IMSL Fortran Math Library
 
Chapter 5 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
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
Computes the value of a Hermite quintic spline or
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