nag_pde_parab_1d_fd (d03pcc) integrates the system of parabolic equations:

nag_pde_parab_1d_fd (d03pcc) integrates a system of linear or nonlinear parabolic partial differential equations (PDEs) in one space variable. The spatial discretisation is performed using finite differences, and the method of lines is employed to reduce the PDEs to a system of ordinary differential equations (ODEs). The resulting system is solved using a backward differentiation formula method.