Chapter 5 Differential Equations
Routines
First-Order Ordinary Differential Equations
Solution of the Initial-Value Problem for ODEs
Runge-Kutta method
, IVPRKRunge-Kutta method, various orders
, IVMRKAdams or Gear method
, IVPAGSolution of the Boundary-Value Problem for ODEs
Finite-difference method
, BVPFDMultiple-shooting method
, BVPMSSolution of the Differential-Algebraic Systems
Solves a first order differential-algebraic system of equations
, DAESLFirst-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
, IVOAMPartial Differential Equations
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
, HQSVALSolution of a PDE in Two and Three Dimensions
Two-dimensional fast Poisson solver
, FPS2HThree-dimensional fast Poisson solver
, FPS3HSturm-Liouville Problems
Eigenvalues, eigenfunctions, and spectral density functions
, SLEIGIndices of eigenvalues
, SLCNT