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QuantLib_DirichletBC
Langue: en
Version: 375426 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
- NAME
- SYNOPSIS
- Detailed Description
- Member Function Documentation
- void applyBeforeApplying (TridiagonalOperator &) const [virtual]This method modifies an operator $ L $ before it is applied to an array $ u $ so that $ v = Lu $ will satisfy the given condition.
- void applyAfterApplying (Array &) const [virtual]This method modifies an array $ u $ so that it satisfies the given condition.
- void applyBeforeSolving (TridiagonalOperator &, Array & rhs) const [virtual]This method modifies an operator $ L $ before the linear system $ Lu' = u $ is solved so that $ u' $ will satisfy the given condition.
- void applyAfterSolving (Array &) const [virtual]This method modifies an array $ u $ so that it satisfies the given condition.
- void setTime (Time t) [virtual]This method sets the current time for time-dependent boundary conditions.
- Author
NAME
QuantLib::DirichletBC -Neumann boundary condition (i.e., constant value).
SYNOPSIS
#include <ql/methods/finitedifferences/boundarycondition.hpp>
Inherits BoundaryCondition< TridiagonalOperator >.
Public Member Functions
DirichletBC (Real value, Side side)
void applyBeforeApplying (TridiagonalOperator &) const
void applyAfterApplying (Array &) const
void applyBeforeSolving (TridiagonalOperator &, Array &rhs) const
void applyAfterSolving (Array &) const
void setTime (Time)
Detailed Description
Neumann boundary condition (i.e., constant value).
Possible enhancements
- generalize to time-dependent conditions.
Member Function Documentation
void applyBeforeApplying (TridiagonalOperator &) const [virtual]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< TridiagonalOperator >.
void applyAfterApplying (Array &) const [virtual]This method modifies an array $ u $ so that it satisfies the given condition.
Implements BoundaryCondition< TridiagonalOperator >.
void applyBeforeSolving (TridiagonalOperator &, Array & rhs) const [virtual]This method modifies an operator $ L $ before the linear system $ Lu' = u $ is solved so that $ u' $ will satisfy the given condition.
Implements BoundaryCondition< TridiagonalOperator >.
void applyAfterSolving (Array &) const [virtual]This method modifies an array $ u $ so that it satisfies the given condition.
Implements BoundaryCondition< TridiagonalOperator >.
void setTime (Time t) [virtual]This method sets the current time for time-dependent boundary conditions.
Implements BoundaryCondition< TridiagonalOperator >.
Author
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