Numerical PDE Solver

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
Dalgaard
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   
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