/*
Copyright (C) 2008 Srinivas Hasti
This source code is release under the BSD License.
This file is part of JQuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://jquantlib.org/
JQuantLib is free software: you can redistribute it and/or modify it
under the terms of the JQuantLib license. You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.
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.
JQuantLib is based on QuantLib. http://quantlib.org/
When applicable, the original copyright notice follows this notice.
*/
package org.jquantlib.methods.finitedifferences;
import org.jquantlib.math.matrixutilities.Array;
/**
* @author Srinivas Hasti
*
*/
public interface BoundaryCondition {
public static enum Side {
None, Upper, Lower;
}
/*
* ! This method modifies an operator \f$ L \f$ before it is applied to an
* array \f$ u \f$ so that \f$ v = Lu \f$ will satisfy the given condition.
*/
public void applyBeforeApplying(T operator);
/*
* ! This method modifies an array \f$ u \f$ so that it satisfies the given
* condition.
*/
public void applyAfterApplying(Array array);
/*
* ! This method modifies an operator \f$ L \f$ before the linear system \f$
* Lu' = u \f$ is solved so that \f$ u' \f$ will satisfy the given
* condition.
*/
public void applyBeforeSolving(T operator, Array array);
/*
* ! This method modifies an array \f$ u \f$ so that it satisfies the given
* condition.
*/
public void applyAfterSolving(Array array);
/*
* ! This method sets the current time for time-dependent boundary
* conditions.
*/
public void setTime(/*@Time*/double t);
}
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