Package org.drip.fdm.definition

Finite Difference PDE Evolver Schemes

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
Diffusion1DNumericalEvolver	Diffusion1DNumericalEvolver implements key Finite Difference Diffusion Schemes for R1 State Factor Space Evolution.
Diffusion1DPDE	Diffusion1DPDE implements the Evolution of R1 State Factor Space Response using the Diffusion PDE.
EvolutionGrid1D	EvolutionGrid1D maintains the Time and Factor Predictor Grids R1 State Response Evolution.
R1EvolutionSnapshot	R1EvolutionSnapshot maintains the time Snapshots for R1 State Factor Space Evolution.
R1StateResponseSnapshot	R1StateResponseSnapshot maintains the R1 State Factor Space Snapshot.
R1StateResponseSnapshotDiagnostics	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.
SecondOrder1DNumericalEvolver	SecondOrder1DNumericalEvolver implements key Second Order Finite Difference Schemes for R1 State Factor Space Evolution.
SecondOrder1DPDE	SecondOrder1DPDE implements the Evolution of R1 State Factor Space Response using a Second Order PDE.