MaRiAn

Open source C++ library aimed at providing a framework for solving parabolic PDE.

Brief

Project is aimed at providing a framework for solving parabolic Partial Differential Equation, that can be used to model convection/diffusion phenomena, heat transport or even financial instrument pricing.

The name of the project refers to polish physicist Marian Smoluchowski who was a pioneer of statistical physics and the kinetic theory of matter. His pioneering works concerned existence of density fluctuations in the gas phase (which help to explain why sky is blue), Brownian Motion and theory of diffusion.

He was also avid mountaineer and watercolour painter. Below one of his works Alpine Landscape

Project is basing mostly on Modelling Derivatives in C++ J.London's book ([6]).

Compilation

Folder build contains CMake script generating Makefile. CMake script creates compilation executables basing on cpp files kept in example folder.

Documentation

Documentation was prepared using Doxygen v1.8.11 and applying css Flatly theme.

Github

Repo: https://github.com/mbrzecki/marian

Author

Maciej Brzecki