/*
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.
*/
/*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
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
. 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.
*/
package org.jquantlib.methods.finitedifferences;
import org.jquantlib.math.matrixutilities.Array;
/**
* Neumann boundary condition (i.e., constant value)
*
* @category findiff
*
* @author Srinivas Hasti
*/
public class DirichletBC implements BoundaryCondition {
private final /* @Real */double value;
private final Side side;
public DirichletBC(final double value, final Side side) {
this.value = value;
this.side = side;
}
@Override
public void applyAfterApplying(final Array u) {
switch (side) {
case Lower:
u.set(0, value);
break;
case Upper:
u.set(u.size() - 1, value);
break;
default:
throw new IllegalStateException("unknown side for Neumann boundary condition");
}
}
@Override
public void applyAfterSolving(final Array array) {
}
@Override
public void applyBeforeApplying(final TridiagonalOperator operator) {
switch (side) {
case Lower:
operator.setFirstRow(1.0, 0.0);
break;
case Upper:
operator.setLastRow(0.0, 1.0);
break;
default:
throw new IllegalStateException("unknown side for Neumann boundary condition");
}
}
@Override
public void applyBeforeSolving(final TridiagonalOperator operator, final Array rhs) {
switch (side) {
case Lower:
operator.setFirstRow(1.0, 0.0);
rhs.set(0, value);
break;
case Upper:
operator.setLastRow(0.0, 1.0);
rhs.set(rhs.size() - 1, value);
break;
default:
throw new IllegalStateException("unknown side for Neumann boundary condition");
}
}
@Override
public void setTime(final double t) {
}
}
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