First Order Ordinary Differential Equations

Solution of the Initial-Value Problem for ODEs

Runge-Kutta method............................................................................... ode_runge_kutta

Adam's or Gear's method....................................................................... ode_adams_gear

Solution of the Initial-Value Problem for ODEs

Finite-difference method...................................................................... bvp_finite_difference

Solution of Differential–Algebraic Systems

Petzold-Gear method............................................................................. dea_petzold_gear

Partial Differential Equations

Solution of Systems of PDEs in One Dimension

Method of lines with a Variable
Gridding................................................................................... Introduction to pde_1d_mg

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......................................... pde_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

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