/** * 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.function.Function1D; /** * Dirichlet boundary condition, i.e. u(A,t) = f(t), where A is the boundary level, and f(t) is some specified function of time */ public class DirichletBoundaryCondition implements BoundaryCondition { private final Function1D<Double, Double> _timeValue; private final double _level; /** * Dirichlet boundary condition, i.e. u(A,t) = f(t), where A is the boundary level, and f(t) is some specified function of time * @param timeValue The value of u at the boundary, i.e. u(A,t) = f(t) * @param level The boundary level (A) */ public DirichletBoundaryCondition(final Function1D<Double, Double> timeValue, double level) { Validate.notNull(timeValue, "null timeValue"); _timeValue = timeValue; _level = level; } /** * Special case of Dirichlet boundary condition, i.e. u(A,t) = constant, where A is the boundary level * @param fixedValue The constant value at the boundary * @param level The boundary level (A) */ public DirichletBoundaryCondition(final double fixedValue, final double level) { _timeValue = new Function1D<Double, Double>() { @Override public Double evaluate(Double x) { return fixedValue; } }; _level = level; } @Override public double getConstant(final ConvectionDiffusionPDE1DStandardCoefficients data, final double t) { return _timeValue.evaluate(t); } @Override public double getLevel() { return _level; } @Override public double[] getLeftMatrixCondition(ConvectionDiffusionPDE1DStandardCoefficients data, PDEGrid1D grid, double t) { return new double[] {1.0 }; } @Override public double[] getRightMatrixCondition(ConvectionDiffusionPDE1DStandardCoefficients data, PDEGrid1D grid, double t) { return new double[0]; } }