Class implements Crank-Nicolson Scheme. More...

#include <crankNicolsonScheme.hpp>

Inheritance diagram for marian::CrankNicolsonScheme:

Public Member Functions
	CrankNicolsonScheme ()
	Constructor.

	CrankNicolsonScheme (SmartPointer< TridiagonalSolver > solver)
	Provides a solver used in implicit scheme.

void	setSolver (const SmartPointer< TridiagonalSolver > &solver) override
	Provides a solver used in implicit scheme.

std::vector< double >	solve (std::vector< double > f, const std::vector< SmartPointer< BoundaryCondition > > &bcs, const std::vector< double > &time_grid, const TridiagonalOperator &L) override
	Solves PDE defined by provided linear operator L and initial and boundary conditions. More...

std::vector< double >	solveAndSave (std::vector< double > f, const std::vector< SmartPointer< BoundaryCondition > > &bcs, const std::vector< double > &spatial_grid, const std::vector< double > &time_grid, const TridiagonalOperator &L, const std::string file_name) override
	Solves PDE defined by provided linear operator L and initial and boundary conditions. Additionally saves solution to CSV file. More...

std::string	info () const override
	Returns scheme name.

Public Member Functions inherited from marian::DCFDScheme< CrankNicolsonScheme >
virtual FDScheme *	clone () const
	Virtual copy constructor.

Public Member Functions inherited from marian::FDScheme
virtual	~FDScheme ()
	Deconstructor.

Private Attributes
SmartPointer< TridiagonalSolver >	solver_
	Sovler used in implicit step.

Detailed Description

Crank-Nicolson is a combination of the implicit method and the explicit Euler method. In each time step, two steps: explicit and implicit are performed. The Crank-Nicolson scheme is unconditionally stable and have better convergence that implicit schemes and explicit schemes alone.

Examples:: convergenceExample.cpp, EuroOptExample.cpp, and FokkerPlanckEqExample.cpp.

Member Function Documentation

std::vector< double > marian::CrankNicolsonScheme::solve	(	std::vector< double >	f,
		const std::vector< SmartPointer< BoundaryCondition > > &	bcs,
		const std::vector< double > &	time_grid,
		const TridiagonalOperator &	L
	)

overridevirtual

Parameters

f	Initial condition
bcs	Boundary conditions
time_grid	Time grid used in
L	Linear operator defining PDE

Returns: Solution in form of std::vector

Implements marian::FDScheme.

std::vector< double > marian::CrankNicolsonScheme::solveAndSave	(	std::vector< double >	f,
		const std::vector< SmartPointer< BoundaryCondition > > &	bcs,
		const std::vector< double > &	spatial_grid,
		const std::vector< double > &	time_grid,
		const TridiagonalOperator &	L,
		const std::string	file_name
	)

overridevirtual

Parameters

f	Initial condition
bcs	Boundary conditions
spatial_grid	Spatial grid corresponding to initial conditions (used only to save the solution to CSV file)
time_grid	Time grid used for time dimension of FDM
L	Linear operator defining PDE
file_name	Name of CSV file

Returns: Solution in form of std::vector

Implements marian::FDScheme.

The documentation for this class was generated from the following files:

C:/Unix/home/OEM/fdm/src/FDM/schemes/crankNicolsonScheme.hpp
C:/Unix/home/OEM/fdm/src/FDM/schemes/crankNicolsonScheme.cpp

Public Member Functions

Private Attributes

Detailed Description

Member Function Documentation