This class extends the PDESolver with functions that are needed to solve parabolic PDEs. More...

#include <ParabolicPDESolver.hpp>

Inheritance diagram for sgpp::pde::ParabolicPDESolver:

Public Member Functions
	ParabolicPDESolver ()
	the size of one timestep More...

virtual void	solveCrankNicolson (size_t numTimesteps, double timestepsize, size_t maxCGIterations, double epsilonCG, sgpp::base::DataVector &alpha, size_t NumImEul=0)=0
	Call this routine to use the Crank Nicolson algorithm to solve the parabolic PDE. More...

virtual void	solveExplicitEuler (size_t numTimesteps, double timestepsize, size_t maxCGIterations, double epsilonCG, sgpp::base::DataVector &alpha, bool verbose=false, bool generateAnimation=false)=0
	Call this routine to use an explicit Euler algorithm to solve the parabolic PDE. More...

virtual void	solveImplicitEuler (size_t numTimesteps, double timestepsize, size_t maxCGIterations, double epsilonCG, sgpp::base::DataVector &alpha, bool verbose=false, bool generateAnimation=false)=0
	Call this routine to use an explicit Euler algorithm to solve the parabolic PDE. More...

virtual	~ParabolicPDESolver ()
	Std-Destructor of the solver. More...

Public Member Functions inherited from sgpp::pde::PDESolver
void	coarsenInitialGridSurplus (sgpp::base::DataVector &alpha, double dThreshold)
	Coarsens a grid by taking the grid's coefficients into account. More...

virtual void	constructGrid (sgpp::base::BoundingBox &myBoundingBox, size_t level)=0
	Use this routine the construct a regular grid to solve a PDE. More...

void	deleteGrid ()
	deletes the grid created within that solver More...

void	evaluateCuboid (sgpp::base::DataVector &alpha, sgpp::base::DataVector &FunctionValues, sgpp::base::DataMatrix &EvaluationPoints)
	Evaluates the sparse grid's function given by the stored grid and the alpha coefficients. More...

double	evaluatePoint (sgpp::base::DataVector &evalPoint, sgpp::base::DataVector &alpha)
	Determines the value of the function in the d-dimensional space. More...

std::string	getGrid () const
	gets the a string the describes the grid which is currently used to solve More...

size_t	getNumberDimensions () const
	use this the determine the number of dimensions that are currently used in the solver. More...

size_t	getNumberGridPoints () const
	use this to determine the number of grid points, used to solve the current problem More...

size_t	getNumberInnerGridPoints () const
	use this to determine the number of inner grid points, used to solve the current problem More...

	PDESolver ()
	Std-Constructor of the solver. More...

virtual void	printGrid (sgpp::base::DataVector &alpha, size_t PointesPerDimension, std::string tfilename) const
	This is some kind of debug functionality. More...

virtual void	printGridDomain (sgpp::base::DataVector &alpha, size_t PointesPerDimension, sgpp::base::BoundingBox &GridArea, std::string tfilename) const
	This is some kind of debug functionality. More...

virtual void	printLevelIndexGrid (std::string tfilename) const
	Prints the level,index pairs of the grid for each Gridpoint to a file. More...

virtual void	printSparseGrid (sgpp::base::DataVector &alpha, std::string tfilename, bool bSurplus) const
	Prints the sgpp::base::Grid Points of the Sparse sgpp::base::Grid either with their node basis value or their hierarchical surplus. More...

virtual void	printSparseGridExpTransform (sgpp::base::DataVector &alpha, std::string tfilename, bool bSurplus) const
	Prints the sgpp::base::Grid Points of the Sparse sgpp::base::Grid either with their node basis value or their hierarchical surplus. More...

void	refineInitialGridSurplus (sgpp::base::DataVector &alpha, int numRefinePoints, double dThreshold)
	Refines a grid by taking the grid's coefficients into account. More...

void	refineInitialGridSurplusSubDomain (sgpp::base::DataVector &alpha, int numRefinePoints, double dThreshold, std::vector< double > &norm_mu, std::vector< double > &norm_sigma)
	Refines a grid by taking the grid's coefficients into account. More...

void	refineInitialGridSurplusToMaxLevel (sgpp::base::DataVector &alpha, double dThreshold, sgpp::base::level_t maxLevel)
	Refines a grid by taking the grid's coefficients into account. More...

void	refineInitialGridSurplusToMaxLevelSubDomain (sgpp::base::DataVector &alpha, double dThreshold, sgpp::base::level_t maxLevel, std::vector< double > &norm_mu, std::vector< double > &norm_sigma)
	Refines a grid by taking the grid's coefficients into account. More...

void	setGrid (const std::string &serializedGrid)
	Sets the grid used in this BlackScholes Solver by an given serialized string of the grid. More...

virtual	~PDESolver ()
	Std-Destructor of the solver. More...

Additional Inherited Members
Protected Member Functions inherited from sgpp::pde::PDESolver
virtual void	getGridNormalDistribution (sgpp::base::DataVector &alpha, std::vector< double > &norm_mu, std::vector< double > &norm_sigma)
	This function calculates for every grid point the value of a normal distribution given by norm_mu and norm_sigma. More...

Protected Attributes inherited from sgpp::pde::PDESolver
bool	bGridConstructed
	stores if the grid was created inside the solver More...

size_t	dim
	the dimension of the grid More...

int	levels
	the number of levels used for an regular grid More...

sgpp::base::BoundingBox *	myBoundingBox
	Stores Pointer to the sgpp::base::Grid's Bounding Box. More...

sgpp::base::Grid *	myGrid
	The Sparse sgpp::base::Grid needed in this classificator. More...

sgpp::base::GridStorage *	myGridStorage
	Stores Pointer to the Girs's Storage. More...

Detailed Description

This class extends the PDESolver with functions that are needed to solve parabolic PDEs.

Constructor & Destructor Documentation

◆ ParabolicPDESolver()

sgpp::pde::ParabolicPDESolver::ParabolicPDESolver ( )

the size of one timestep

The number of timesteps that are executed during solving Std-Constructor of the solver

◆ ~ParabolicPDESolver()

sgpp::pde::ParabolicPDESolver::~ParabolicPDESolver ( )

virtual

Std-Destructor of the solver.

Member Function Documentation

◆ solveCrankNicolson()

virtual void sgpp::pde::ParabolicPDESolver::solveCrankNicolson	(	size_t	numTimesteps,
		double	timestepsize,
		size_t	maxCGIterations,
		double	epsilonCG,
		sgpp::base::DataVector &	alpha,
		size_t	NumImEul = `0`
	)

pure virtual

Call this routine to use the Crank Nicolson algorithm to solve the parabolic PDE.

Parameters

numTimesteps	the number of timesteps that should be executed
timestepsize	the size of the interval one timestep moves forward
maxCGIterations	the maximum of interation in the CG solver
epsilonCG	the epsilon used in the CG
alpha	the coefficients of the Sparse Gird's basis functions
NumImEul	specifies how many ImEul steps should be executed before CrNic is used, default is 0

Implemented in sgpp::pde::HeatEquationSolverWithStretching, and sgpp::pde::HeatEquationSolver.

◆ solveExplicitEuler()

virtual void sgpp::pde::ParabolicPDESolver::solveExplicitEuler	(	size_t	numTimesteps,
		double	timestepsize,
		size_t	maxCGIterations,
		double	epsilonCG,
		sgpp::base::DataVector &	alpha,
		bool	verbose = `false`,
		bool	generateAnimation = `false`
	)

pure virtual

Call this routine to use an explicit Euler algorithm to solve the parabolic PDE.

Parameters

numTimesteps	the number of timesteps that should be executed
timestepsize	the size of the interval one timestep moves forward
maxCGIterations	the maximum of interation in the CG solver
epsilonCG	the epsilon used in the CG
alpha	the coefficients of the Sparse Gird's basis functions
verbose	enables verbose output during solving
generateAnimation	set this to true, if you want to generate a grid output in every timestep

Implemented in sgpp::pde::HeatEquationSolverWithStretching, and sgpp::pde::HeatEquationSolver.

◆ solveImplicitEuler()

virtual void sgpp::pde::ParabolicPDESolver::solveImplicitEuler	(	size_t	numTimesteps,
		double	timestepsize,
		size_t	maxCGIterations,
		double	epsilonCG,
		sgpp::base::DataVector &	alpha,
		bool	verbose = `false`,
		bool	generateAnimation = `false`
	)

pure virtual

Call this routine to use an explicit Euler algorithm to solve the parabolic PDE.

Parameters

numTimesteps	the number of timesteps that should be executed
timestepsize	the size of the interval one timestep moves forward
maxCGIterations	the maximum of interation in the CG solver
epsilonCG	the epsilon used in the CG
alpha	the coefficients of the Sparse Gird's basis functions
verbose	enables verbose output during solving
generateAnimation	set this to true, if you want to generate a grid output in every timestep

Implemented in sgpp::pde::HeatEquationSolverWithStretching, and sgpp::pde::HeatEquationSolver.

The documentation for this class was generated from the following files:

pde/src/sgpp/pde/application/ParabolicPDESolver.hpp
pde/src/sgpp/pde/application/ParabolicPDESolver.cpp

Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ ParabolicPDESolver()

◆ ~ParabolicPDESolver()

Member Function Documentation

◆ solveCrankNicolson()

◆ solveExplicitEuler()

◆ solveImplicitEuler()