Package org.drip.fdm.definition

Class R1EvolutionSnapshot

java.lang.Object
org.drip.fdm.definition.R1EvolutionSnapshot
public class R1EvolutionSnapshot
extends java.lang.Object
R1EvolutionSnapshot maintains the time Snapshots for R1 State Factor Space 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
    R1EvolutionSnapshot​(double[] factorPredictorArray)
    R1EvolutionSnapshot Constructor

  • Method Summary

    Modifier and Type Method Description
    boolean addStateResponse​(double time, double[] stateResponseArray)
    Add the State Response Snapshot Array corresponding to the Time Node
    boolean addStateResponse​(double time, double[] stateResponseArray, double[][] timeShiftJacobian, double[] weightedNodeValueConstraintArray, double[] vonNeumannStabilityMetricArray)
    Add the State Response Snapshot Array corresponding to the Time Node
    double[] factorPredictorArray()
    Retrieve the Array of Factor Predictors
    java.util.Map<java.lang.Double,​R1StateResponseSnapshot> timeStateResponseMap()
    Retrieve the Time Map of Realized State Response Array

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • R1EvolutionSnapshot

      public R1EvolutionSnapshot​(double[] factorPredictorArray) throws java.lang.Exception
      R1EvolutionSnapshot Constructor
      Parameters:
      factorPredictorArray - Array of Factor Predictors
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • factorPredictorArray

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

    • timeStateResponseMap

      public java.util.Map<java.lang.Double,​R1StateResponseSnapshot> timeStateResponseMap()
      Retrieve the Time Map of Realized State Response Array
      Returns:
      Time Map of Realized State Response Array

    • addStateResponse

      public boolean addStateResponse​(double time, double[] stateResponseArray)
      Add the State Response Snapshot Array corresponding to the Time Node
      Parameters:
      time - Time Node
      stateResponseArray - Array of State Responses
      Returns:
      TRUE - The State Response Snapshot Array corresponding to the Time Node successfully added

    • addStateResponse

      public boolean addStateResponse​(double time, double[] stateResponseArray, double[][] timeShiftJacobian, double[] weightedNodeValueConstraintArray, double[] vonNeumannStabilityMetricArray)
      Add the State Response Snapshot Array corresponding to the Time Node
      Parameters:
      time - Time Node
      stateResponseArray - Array of State Responses
      timeShiftJacobian - State Response Factor Node Time Shift Jacobian Matrix
      weightedNodeValueConstraintArray - Weighted Node Value Constraint Array
      vonNeumannStabilityMetricArray - von-Neumann Stability Metric Array
      Returns:
      TRUE - The State Response Snapshot Array corresponding to the Time Node successfully added