NeumannBC Class Reference

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 override
void	applyAfterApplying (Array &) const override
void	applyBeforeSolving (TridiagonalOperator &, Array &rhs) const override
void	applyAfterSolving (Array &) const override
void	setTime (Time) override

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

applyBeforeApplying()

void applyBeforeApplying ( TridiagonalOperator & ) const

overridevirtual

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

Implements BoundaryCondition< TridiagonalOperator >.

applyAfterApplying()

void applyAfterApplying ( Array & ) const

overridevirtual

This method modifies an array \( u \) so that it satisfies the given condition.

Implements BoundaryCondition< TridiagonalOperator >.

applyBeforeSolving()

void applyBeforeSolving ( TridiagonalOperator & , Array & rhs ) const

overridevirtual

This method modifies an operator \( L \) before the linear system \( Lu' = u \) is solved so that \( u' \) will satisfy the given condition.

Implements BoundaryCondition< TridiagonalOperator >.

applyAfterSolving()

void applyAfterSolving ( Array & ) const

overridevirtual

This method modifies an array \( u \) so that it satisfies the given condition.

Implements BoundaryCondition< TridiagonalOperator >.

setTime()

void setTime ( Time t )

overridevirtual

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

Implements BoundaryCondition< TridiagonalOperator >.