Chapter 9Partial differential equations
Partial differential equations (PDEs) arise in all fields of science and engineering. In contrast to ordinary differential equations, they involve more than one independent variable, often time and one or more position variables, or several spatial variables.
The most common approach to solving PDEs numerically is the method of lines: one discretizes the spatial derivatives and leaves the time variable continuous. This leads to a system of ordinary differential equations to which one of the methods discussed in the previous chapter for initial value ODEs can be applied.
R has three packages, ReacTran
, deSolve
, and rootSolve
, that together contain most of the tools needed to solve most commonly encountered ...
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