The FD= and FDHESSIAN= options specify the use of finite difference approximations of the derivatives. The FD= option specifies that all derivatives are approximated using function evaluations, and ...

This file implements a finite difference/finite volume scheme solving the PDE: \begin{align} \partial_t u(x,t) + \partial_x f(u(x,t)) &= 0 & \text{in }&\Omega\times[0 ...

First-order derivatives: n additional function calls are needed. Second-order derivatives based on gradient calls, when the "grd" module is specified (Dennis and Schnabel 1983): n additional gradient ...