[R] Numerical PDE Solver

Tolga Uzuner tolga at coubros.com
Sun May 22 11:27:12 CEST 2005

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

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

Tolga Uzuner <tolga at 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 at biostat.ku.dk)             FAX: (+45) 35327907

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