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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2008 Andreas Gaida
Copyright (C) 2008 Ralph Schreyer
Copyright (C) 2008 Klaus Spanderen
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
#include <ql/methods/finitedifferences/meshers/fdmmesher.hpp>
#include <ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp>
#include <ql/methods/finitedifferences/utilities/fdmdirichletboundary.hpp>
#include <ql/methods/finitedifferences/utilities/fdmindicesonboundary.hpp>
namespace QuantLib {
FdmDirichletBoundary::FdmDirichletBoundary(
const ext::shared_ptr<FdmMesher>& mesher,
Real valueOnBoundary, Size direction,
FdmDirichletBoundary::Side side)
: side_(side),
valueOnBoundary_(valueOnBoundary),
indices_(FdmIndicesOnBoundary(mesher->layout(),
direction, side).getIndices()) {
if (side_ == Lower) {
xExtreme_ = mesher->locations(direction)[0];
}
else if (side_ == Upper) {
xExtreme_ = mesher
->locations(direction)[mesher->layout()->dim()[direction]-1];
}
else {
QL_FAIL("internal error");
}
}
void FdmDirichletBoundary::applyBeforeApplying(operator_type&) const {
}
void FdmDirichletBoundary::applyAfterApplying(Array& x) const {
for (std::vector<Size>::const_iterator iter = indices_.begin();
iter != indices_.end(); ++iter) {
x[*iter] = valueOnBoundary_;
}
}
void FdmDirichletBoundary::applyBeforeSolving(operator_type&,
array_type&) const {
}
void FdmDirichletBoundary::applyAfterSolving(Array& rhs) const {
this->applyAfterApplying(rhs);
}
Real FdmDirichletBoundary::applyAfterApplying(Real x, Real value) const {
return ( (side_ == Lower && x < xExtreme_)
|| (side_ == Upper && x > xExtreme_)) ? valueOnBoundary_ : value;
}
}
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