Differential Equations

Routines

First-Order Ordinary Differential Equations

Solution of the Initial-Value Problem for ODEs

Runge-Kutta method IVPRK

Runge-Kutta method, various orders IVMRK

Adams or Gear method IVPAG

Solution of the Boundary-Value Problem for ODEs

Finite-difference method BVPFD

Multiple-shooting method BVPMS

Solution of the Differential-Algebraic Systems

Solves a first order differential-algebraic system of equations DAESL

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 IVOAM

a variable order Adams method IVOAM

Partial Differential Equations

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

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

the value of one of its derivatives HQSVAL

Solution of a PDE in Two and Three Dimensions

Two-dimensional fast Poisson solver FPS2H

Three-dimensional fast Poisson solver FPS3H

Sturm-Liouville Problems

Eigenvalues, eigenfunctions, and spectral density functions SLEIG

Indices of eigenvalues SLCNT