Differential Equations
 
This section contains the following topics:
*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.