Backward Euler scheme for finite difference methods. More...
#include <ql/methods/finitedifferences/impliciteuler.hpp>
Inheritance diagram for ImplicitEuler< Operator >:Public Types | |
| typedef OperatorTraits< Operator > | traits |
| typedef traits::operator_type | operator_type |
| typedef traits::array_type | array_type |
| typedef traits::bc_set | bc_set |
| typedef traits::condition_type | condition_type |
Public Types inherited from MixedScheme< Operator > | |
| typedef OperatorTraits< Operator > | traits |
| typedef traits::operator_type | operator_type |
| typedef traits::array_type | array_type |
| typedef traits::bc_set | bc_set |
| typedef traits::condition_type | condition_type |
Public Member Functions | |
| ImplicitEuler (const operator_type &L, const bc_set &bcs) | |
Public Member Functions inherited from MixedScheme< Operator > | |
| MixedScheme (const operator_type &L, Real theta, const bc_set &bcs) | |
| void | step (array_type &a, Time t) |
| void | setStep (Time dt) |
Additional Inherited Members | |
Protected Attributes inherited from MixedScheme< Operator > | |
| operator_type | L_ |
| operator_type | I_ |
| operator_type | explicitPart_ |
| operator_type | implicitPart_ |
| Time | dt_ |
| Real | theta_ |
| bc_set | bcs_ |
Backward Euler scheme for finite difference methods.
In this implementation, the passed operator must be derived from either TimeConstantOperator or TimeDependentOperator. Also, it must implement at least the following interface: