First Order Ordinary Differential Equations

ODE Function—Adams-Gear or Runge-Kutta method.

ODEBV Function—Solves a general system of ordinary differential equations.

DEA_PETZOLD_GEAR Procedure—Solves a first order differential-algebraic system of equations, g(t, y, y') = 0, using the Petzold-Gear BDF method.

Partial Differential Equations

PDE_1D_MG Procedure—Solves a system of partial differential equations.

PDE_MOL Function—Solves a system of partial differential equations using the method of lines.

FEYNMAN_KAC Function—Solves the generalized Feynman-Kac PDE on a rectangular grid using a finite element Galerkin method.

FEYNMAN_KAC_EVALUATE Function—Computes the value of a Hermite quintic spline or the value of one of its derivatives.

POISSON2D Function—Solves Poisson’s or Helmholtz’s equation on a two-dimensional rectangle.