CNLMath : Differential Equations
Differential Equations
Functions
First Order Ordinary Differential Equations
Solution of the Initial-Value Problem for ODEs
Runge-Kutta method, ode_runge_kutta
Solution of the Initial-Value Problem for ODEs
Finite-difference method, bvp_finite_difference
Solution of Differential–Algebraic Systems
Solves a first order differential-algebraic system
of equations, differential_algebraic_eqs
First-and-Second-Order Ordinary Differential Equations
Solution of the Initial-Value Problem for ODEs
Solves an initial-value problem for a system of ODEs using a
variable order Adams method, ode_adams_krogh
Partial Differential Equations
Solution of Systems of PDEs in One Dimension
Method of lines with a Variable Gridding
Solves a system of one-dimensional time-dependent partial
differential equations using a moving-grid interface, pde_1d_mg
Method of lines with a Hermite
cubic basis, modified_method_of_lines
Solves a generalized Feynman-Kac equation on a
finite interval using Hermite quintic splines, feynman_kac
Computes the value of a Hermite quintic spline
or the value of one of its derivatives, feynman_kac_evaluate
Solution of a PDE in Two Dimensions
Fast Poisson solver, fast_poisson_2d