protected double delta_T; // Step length
public OneStepFDM(int NSteps, ODE ode)
{
this.NSteps = NSteps;
this.ode = ode;
vOld = ode.InitialCondition;
vNew = vOld;
mesh = new double[NSteps + 1];
mesh[0] = 0.0;
mesh[NSteps] = ode.Expiry;
delta_T = (mesh[NSteps] - mesh[0]) / NSteps;
for (int n = 1; n < NSteps; n++)
{
mesh[n] = mesh[n - 1] + delta_T;
Console.Write(", {0}", mesh[n]);
}
}
public ExplicitEuler(int NSteps, ODE ode) : base(NSteps, ode)
{
}
