Mixed (explicit/implicit) scheme for finite difference methods. More...
#include <ql/methods/finitedifferences/mixedscheme.hpp>
Public Types | |
typedef OperatorTraits< Operator > | traits |
typedef traits::operator_type | operator_type |
typedef traits::array_type | array_type |
typedef traits::bc_set | bc_set |
typedef traits::condition_type | condition_type |
Public Member Functions | |
MixedScheme (const operator_type &L, Real theta, const bc_set &bcs) | |
void | step (array_type &a, Time t) |
void | setStep (Time dt) |
Protected Attributes | |
operator_type | L_ |
operator_type | I_ |
operator_type | explicitPart_ |
operator_type | implicitPart_ |
Time | dt_ |
Real | theta_ |
bc_set | bcs_ |
Mixed (explicit/implicit) scheme for finite difference methods.
In this implementation, the passed operator must be derived from either TimeConstantOperator or TimeDependentOperator. Also, it must implement at least the following interface: