nag_pde_parab_1d_coll (d03pdc) integrates the system of parabolic equations:

nag_pde_parab_1d_coll (d03pdc) integrates a system of linear or nonlinear parabolic partial differential equations (PDEs) in one space variable. The spatial discretisation is performed using a Chebyshev C0 collocation method, and the method of lines is employed to reduce the the PDEs to a system of ordinary differential equations (ODEs). The resulting system is solved using a backward differentiation formula method.