| d03ncc | nag_pde_bs_1d Finite difference solution of the Black–Scholes equations |
| d03ndc | nag_pde_bs_1d_analytic Analytic solution of the Black–Scholes equations |
| d03nec | nag_pde_bs_1d_means Compute average values for d03ndc |
| d03pcc | nag_pde_parab_1d_fd General system of parabolic PDEs, method of lines, finite differences, one space variable |
| d03pdc | nag_pde_parab_1d_coll General system of parabolic PDEs, method of lines, Chebyshev C0 collocation, one space variable |
| d03pec | nag_pde_parab_1d_keller General system of first-order PDEs, method of lines, Keller box discretisation, one space variable |
| d03phc | nag_pde_parab_1d_fd_ode General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable |
| d03pjc | nag_pde_parab_1d_coll_ode General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev C0 collocation, one space variable |
| d03pkc | nag_pde_parab_1d_keller_ode General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, one space variable |
| d03ppc | nag_pde_parab_1d_fd_ode_remesh General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable |
| d03prc | nag_pde_parab_1d_keller_ode_remesh General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, remeshing, one space variable |
| d03pyc | nag_pde_interp_1d_coll PDEs, spatial interpolation with d03pdc or d03pjc |
| d03pzc | nag_pde_interp_1d_fd PDEs, spatial interpolation with d03pcc, d03pec, d03pfc, d03phc, d03pkc, d03plc, d03ppc, d03prc or d03psc |