DirichletBC (3) - Linux Manuals

DirichletBC: Neumann boundary condition (i.e., constant value).

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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