示例#1
0
        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]);
            }
        }
示例#2
0
 public ExplicitEuler(int NSteps, ODE ode) : base(NSteps, ode)
 {
 }