FdmSchemeDesc Struct Reference

#include <ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp>

Collaboration diagram for FdmSchemeDesc:

Public Types
enum	FdmSchemeType {   HundsdorferType , DouglasType , CraigSneydType , ModifiedCraigSneydType ,   ImplicitEulerType , ExplicitEulerType , MethodOfLinesType , TrBDF2Type ,   CrankNicolsonType }

Public Member Functions
	FdmSchemeDesc (FdmSchemeType type, Real theta, Real mu)

Static Public Member Functions
static FdmSchemeDesc	Douglas ()
static FdmSchemeDesc	CrankNicolson ()
static FdmSchemeDesc	ImplicitEuler ()
static FdmSchemeDesc	ExplicitEuler ()
static FdmSchemeDesc	CraigSneyd ()
static FdmSchemeDesc	ModifiedCraigSneyd ()
static FdmSchemeDesc	Hundsdorfer ()
static FdmSchemeDesc	ModifiedHundsdorfer ()
static FdmSchemeDesc	MethodOfLines (Real eps=0.001, Real relInitStepSize=0.01)
static FdmSchemeDesc	TrBDF2 ()

Public Attributes
const FdmSchemeType	type
const Real	theta
const Real	mu

Detailed Description

Definition at line 35 of file fdmbackwardsolver.hpp.

Member Enumeration Documentation

FdmSchemeType

enum FdmSchemeType

Enumerator
HundsdorferType
DouglasType
CraigSneydType
ModifiedCraigSneydType
ImplicitEulerType
ExplicitEulerType
MethodOfLinesType
TrBDF2Type
CrankNicolsonType

Definition at line 36 of file fdmbackwardsolver.hpp.

Constructor & Destructor Documentation

FdmSchemeDesc()

FdmSchemeDesc	(	FdmSchemeType	type,
		Real	theta,
		Real	mu
	)

Definition at line 43 of file fdmbackwardsolver.cpp.

Member Function Documentation

Douglas()

FdmSchemeDesc Douglas ( )

static

Definition at line 46 of file fdmbackwardsolver.cpp.

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CrankNicolson()

FdmSchemeDesc CrankNicolson ( )

static

Definition at line 48 of file fdmbackwardsolver.cpp.

ImplicitEuler()

FdmSchemeDesc ImplicitEuler ( )

static

Definition at line 70 of file fdmbackwardsolver.cpp.

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ExplicitEuler()

FdmSchemeDesc ExplicitEuler ( )

static

Definition at line 66 of file fdmbackwardsolver.cpp.

CraigSneyd()

FdmSchemeDesc CraigSneyd ( )

static

Definition at line 52 of file fdmbackwardsolver.cpp.

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ModifiedCraigSneyd()

FdmSchemeDesc ModifiedCraigSneyd ( )

static

Definition at line 54 of file fdmbackwardsolver.cpp.

Hundsdorfer()

FdmSchemeDesc Hundsdorfer ( )

static

Definition at line 58 of file fdmbackwardsolver.cpp.

ModifiedHundsdorfer()

FdmSchemeDesc ModifiedHundsdorfer ( )

static

Definition at line 62 of file fdmbackwardsolver.cpp.

MethodOfLines()

FdmSchemeDesc MethodOfLines ( Real  eps = 0.001, Real  relInitStepSize = 0.01  )

static

Definition at line 74 of file fdmbackwardsolver.cpp.

TrBDF2()

FdmSchemeDesc TrBDF2 ( )

static

Definition at line 78 of file fdmbackwardsolver.cpp.

Member Data Documentation

type

const FdmSchemeType type

Definition at line 44 of file fdmbackwardsolver.hpp.

theta

const Real theta

Definition at line 45 of file fdmbackwardsolver.hpp.

mu

const Real mu

Definition at line 45 of file fdmbackwardsolver.hpp.