Package org.drip.fdm.definition

Class R1StateResponseSnapshotDiagnostics

java.lang.Object

org.drip.fdm.definition.R1StateResponseSnapshot

org.drip.fdm.definition.R1StateResponseSnapshotDiagnostics

public class R1StateResponseSnapshotDiagnostics
extends R1StateResponseSnapshot

R1StateResponseSnapshotDiagnostics augments R1StateResponseSnapshot by collecting additional Snapshot Diagnostics, i.e., State Response Time-shift Jacobian, the State Response array, and the von-Newmann stability metric array. 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
R1StateResponseSnapshotDiagnostics(double[] realizationArray, double[][] timeShiftJacobian, double[] weightedNodeValueConstraintArray, double[] vonNeumannStabilityMetricArray)	Construct an Instance of R1StateResponseSnapshotDiagnostics from the Inputs

Method Summary

Modifier and Type	Method	Description
double[][]	timeShiftJacobian()	Retrieve the State Response Factor Node Time Shift Jacobian Matrix
double[]	vonNeumannStabilityMetricArray()	Retrieve the von-Neumann Stability Metric Array
double[]	weightedNodeValueConstraintArray()	Retrieve the Weighted Node Value Constraint Array

Methods inherited from class org.drip.fdm.definition.R1StateResponseSnapshot

realizationArray

Methods inherited from class java.lang.Object

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

Constructor Details

R1StateResponseSnapshotDiagnostics

public R1StateResponseSnapshotDiagnostics(double[] realizationArray,
double[][] timeShiftJacobian,
double[] weightedNodeValueConstraintArray,
double[] vonNeumannStabilityMetricArray)
                                   throws java.lang.Exception

Construct an Instance of R1StateResponseSnapshotDiagnostics from the Inputs

Parameters:

realizationArray - Array of State Response Realizations

timeShiftJacobian - State Response Factor Node Time Shift Jacobian Matrix

weightedNodeValueConstraintArray - Weighted Node Value Constraint Array

vonNeumannStabilityMetricArray - von-Neumann Stability Metric Array

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Details

timeShiftJacobian

public double[][] timeShiftJacobian()

Retrieve the State Response Factor Node Time Shift Jacobian Matrix

Returns:

State Response Factor Node Time Shift Jacobian Matrix

weightedNodeValueConstraintArray

public double[] weightedNodeValueConstraintArray()

Retrieve the Weighted Node Value Constraint Array

Returns:

Weighted Node Value Constraint Array

vonNeumannStabilityMetricArray

public double[] vonNeumannStabilityMetricArray()

Retrieve the von-Neumann Stability Metric Array

Returns:

von-Neumann Stability Metric Array