Neumann boundary condition (i.e., constant derivative) More...

#include <ql/methods/finitedifferences/boundarycondition.hpp>

Inheritance diagram for NeumannBC:

Public Member Functions
	NeumannBC (Real value, Side side)

void	applyBeforeApplying (TridiagonalOperator &) const

void	applyAfterApplying (Array &) const

void	applyBeforeSolving (TridiagonalOperator &, Array &rhs) const

void	applyAfterSolving (Array &) const

void	setTime (Time)

Public Member Functions inherited from BoundaryCondition< TridiagonalOperator >
virtual void	applyAfterApplying (array_type &) const=0

virtual void	applyBeforeSolving (operator_type &, array_type &rhs) const=0

virtual void	applyAfterSolving (array_type &) const=0

Additional Inherited Members
Public Types inherited from BoundaryCondition< TridiagonalOperator >
enum	Side

typedef TridiagonalOperator	operator_type

typedef Operator::array_type	array_type

Detailed Description

Neumann boundary condition (i.e., constant derivative)

Warning:: The value passed must not be the value of the derivative. Instead, it must be comprehensive of the grid step between the first two points–i.e., it must be the difference between f[0] and f[1].

Member Function Documentation

void applyBeforeApplying ( TridiagonalOperator & ) const

virtual

This method modifies an operator \( L \) before it is applied to an array \( u \) so that \( v = Lu \) will satisfy the given condition.

void setTime ( Time t )

virtual

This method sets the current time for time-dependent boundary conditions.