/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.model.finitedifference;
import org.apache.commons.lang.Validate;
import com.opengamma.analytics.math.surface.ConstantDoublesSurface;
import com.opengamma.analytics.math.surface.Surface;
/**
* boundary condition, i.e. d^2u/dx^2(A,t) = f(t), where A is the boundary level, and f(t) is some specified function of time
*/
public class SecondDerivativeBoundaryCondition2D implements BoundaryCondition2D {
private final Surface<Double, Double, Double> _f;
private final double _level;
public SecondDerivativeBoundaryCondition2D(final Surface<Double, Double, Double> boundarySecondDeriviative, double boundaryLevel) {
Validate.notNull(boundarySecondDeriviative, "boundaryValue ");
_f = boundarySecondDeriviative;
_level = boundaryLevel;
}
public SecondDerivativeBoundaryCondition2D(final double boundarySecondDeriviative, double boundaryLevel) {
_f = ConstantDoublesSurface.from(boundarySecondDeriviative);
_level = boundaryLevel;
}
@Override
public double getConstant(double t, double boundaryPosition, double gridSpacing) {
return _f.getZValue(t, boundaryPosition) * gridSpacing * gridSpacing;
}
@Override
public double[] getLeftMatrixCondition(double t, double boundaryPosition) {
return new double[] {1, -2, 1 };
}
@Override
public double getLevel() {
return _level;
}
@Override
public double[] getRightMatrixCondition(double t, double boundaryPosition) {
return new double[0];
}
}