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: [EMAIL PROTECTED] > > Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html > > > > ---------------------------------------------------------------------------- > -------- > > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of Christophe Nguyen > Sent: Wednesday, September 27, 2006 10:39 AM > To: r-help@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 71, avenue Edouard Bourlaux, BP 81 33883 Villenave d'Ornon, FRANCE Tel : 00 33 (0)5 57 12 25 07 Fax : 00 33 (0)5 57 12 25 15 email : [EMAIL PROTECTED] page infoservice: http://www.bordeaux.inra.fr/tcem __________m°O°m____________________________________ ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.