public FokkerPlanck(ModelConfig modelConfig,
Func <double, double> p_upper, Func <double, double> p_lower)
{
m_stepsX = modelConfig.Grid.StepsX;
m_stepsT = modelConfig.Grid.StepsT;
m_xMin = modelConfig.Grid.XMin;
m_xMax = modelConfig.Grid.XMax;
m_tMax = modelConfig.Grid.TMax;
m_dx = modelConfig.Grid.Dx;
m_dt = modelConfig.Grid.Dt;
m_drift = modelConfig.Model.Drift;
m_diffusion = modelConfig.Model.Diffusion;
m_density = new double[m_stepsT][];
m_t = new double[m_stepsT];
for (int iTime = 0; iTime < m_stepsT; iTime++)
{
m_t[iTime] = iTime * m_dt;
}
m_x = new double[m_stepsX];
for (int iStepX = 0; iStepX < m_stepsX; iStepX++)
{
m_x[iStepX] = m_xMin + iStepX * m_dx;
}
m_A = new double[m_stepsT][];
m_dAdX = new double[m_stepsT][];
m_d2AdX2 = new double[m_stepsT][];
m_B = new double[m_stepsT][];
m_dBdx = new double[m_stepsT][];
m_alpha = new double[m_stepsT][];
m_beta = new double[m_stepsT][];
m_gamma = new double[m_stepsT][];
m_a = new double[m_stepsT][];
m_b = new double[m_stepsT][];
m_c = new double[m_stepsT][];
for (int iTime = 0; iTime < m_stepsT; iTime++)
{
m_density[iTime] = new double[m_stepsX];
m_A[iTime] = new double[m_stepsX + 2];
m_dAdX[iTime] = new double[m_stepsX];
m_d2AdX2[iTime] = new double[m_stepsX];
m_B[iTime] = new double[m_stepsX + 2];
m_dBdx[iTime] = new double[m_stepsX];
m_alpha[iTime] = new double[m_stepsX];
m_beta[iTime] = new double[m_stepsX];
m_gamma[iTime] = new double[m_stepsX];
m_a[iTime] = new double[m_stepsX];
m_b[iTime] = new double[m_stepsX];
m_c[iTime] = new double[m_stepsX];
}
for (int iStepX = 0; iStepX < m_stepsX; iStepX++)
{
m_density[0][iStepX] = modelConfig.P_0(m_xMin + iStepX * m_dx);
}
for (int iTime = 0; iTime < m_stepsT; iTime++)
{
m_density[iTime][m_stepsX - 1] = p_upper(iTime * m_dt);
}
for (int iTime = 0; iTime < m_stepsT; iTime++)
{
m_density[iTime][0] = p_lower(iTime * m_dt);
}
for (int iTime = 0; iTime < m_stepsT; iTime++)
{
for (int iStepX = 0; iStepX < m_stepsX + 2; iStepX++)
{
m_A[iTime][iStepX] = m_diffusion(new double[] { iTime *m_dt, m_xMin + (iStepX - 1) * m_dx });
m_B[iTime][iStepX] = m_drift(new double[] { iTime *m_dt, m_xMin + iStepX *m_dx });
}
}
}