Diffusion1DNumericalEvolver

java.lang.Object

org.drip.fdm.definition.SecondOrder1DNumericalEvolver

org.drip.fdm.definition.Diffusion1DNumericalEvolver

public class Diffusion1DNumericalEvolver
extends SecondOrder1DNumericalEvolver

Diffusion1DNumericalEvolver implements key Finite Difference Diffusion Schemes for R¹ State Factor Space Evolution. The References are:

Datta, B. N. (2010): Numerical Linear Algebra and Applications 2^nd Edition SIAM Philadelphia, PA
Cebeci, T. (2002): Convective Heat Transfer Horizon Publishing Hammond, IN
Crank, J., and P. Nicolson (1947): A Practical Method for Numerical Evaluation of Solutions of Partial Differential Equations of the Heat Conduction Type Proceedings of the Cambridge Philosophical Society 43 (1) 50-67
Thomas, J. W. (1995): Numerical Partial Differential Equations: Finite Difference Methods Springer-Verlag Berlin, Germany
Wikipedia (2023): Alternating-direction implicit method https://en.wikipedia.org/wiki/Alternating-direction_implicit_method
Wikipedia (2024): Crank–Nicolson method https://en.wikipedia.org/wiki/Crank%E2%80%93Nicolson_method

Module = Computational Core Module
Library = Numerical Analysis Library
Project = Numerical Solution Schemes for PDEs
Package = Finite Difference PDE Evolver Schemes

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

Diffusion1DNumericalEvolver(Diffusion1DPDE diffusion1DPDE, double factorIncrement)
Diffusion1DNumericalEvolver Constructor
Method Summary

Modifier and Type Method Description

Diffusion1DPDE diffusion1DPDE()
Retrieve the 1D Diffusion R¹ State Space Evolution PDE

Methods inherited from class org.drip.fdm.definition.SecondOrder1DNumericalEvolver
crankNicolsonDifferenceScheme, eulerBackwardDifferenceScheme, eulerForwardDifferenceScheme, secondOrder1DPDE

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- Diffusion1DNumericalEvolver
  
  public Diffusion1DNumericalEvolver(Diffusion1DPDE diffusion1DPDE, double factorIncrement) throws java.lang.Exception
  
  Diffusion1DNumericalEvolver Constructor
  
  Parameters:
  
  diffusion1DPDE - 1D Diffusion R¹ State Space Evolution PDE
  
  factorIncrement - Factor Increment
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- diffusion1DPDE
  
  public Diffusion1DPDE diffusion1DPDE()
  
  Retrieve the 1D Diffusion R¹ State Space Evolution PDE
  
  Returns:
  
  1D Diffusion R¹ State Space Evolution PDE