6.8 D02 Ordinary Differential Equations

d02 - Ordinary Differential Equations

Routine Name Mark of Introduction Purpose
Ordinary differential equation solver using a variable-order variable-step Adams method (Black Box)
d02ejc 3 nag_ode_ivp_bdf_gen
Ordinary differential equations solver, stiff, initial value problems using the Backward Differentiation Formulae
d02gac 3 nag_ode_bvp_fd_nonlin_fixedbc
Ordinary differential equations solver, for simple nonlinear two-point boundary value problems, using a finite difference technique with deferred correction
d02gbc 3 nag_ode_bvp_fd_lin_gen
Ordinary differential equations solver, for general linear two-point boundary value problems, using a finite difference technique with deferred correction
d02mcc 9 nag_dae_ivp_dassl_cont
DASSL method continuation resetting function
d02mwc 9 nag_dae_ivp_dassl_setup
Implicit ordinary differential equations/DAEs, initial value problem, setup for nag_dae_ivp_dassl_gen (d02nec)
d02nec 9 nag_dae_ivp_dassl_gen
Implicit ordinary differential equations/DAEs, initial value problem, DASSL method integrator
d02npc 9 nag_dae_ivp_dassl_linalg
Implicit ordinary differential equations/DAEs, initial value problem linear algebra setup routine for nag_dae_ivp_dassl_gen (d02nec)
d02pcc 3 nag_ode_ivp_rk_range
Ordinary differential equations solver, initial value problems over a range using Runge-Kutta methods
Note: this function is scheduled for withdrawal at Mark 26, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
d02pdc 3 nag_ode_ivp_rk_onestep
Ordinary differential equations solver, initial value problems, one time step using Runge-Kutta methods
Note: this function is scheduled for withdrawal at Mark 26, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
d02pec 24 nag_ode_ivp_rkts_range
Ordinary differential equations, initial value problem, Runge–Kutta method, integration over range with output
d02pfc 24 nag_ode_ivp_rkts_onestep
Ordinary differential equations, initial value problem, Runge–Kutta method, integration over one step
d02ppc 3 nag_ode_ivp_rk_free
Freeing function for use with the Runge-Kutta suite (nag_ode_ivp_rk_range (d02pcc), nag_ode_ivp_rk_onestep (d02pdc), nag_ode_ivp_rk_setup (d02pvc), nag_ode_ivp_rk_reset_tend (d02pwc), nag_ode_ivp_rk_interp (d02pxc) andnag_ode_ivp_rk_errass (d02pzc))
Note: this function is scheduled for withdrawal at Mark 26, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
d02pqc 24 nag_ode_ivp_rkts_setup
Ordinary differential equations, initial value problem, setup for nag_ode_ivp_rkts_range (d02pec) and nag_ode_ivp_rkts_onestep (d02pfc)
d02prc 24 nag_ode_ivp_rkts_reset_tend
Ordinary differential equations, initial value problem, resets end of range for nag_ode_ivp_rkts_onestep (d02pfc)
d02psc 24 nag_ode_ivp_rkts_interp
Ordinary differential equations, initial value problem, interpolation for nag_ode_ivp_rkts_onestep (d02pfc)
d02ptc 24 nag_ode_ivp_rkts_diag
Ordinary differential equations, initial value problem, integration diagnostics for nag_ode_ivp_rkts_range (d02pec) and nag_ode_ivp_rkts_onestep (d02pfc)
d02puc 24 nag_ode_ivp_rkts_diag
Ordinary differential equations, initial value problem, integration diagnostics for nag_ode_ivp_rkts_range (d02pec) and nag_ode_ivp_rkts_onestep (d02pfc)
d02pvc 3 nag_ode_ivp_rk_setup
Setup function for use with nag_ode_ivp_rk_range (d02pcc) and/or nag_ode_ivp_rk_onestep (d02pdc)
Note: this function is scheduled for withdrawal at Mark 26, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
d02pwc 3 nag_ode_ivp_rk_reset_tend
A function to re-set the end point following a call to nag_ode_ivp_rk_onestep (d02pdc)
Note: this function is scheduled for withdrawal at Mark 26, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
d02pxc 3 nag_ode_ivp_rk_interp
Ordinary differential equations solver, computes the solution by interpolation anywhere on an integration step taken by nag_ode_ivp_rk_onestep (d02pdc)
Note: this function is scheduled for withdrawal at Mark 26, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
d02pzc 3 nag_ode_ivp_rk_errass
A function to provide global error assessment during an integration with either nag_ode_ivp_rk_range (d02pcc) or nag_ode_ivp_rk_onestep (d02pdc)
Note: this function is scheduled for withdrawal at Mark 26, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
Ordinary differential equation solver using Adams method (sophisticated use)
Setup function for nag_ode_ivp_adams_roots (d02qfc)
Freeing function for use with nag_ode_ivp_adams_roots (d02qfc)
Interpolation function for use with nag_ode_ivp_adams_roots (d02qfc)
d02rac 3 nag_ode_bvp_fd_nonlin_gen
Ordinary differential equations solver, for general nonlinear two-point boundary value problems, using a finite difference technique with deferred correction
d02tlc 24 nag_ode_bvp_coll_nlin_solve
Ordinary differential equations, general nonlinear boundary value problem, collocation technique
d02tvc 24 nag_ode_bvp_coll_nlin_setup
Ordinary differential equations, general nonlinear boundary value problem, setup for nag_ode_bvp_coll_nlin_solve (d02tlc)
d02txc 24 nag_ode_bvp_coll_nlin_contin
Ordinary differential equations, general nonlinear boundary value problem, continuation facility for nag_ode_bvp_coll_nlin_solve (d02tlc)
d02tyc 24 nag_ode_bvp_coll_nlin_interp
Ordinary differential equations, general nonlinear boundary value problem, interpolation for nag_ode_bvp_coll_nlin_solve (d02tlc)
d02tzc 24 nag_ode_bvp_coll_nlin_diag
Ordinary differential equations, general nonlinear boundary value problem, diagnostics for nag_ode_bvp_coll_nlin_solve (d02tlc)
d02uac 23 nag_ode_bvp_ps_lin_coeffs
Coefficients of Chebyshev interpolating polynomial from function values on Chebyshev grid
d02ubc 23 nag_ode_bvp_ps_lin_cgl_vals
Function or low-order-derivative values on Chebyshev grid from coefficients of Chebyshev interpolating polynomial
d02ucc 23 nag_ode_bvp_ps_lin_cgl_grid
Chebyshev Gauss–Lobatto grid generation
d02udc 23 nag_ode_bvp_ps_lin_cgl_deriv
Differentiate a function by the FFT using function values on Chebyshev grid
d02uec 23 nag_ode_bvp_ps_lin_solve
Solve linear constant coefficient boundary value problem on Chebyshev grid, Integral formulation
d02uwc 23 nag_ode_bvp_ps_lin_grid_vals
Interpolate a function from Chebyshev grid to uniform grid using barycentric Lagrange interpolation