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
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_2nd_order
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