d03pcf

NAG Library Routine Document d03pcf (dim1_parab_fd_old): d03pcf/d03pca integrates a system of linear or nonlinear parabolic partial differential equations (PDEs) in one space variable. The spatial discretization 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. d03pca is a version of d03pcf that has additional arguments in order to make it safe for use in multithreaded applications (see Section 5).