Package org.drip.sample.cranknicolson

Crank Nicolson Finite Difference Evolution
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    Diffusion1DDiscretizedEvolver
    Diffusion1DDiscretizedEvolver illustrates the construction and usage the Crank-Nicolson Discretized State-Space Evolution Scheme for 1D Diffusion.