nag_pde_interp_1d_fd (d03pzc) interpolates in the spatial co-ordinate the solution and derivative of a system of partial differential equations (PDEs). The solution must first be computed using one of the finite difference schemes nag_pde_parab_1d_fd (d03pcc), nag_pde_parab_1d_fd_ode (d03phc) or nag_pde_parab_1d_fd_ode_remesh (d03ppc), or one of the Keller box schemes nag_pde_parab_1d_keller (d03pec), nag_pde_parab_1d_keller_ode (d03pkc) or nag_pde_parab_1d_keller_ode_remesh (d03prc)
nag_zpotrs (f07fsc) solves a complex Hermitian positive-definite system of linear equations with mul...
nag_pde_parab_1d_euler_roe (d03puc) calculates a numerical flux function using Roe’s Approximate Rie...
nag_dtrsv (f16pjc) solves a system of equations given as a real triangular matrix
nag_pde_interp_1d_coll (d03pyc) may be used in conjunction with either nag_pde_parab_1d_coll (d03pdc...
nag_pde_parab_1d_fd_ode_remesh (d03ppc) integrates a system of linear or nonlinear parabolic partial...
nag_pde_parab_1d_keller_ode_remesh (d03prc) integrates a system of linear or nonlinear, first-order,...
nag_pde_parab_1d_fd (d03pcc) integrates a system of linear or nonlinear parabolic partial differenti...
nag_pde_parab_1d_coll (d03pdc) integrates a system of linear or nonlinear parabolic partial differen...
nag_pde_parab_1d_cd_ode_remesh (d03psc) integrates a system of linear or nonlinear convection-diffus...
nag_pde_parab_1d_cd (d03pfc) integrates a system of linear or nonlinear convection-diffusion equatio...
nag_pde_parab_1d_fd_ode (d03phc) integrates a system of linear or nonlinear parabolic partial differ...
nag_pde_bs_1d (d03ncc) solves the Black–Scholes equation for financial option pricing using a finite...
nag_pde_parab_1d_cd_ode (d03plc) integrates a system of linear or nonlinear convection-diffusion equ...
nag_pde_bs_1d_analytic (d03ndc) computes an analytic solution to the Black–Scholes equation for a ce...
nag_pde_parab_1d_keller (d03pec) integrates a system of linear or nonlinear, first-order, time-depen...
nag_zpotrs (f07fsc) solves a complex Hermitian positive-definite system of linear equations with mul...
nag_pde_parab_1d_euler_roe (d03puc) calculates a numerical flux function using Roe’s Approximate Rie...
nag_dtrsv (f16pjc) solves a system of equations given as a real triangular matrix
nag_pde_interp_1d_coll (d03pyc) may be used in conjunction with either nag_pde_parab_1d_coll (d03pdc...
nag_pde_parab_1d_fd_ode_remesh (d03ppc) integrates a system of linear or nonlinear parabolic partial...
nag_pde_parab_1d_keller_ode_remesh (d03prc) integrates a system of linear or nonlinear, first-order,...
nag_pde_parab_1d_fd (d03pcc) integrates a system of linear or nonlinear parabolic partial differenti...
nag_pde_parab_1d_coll (d03pdc) integrates a system of linear or nonlinear parabolic partial differen...
nag_pde_parab_1d_cd_ode_remesh (d03psc) integrates a system of linear or nonlinear convection-diffus...
nag_pde_parab_1d_cd (d03pfc) integrates a system of linear or nonlinear convection-diffusion equatio...
nag_pde_parab_1d_fd_ode (d03phc) integrates a system of linear or nonlinear parabolic partial differ...
nag_pde_bs_1d (d03ncc) solves the Black–Scholes equation for financial option pricing using a finite...
nag_pde_parab_1d_cd_ode (d03plc) integrates a system of linear or nonlinear convection-diffusion equ...
nag_pde_bs_1d_analytic (d03ndc) computes an analytic solution to the Black–Scholes equation for a ce...
nag_pde_parab_1d_keller (d03pec) integrates a system of linear or nonlinear, first-order, time-depen...
nag_zpotrs (f07fsc) solves a complex Hermitian positive-definite system of linear equations with mul...
nag_pde_parab_1d_euler_roe (d03puc) calculates a numerical flux function using Roe’s Approximate Rie...
nag_dtrsv (f16pjc) solves a system of equations given as a real triangular matrix