A Set of Library Routines for Solving Parabolic Equations in One Space Variable

Abstract

The general design of a set of routines for parabolic equations is considered, with partmular reference to the problem defimtlon and the user mterface. The algorithm is based on the method of hnes and is restricted to one space dimension, with a simple f'mite-dtfference approximation in space The basic routine is supplied with fatrly general facilities, and two sLmpler drivers are also prowded. The solutmn of elhptm-parabolic systems is chscussed, with two examples to illustrate the treatment of difficultms The routines are available m Mark 8 of the NAG library.