# Re: [R] PDE

From: Ravi Varadhan <rvaradhan_at_jhmi.edu>
Date: Wed 27 Sep 2006 - 17:56:09 GMT

What is the PDE that you are trying to solve? Is it parabolic/hyperbolic/elliptical/somethingelse? Is it linear/nonlinear?

If time is one of the independent variables, you can transform the PDE into an initial value problem (system of ODEs) by using finite difference approximations of the partial derivatives of other independent variables (typically, these are spatial coordinates). Starting with an initial set of values on a grid of points (also known as initial conditions, which are part of the problem specification), you update them at different times, using fixed or varying time steps.

R has very limited functionality for handling differential equations. So, you should look for FORTRAN libraries, from which you can create DLLs to be used in R.

Hope this help,
Ravi.

Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan@jhmi.edu

Dear all,
Does any know how to solve PDE with R? The archive list refers to the use of ODE if PDE are parabolic. I am not a mathematician and this does
not mean anything for me!
help would be very appreciated.
Many thanks

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Received on Thu Sep 28 04:05:26 2006

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