public void calculateCoefficients(Vector <double> xarr, double tprev, double tnow)
{ // Calculate the coefficients for the solver
// Explicit method
// A = Vector<double> (xarr.Size, xarr.MinIndex, 0.0);
// C = A;
// B = Vector<double> (xarr.Size, xarr.MinIndex, 1.0);
a = new Vector <double> (xarr.Size - 2, xarr.MinIndex + 1, 0.0);
bb = new Vector <double> (xarr.Size - 2, xarr.MinIndex + 1, 0.0);
c = new Vector <double> (xarr.Size - 2, xarr.MinIndex + 1, 0.0);
RHS = new Vector <double> (xarr.Size - 2, xarr.MinIndex + 1, 0.0);
double tmp1, tmp2;
double k = tnow - tprev;
double h = xarr[xarr.MinIndex + 1] - xarr[xarr.MinIndex];
for (int j = xarr.MinIndex + 1; j <= xarr.MaxIndex - 1; j++)
{
tmp1 = k * (pde.sigma(xarr[j], tprev) / (h * h));
tmp2 = k * (pde.mu(xarr[j], tprev) * 0.5 / h);
a[j] = tmp1 - tmp2;
bb[j] = 1.0 - (2.0 * tmp1) + (k * pde.b(xarr[j], tprev));
c[j] = tmp1 + tmp2;
RHS[j] = k * pde.f(xarr[j], tprev);
}
}
// Calculate the coefficient at given time point
private void calculateCoefficients(double tprev, double tnow)
{
double k = tnow - tprev; //Time step size
double dX = xarr[1] - xarr[0];
// Interior
for (int i = 0; i < xarr.Count - 1; i++)
{
c[i] = -Math.Pow(pde.sigma(xarr[i], tprev), 2) / Math.Pow(dX, 2) - pde.f(xarr[i], tprev);
A[i, i] = c[i];
if (i != xarr.Count() - 1)
{
u[i] = 0.5 * pde.mu(xarr[i], tprev) / dX + 0.5 * pde.sigma(xarr[i], tprev) / Math.Pow(dX, 2);
A[i, i + 1] = u[i];
}
if (i != 0)
{
l[i] = -0.5 * pde.mu(xarr[i], tprev) / dX + 0.5 * pde.sigma(xarr[i], tprev) / Math.Pow(dX, 2);
A[i, i - 1] = l[i];
}
}
}
// Calculate the coefficient at given time point
public void calculateCoefficients(Vector <double> xarr, double tprev, double tnow)
{
// Explicit method
a = Vector <double> .Build.Dense(xarr.Count - 1, 0.0);
bb = Vector <double> .Build.Dense(xarr.Count, 0.0);
c = Vector <double> .Build.Dense(xarr.Count - 1, 0.0);
rhs = Vector <double> .Build.Dense(xarr.Count, 0.0);
L = Matrix <double> .Build.Dense(xarr.Count, xarr.Count);
double k = tnow - tprev; //Time step size
// Interior
for (int i = 0; i < xarr.Count; i++)
{
bb[i] = 1 - k * (pde.mu(xarr[i], tprev) * beta[1][i] + pde.sigma(xarr[i], tprev) * delta[1][i]);
rhs[i] = k * pde.f(xarr[i], tprev);
if (i < xarr.Count - 1)
{
L[i, i + 1] = -k * (pde.mu(xarr[i], tprev) * beta[2][i] + pde.sigma(xarr[i], tprev) * delta[2][i]);
}
L[i, i] = bb[i];
if (i > 0)
{
L[i, i - 1] = -k * (pde.mu(xarr[i], tprev) * beta[0][i] + pde.sigma(xarr[i], tprev) * delta[0][i]);
}
}
// Boundaries
//L[0, 0] = 1 - k * (pde.mu(xarr[i], tprev) * beta[1][i] + pde.sigma(xarr[0], tprev) * delta[1][0]); ;
Console.WriteLine(L.ToString());
}
