Differential Equations
Routines
5.1 First-Order Ordinary Differential Equations
5.1.1 Solution of the Initial-Value Problem for ODEs
Runge-Kutta method, various orders
IVMRKAdams or Gear method
IVPAG5.1.2 Solution of the Boundary-Value Problem for ODEs
Finite-difference method
BVPFDMultiple-shooting method
BVPMS5.1.3 Solution of the Differential-Algebraic Systems
Solves a first order differential-algebraic system of equations
DAESL5.1.4 First-and-Second-Order Ordinary Differential Equations
5.1.5 Solution of the Initial-Value Problem for ODEs
Solves an initial-value problem for a system of ODEs using
a variable order Adams method
IVOAM5.2 Partial Differential Equations
5.2.1 Solution of Systems of PDEs in One Dimension
Introduction to Subroutine PDE_1D_MG
Method of lines with Variable Griddings
PDE_1D_MGMethod of lines with a Hermite cubic basis
MMOLCHSolves a generalized Feynman-Kac equation on
a finite interval using Hermite quintic splines
FEYNMAN_KACComputes the value of a Hermite quintic spline or
the value of one of its derivatives
HQSVAL5.2.2 Solution of a PDE in Two and Three Dimensions
Two-dimensional fast Poisson solver
FPS2HThree-dimensional fast Poisson solver
FPS3H5.3 Sturm-Liouville Problems
Eigenvalues, eigenfunctions, and spectral density functions
SLEIGIndices of eigenvalues
SLCNTPublished date: 03/19/2020
Last modified date: 03/19/2020