FNLMath : Differential Equations
Differential Equations
Routines
5.1 First-Order Ordinary Differential Equations
5.1.1 Solution of the Initial-Value Problem for ODEs
Runge-Kutta method IVPRK
Runge-Kutta method, various orders IVMRK
Adams or Gear method IVPAG
5.1.2 Solution of the Boundary-Value Problem for ODEs
Finite-difference method BVPFD
Multiple-shooting method BVPMS
5.1.3 Solution of the Differential-Algebraic Systems
Solves a first order differential-algebraic system of equations DAESL
5.1.4 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 IVOAM
5.2 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_MG
Method of lines with a Hermite cubic basis MMOLCH
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 HQSVAL
5.2.2 Solution of a PDE in Two and Three Dimensions
Two-dimensional fast Poisson solver FPS2H
Three-dimensional fast Poisson solver FPS3H
5.3 Sturm-Liouville Problems
Eigenvalues, eigenfunctions, and spectral density functions SLEIG
Indices of eigenvalues SLCNT
Published date: 03/19/2020
Last modified date: 03/19/2020