Partial differential equation

[morteza naji]

I am trying to solve a Partial differential equation using finite difference method in c++. is there any library to use for solving PDE in c++

[lastchance]

Not in the standard library.

Which particular PDE are you looking to solve?

[morteza naji]

I am looking for a solution to solve the following PDE:
A*∂2p/∂x^2+B*∂2p/∂y^2+q=C*∂P/∂t

I used finite difference to solve it, when I increase a number of block, it takes too long time. so I am looking for a library to solve this PDE in c++.

[lastchance]

It's a 2-d diffusion equation (if A, B, C are positive). Look up Crank-Nicolson method. You would solve it by the alternating-direction-implicit method. It makes repeated use of a tridiagonal matrix algorithm (in each direction).