Differential Equations
This section contains the following topics:
First Order Ordinary Differential Equations
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_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.
POISSON2D Function—Solves Poisson’s or Helmholtz’s equation on a two-dimensional rectangle.