backwardKolmogorovEq.hpp

#ifndef MARIAN_BACKWARDKOLMOGOROVEQ_HPP
#define MARIAN_BACKWARDKOLMOGOROVEQ_HPP

#include <utils/smartPointer.hpp>
#include <diffusion/convectionDiffusionProcess.hpp>
#include <FDM/tridiagonalSolver.hpp>
#include <FDM/schemes/fdScheme.hpp>
#include <FDM/boundaryConditions/boundaryCondition.hpp>

namespace marian {

  class BackwardKolmogorowEquation {
  public:
    BackwardKolmogorowEquation(ConvectionDiffusion process):
      process_(process) {}

    std::vector<double> solve(SmartPointer<FDScheme> scheme,
                  std::vector<double> init,
                  std::vector<SmartPointer<BoundaryCondition> > bcs,
                  std::vector<double> spatial_grid,
                  std::vector<double> time_grid);
    

    std::vector<double> solveAndSave(SmartPointer<FDScheme> scheme,
                     std::vector<double> init,
                     std::vector<SmartPointer<BoundaryCondition> > bcs,
                     std::vector<double> spatial_grid,
                     std::vector<double> time_grid,
                     std::string file_name);

    TridiagonalOperator getOperator(const std::vector<double>& sgrid);
  private:
    ConvectionDiffusion process_; 
  };
  
}  // namespace marian

#endif /* MARIAN_BACKWARDKOLMOGOROVEQ_HPP */