Package org.drip.fdm.definition

Class EvolutionGrid1D

java.lang.Object
org.drip.fdm.definition.EvolutionGrid1D
public class EvolutionGrid1D
extends java.lang.Object
EvolutionGrid1D maintains the Time and Factor Predictor Grids R1 State Response Evolution. The References are:

  • Datta, B. N. (2010): Numerical Linear Algebra and Applications 2nd 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




Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    EvolutionGrid1D​(double[] timeArray, double[] factorPredictorArray)
    EvolutionGrid1D Constructor

  • Method Summary

    Modifier and Type Method Description
    double[] factorPredictorArray()
    Retrieve the Array of Factor Predictors
    static EvolutionGrid1D Standard​(double startTime, double timeStep, int timeNodeCount, double factorPredictorStart, double factorPredictorEnd, int factorPredictorNodeCount)
    Construct a Standard 1D Evolution Grid from the Inputs
    double[] timeArray()
    Retrieve the Array of Time Nodes

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • EvolutionGrid1D

      public EvolutionGrid1D​(double[] timeArray, double[] factorPredictorArray) throws java.lang.Exception
      EvolutionGrid1D Constructor
      Parameters:
      timeArray - Increasing Array of Time Nodes
      factorPredictorArray - Increasing Array of Factor Predictors
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • Standard

      public static final EvolutionGrid1D Standard​(double startTime, double timeStep, int timeNodeCount, double factorPredictorStart, double factorPredictorEnd, int factorPredictorNodeCount)
      Construct a Standard 1D Evolution Grid from the Inputs
      Parameters:
      startTime - Starting Time
      timeStep - Time Step Width
      timeNodeCount - Time Node Count
      factorPredictorStart - Begin Factor Predictor
      factorPredictorEnd - End Factor Predictor
      factorPredictorNodeCount - Factor Predictor Node Count
      Returns:
      Standard 1D Evolution Grid

    • timeArray

      public double[] timeArray()
      Retrieve the Array of Time Nodes
      Returns:
      Array of Time Nodes

    • factorPredictorArray

      public double[] factorPredictorArray()
      Retrieve the Array of Factor Predictors
      Returns:
      Array of Factor Predictors