[R] PDE

[Christophe Nguyen]

Dear Ravi,
Many thanks for your help. I guess the PDE I am interested in is 
parabolic: it is a diffusion+advection equation: dc/dt=D d2c/dx2 + vdc/dx
Do you mean that I have to solve D d2c/dx2 + vdc/dx=0 for  each time 
step, taking as initial condition at step n+1 the value of c at step n?
Does the ODE package sollve second order differential equation?
Best regards,
Chris

Ravi Varadhan wrote:
> 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.
>
> ----------------------------------------------------------------------------
> -------
>
> 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
>
>  
>
> ----------------------------------------------------------------------------
> --------
>
> -----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
>
>   

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Christophe NGUYEN

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