Add intro and pdf for lognormal
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1 SUBROUTINE GDERIV ( GI, NROW, IROW, ZVAL, DGZ, MODE, DGSUB)
3 C**********************************************************************
5 C purpose:
7 C construct a collocation matrix row according to mode:
8 C mode = 1 - a row corresponding to a initial condition
9 C (i.e. at the left end of the subinterval).
10 C mode = 2 - a row corresponding to a final condition.
12 C variables:
14 C gi - the sub-block of the global bvp matrix in
15 C which the equations are to be formed.
16 C nrow - no. of rows in gi.
17 C irow - the row in gi to be used for equations.
18 C zval - z(xi)
19 C dg - the derivatives of the side condition.
21 C**********************************************************************
22 IMPLICIT REAL*8 (A-H,O-Z)
23 DIMENSION GI(NROW,1), ZVAL(1), DGZ(1), DG(40)
25 COMMON /COLORD/ KDUM, NDUM, MSTAR, KD, MMAX, M(20)
26 COMMON /COLSID/ ZETA(40), ALEFT, ARIGHT, IZETA, IDUM
27 COMMON /COLNLN/ NONLIN, ITER, LIMIT, ICARE, IGUESS
29 C... zero jacobian dg
31 DO 10 J=1,MSTAR
32 10 DG(J) = 0.D0
34 C... evaluate jacobian dg
36 CALL DGSUB (IZETA, ZVAL, DG)
38 C... evaluate dgz = dg * zval once for a new mesh
40 IF (NONLIN .EQ. 0 .OR. ITER .GT. 0) GO TO 30
41 DOT = 0.D0
42 DO 20 J = 1, MSTAR
43 20 DOT = DOT + DG(J) * ZVAL(J)
44 DGZ(IZETA) = DOT
46 C... branch according to m o d e
48 30 IF ( MODE .EQ. 2 ) GO TO 50
50 C... provide coefficients of the j-th linearized side condition.
51 C... specifically, at x=zeta(j) the j-th side condition reads
52 C... dg(1)*z(1) + ... +dg(mstar)*z(mstar) + g = 0
55 C... handle an initial condition
57 DO 40 J = 1, MSTAR
58 GI(IROW,J) = DG(J)
59 40 GI(IROW,MSTAR+J) = 0.D0
60 RETURN
62 C... handle a final condition
64 50 DO 60 J= 1, MSTAR
65 GI(IROW,J) = 0.D0
66 60 GI(IROW,MSTAR+J) = DG(J)
67 RETURN
68 END