[R] PDE

[Ravi Varadhan]

Hi Christophe,

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.

----------------------------------------------------------------------------
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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 at jhmi.edu

Webpage:  http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html

 

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-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Christophe Nguyen
Sent: Wednesday, September 27, 2006 10:39 AM
To: r-help at stat.math.ethz.ch
Subject: [R] PDE

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

-- 
___________________________________________________

Christophe NGUYEN

UMR 1220 INRA-ENITAB
Transfert sol-plante et cycle des éléments minéraux
dans les écosystèmes cultivés"

Centre INRA de Bordeaux-Aquitaine
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Tel : 00 33 (0)5 57 12 25 07
Fax : 00 33 (0)5 57 12 25 15

email : Christophe.Nguyen at bordeaux.inra.fr
page infoservice: http://www.bordeaux.inra.fr/tcem

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