public static interface FeynmanKac.Boundaries
Modifier and Type | Method and Description |
---|---|
void |
leftBoundaries(double time,
double[][] coefficients)
Returns the coefficient values of the left boundary conditions.
|
void |
rightBoundaries(double time,
double[][] coefficients)
Returns the coefficient values of the right boundary conditions.
|
double |
terminal(double z)
Returns the terminal condition value.
|
void leftBoundaries(double time, double[][] coefficients)
numLeftBounds
conditions specified at the left end,
. The left boundary conditions are
Time dependency of the boundary coefficients can be
controlled via method setTimeDependence
.
Use of this method will usually yield a more efficient
algorithm because some finite element matrices do not
have to be reassembled for each t
value.
time
- a double
, the time point at which the boundary
coefficients are to be evaluated.coefficients
- an output double
array of dimension
numLeftBounds
by 4 containing the computed boundary
coefficient values. The coefficients are stored row-wise according
to the matrix scheme
void rightBoundaries(double time, double[][] coefficients)
numRightBounds
conditions specified at the right end,
. The right boundary conditions are
Time dependency of the boundary coefficients can be
controlled via method setTimeDependence
.
Use of this method will usually yield a more efficient
algorithm because some finite element matrices do not
have to be reassembled for each t
value.
time
- a double
, the time point at which the boundary
coefficients are to be evaluated.coefficients
- an output double
array of dimension
numRightBounds
by 4, containing the computed
boundary coefficient values. The coefficients are stored row-wise
according to the matrix scheme
double terminal(double z)
z
- a double
scalar, the point in x-
direction,
where the terminal condition is evaluated.double
scalar, the value of the terminal condition
at point z
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Built October 13 2015.