MathPDE: A Package to Solve PDEs by Finite Differences

A package for solving time-dependent partial differential equations (PDEs), MathPDE, is presented. It implements finitedifference methods. After making a sequence of symbolic transformations on the PDE and its initial and boundary conditions, MathPDE automatically generates a problem-specific set of Mathematica functions to solve the numerical problem, which is essentially a system of algebraic equations. MathPDE then internally calls MathCode, a Mathematica-to-C++ code generator, to generate a C++ program for solving the algebraic problem, and compiles it into an executable that can be run via MathLink. When the algebraic system is nonlinear, the Newton– Raphson method is used and SuperLU, a library for sparse systems, is used for matrix operations. This article discusses the wide range of PDEs that can be handled by MathPDE, the accuracy of the finite-difference schemes used, and importantly, the ability to handle both regular and irregular spatial domains. Since a standalone C++ program is generated to compute the numerical solution, the package offers portability.