
  • d03pr – General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, remeshing, one space variable
  • d03ps – 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
  • d03pu – Roe's approximate Riemann solver for Euler equations in conservative form, for use with d03pf, d03pl and d03ps
  • d03pv – Osher's approximate Riemann solver for Euler equations in conservative form, for use with d03pf, d03pl and d03ps
  • d03pw – Modified HLL Riemann solver for Euler equations in conservative form, for use with d03pf, d03pl and d03ps
  • d03px – Exact Riemann Solver for Euler equations in conservative form, for use with d03pf, d03pl and d03ps
  • d03py – PDEs, spatial interpolation with d03pd or d03pj
  • d03pz – PDEs, spatial interpolation with d03pc, d03pe, d03pf, d03ph, d03pk, d03pl, d03pp, d03pr or d03ps
  • d03ra – General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectangular region
  • d03rb – General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectilinear region
  • d03ry – Check initial grid data in d03rb
  • d03rz – Extract grid data from d03rb
  • d03ua – Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, one iteration
  • d03ub – Elliptic PDE, solution of finite difference equations by SIP, seven-point three-dimensional molecule, one iteration