public void initIC(Vector <double> xarr)
{ // Initialise the solutin at time zero. This occurs only
// at the interior mesh points of xarr (and there are J-1
// of them).
vecOld = new Vector <double> (xarr.Size, xarr.MinIndex);
// Initialise at the boundaries
vecOld[vecOld.MinIndex] = pde.BCL(0.0);
vecOld[vecOld.MaxIndex] = pde.BCR(0.0);
// Now initialise values in interior of interval using
// the initial function 'IC' from the PDE
for (int j = xarr.MinIndex + 1; j <= xarr.MaxIndex - 1; j++)
{
vecOld[j] = pde.IC(xarr[j]);
}
result = vecOld;
}
public void initIC()
{ // Utility function to initialise the payoff function
currentIndex = res.MinRowIndex;
maxIndex = res.MaxRowIndex;
tprev = tnow = taxis.low;
// Initialise at the boundaries
vecOld[vecOld.MinIndex] = pde.BCL(taxis.low);
vecOld[vecOld.MaxIndex] = pde.BCR(taxis.high);
// Now initialise values in interior of interval using
// the initial function 'IC' from the PDE
for (int j = xarr.MinIndex + 1; j <= xarr.MaxIndex - 1; j++)
{
vecOld[j] = pde.IC(xarr[j]);
}
res.Row(currentIndex, vecOld);
}