24#ifndef quantlib_explicit_euler_hpp
25#define quantlib_explicit_euler_hpp
65 template <
class Operator>
77 const std::vector<ext::shared_ptr<bc_type> >& bcs)
Abstract boundary condition class for finite difference problems.
Forward Euler scheme for finite difference methods
traits::operator_type operator_type
ExplicitEuler(const operator_type &L, const std::vector< ext::shared_ptr< bc_type > > &bcs)
traits::condition_type condition_type
OperatorTraits< Operator > traits
traits::array_type array_type
Mixed (explicit/implicit) scheme for finite difference methods.
std::vector< ext::shared_ptr< bc_type > > bc_set
Operator::array_type array_type
condition to be applied at every time step
Mixed (explicit/implicit) scheme for finite difference methods.