QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <fdmtimedepdirichletboundary.hpp>
Public Types | |
typedef FdmLinearOp | operator_type |
typedef FdmLinearOp::array_type | array_type |
typedef BoundaryCondition< FdmLinearOp >::Side | Side |
Public Types inherited from BoundaryCondition< FdmLinearOp > | |
enum | Side |
typedef FdmLinearOp | operator_type |
typedef Operator::array_type | array_type |
Public Member Functions | |
FdmTimeDepDirichletBoundary (const ext::shared_ptr< FdmMesher > &mesher, ext::function< Real(Real)> valueOnBoundary, Size direction, Side side) | |
FdmTimeDepDirichletBoundary (const ext::shared_ptr< FdmMesher > &mesher, ext::function< Array(Real)> valueOnBoundary, Size direction, Side side) | |
void | setTime (Time) override |
void | applyBeforeApplying (operator_type &) const override |
void | applyBeforeSolving (operator_type &, array_type &) const override |
void | applyAfterApplying (array_type &) const override |
void | applyAfterSolving (array_type &) const override |
Public Member Functions inherited from BoundaryCondition< FdmLinearOp > | |
virtual | ~BoundaryCondition ()=default |
virtual void | applyBeforeApplying (operator_type &) const=0 |
virtual void | applyAfterApplying (array_type &) const=0 |
virtual void | applyBeforeSolving (operator_type &, array_type &rhs) const=0 |
virtual void | applyAfterSolving (array_type &) const=0 |
virtual void | setTime (Time t)=0 |
Private Attributes | |
const std::vector< Size > | indices_ |
const ext::function< Real(Real)> | valueOnBoundary_ |
const ext::function< Array(Real)> | valuesOnBoundary_ |
Array | values_ |
Definition at line 37 of file fdmtimedepdirichletboundary.hpp.
typedef FdmLinearOp operator_type |
Definition at line 40 of file fdmtimedepdirichletboundary.hpp.
typedef FdmLinearOp::array_type array_type |
Definition at line 41 of file fdmtimedepdirichletboundary.hpp.
typedef BoundaryCondition<FdmLinearOp>::Side Side |
Definition at line 42 of file fdmtimedepdirichletboundary.hpp.
FdmTimeDepDirichletBoundary | ( | const ext::shared_ptr< FdmMesher > & | mesher, |
ext::function< Real(Real)> | valueOnBoundary, | ||
Size | direction, | ||
Side | side | ||
) |
Definition at line 33 of file fdmtimedepdirichletboundary.cpp.
FdmTimeDepDirichletBoundary | ( | const ext::shared_ptr< FdmMesher > & | mesher, |
ext::function< Array(Real)> | valueOnBoundary, | ||
Size | direction, | ||
Side | side | ||
) |
Definition at line 41 of file fdmtimedepdirichletboundary.cpp.
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overridevirtual |
This method sets the current time for time-dependent boundary conditions.
Implements BoundaryCondition< FdmLinearOp >.
Definition at line 49 of file fdmtimedepdirichletboundary.cpp.
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overridevirtual |
This method modifies an operator \( L \) before it is applied to an array \( u \) so that \( v = Lu \) will satisfy the given condition.
Implements BoundaryCondition< FdmLinearOp >.
Definition at line 55 of file fdmtimedepdirichletboundary.hpp.
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override |
Definition at line 56 of file fdmtimedepdirichletboundary.hpp.
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override |
Definition at line 59 of file fdmtimedepdirichletboundary.cpp.
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override |
Definition at line 69 of file fdmtimedepdirichletboundary.cpp.
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private |
Definition at line 61 of file fdmtimedepdirichletboundary.hpp.
Definition at line 62 of file fdmtimedepdirichletboundary.hpp.
Definition at line 63 of file fdmtimedepdirichletboundary.hpp.
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private |
Definition at line 65 of file fdmtimedepdirichletboundary.hpp.