RE: [R] Numerical PDE Solver

From: Tolga Uzuner <tolga_at_coubros.com>
Date: Sun 22 May 2005 - 19:27:12 EST


Thanks. I was thinking of something like Crank-Nicolson ?

-----Original Message-----
From: pd@pubhealth.ku.dk [mailto:pd@pubhealth.ku.dk] On Behalf Of Peter Dalgaard
Sent: 21 May 2005 11:53
To: tolga@coubros.com
Cc: r-help@stat.math.ethz.ch
Subject: Re: [R] Numerical PDE Solver

Tolga Uzuner <tolga@coubros.com> writes:

> Is there a package in R which implements numerically solves pde ?
> Thanks,
> Tolga

Not that I know of. What kind? Parabolic PDEs can be fairly easily converted to ODEs by the method of lines.

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk)             FAX: (+45) 35327907

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Received on Sun May 22 19:30:54 2005

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