Package org.drip.sample.cranknicolson

Class Diffusion1DDiscretizedEvolver

java.lang.Object
org.drip.sample.cranknicolson.Diffusion1DDiscretizedEvolver
public class Diffusion1DDiscretizedEvolver
extends java.lang.Object
Diffusion1DDiscretizedEvolver illustrates the construction and usage the Crank-Nicolson Discretized State-Space Evolution Scheme for 1D Diffusion. 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
    Diffusion1DDiscretizedEvolver()  

  • Method Summary

    Modifier and Type Method Description
    static void main​(java.lang.String[] argumentArray)
    Entry Point

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • Diffusion1DDiscretizedEvolver

      public Diffusion1DDiscretizedEvolver()

  • Method Details

    • main

      public static final void main​(java.lang.String[] argumentArray) throws java.lang.Exception
      Entry Point
      Parameters:
      argumentArray - Command Line Argument Array
      Throws:
      java.lang.Exception - Thrown on Error/Exception Situation