/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.model.finitedifference.applications;
import org.apache.commons.lang.Validate;
import org.testng.annotations.Test;
import com.opengamma.analytics.financial.model.finitedifference.BoundaryCondition;
import com.opengamma.analytics.financial.model.finitedifference.ConvectionDiffusionPDE1DCoefficients;
import com.opengamma.analytics.financial.model.finitedifference.ConvectionDiffusionPDE1DStandardCoefficients;
import com.opengamma.analytics.financial.model.finitedifference.ConvectionDiffusionPDESolver;
import com.opengamma.analytics.financial.model.finitedifference.DirichletBoundaryCondition;
import com.opengamma.analytics.financial.model.finitedifference.ExponentialMeshing;
import com.opengamma.analytics.financial.model.finitedifference.MeshingFunction;
import com.opengamma.analytics.financial.model.finitedifference.PDE1DDataBundle;
import com.opengamma.analytics.financial.model.finitedifference.PDEFullResults1D;
import com.opengamma.analytics.financial.model.finitedifference.PDEGrid1D;
import com.opengamma.analytics.financial.model.finitedifference.ThetaMethodFiniteDifference;
import com.opengamma.analytics.math.FunctionUtils;
import com.opengamma.analytics.math.function.Function;
import com.opengamma.analytics.math.function.Function1D;
import com.opengamma.analytics.math.surface.ConstantDoublesSurface;
import com.opengamma.analytics.math.surface.FunctionalDoublesSurface;
import com.opengamma.analytics.math.surface.Surface;
/**
*
*/
public class VariableCoefficientWaveEquationTest {
private static final Surface<Double, Double, Double> A = ConstantDoublesSurface.from(-0.01);
private static final Surface<Double, Double, Double> B;
private static final Surface<Double, Double, Double> C = ConstantDoublesSurface.from(0);
private static final ConvectionDiffusionPDE1DCoefficients COEFF;
private static BoundaryCondition LOWER;
private static BoundaryCondition UPPER;
private static PDE1DDataBundle<ConvectionDiffusionPDE1DCoefficients> DATA;
static {
final Function<Double, Double> b = new Function<Double, Double>() {
@Override
public Double evaluate(final Double... tx) {
Validate.isTrue(tx.length == 2);
final double x = tx[1];
return 0.2 + FunctionUtils.square(Math.sin(x - 1));
}
};
final Function1D<Double, Double> initial = new Function1D<Double, Double>() {
@Override
public Double evaluate(final Double x) {
return Math.exp(-100 * (x - 1) * (x - 1));
}
};
B = FunctionalDoublesSurface.from(b);
COEFF = new ConvectionDiffusionPDE1DStandardCoefficients(A, B, C);
//Trefethen uses periodic boundary conditions
LOWER = new DirichletBoundaryCondition(0, 0);
UPPER = new DirichletBoundaryCondition(0, 2 * Math.PI);
final int spaceSteps = 100;
final double h = 2 * Math.PI / spaceSteps;
final double dt = h / 2;
final double tMax = 8;
final int timeSteps = (int) (tMax / dt);
final MeshingFunction timeMesh = new ExponentialMeshing(0, tMax, timeSteps + 1, 0);
final MeshingFunction spaceMesh = new ExponentialMeshing(LOWER.getLevel(), UPPER.getLevel(), spaceSteps + 1, 0);//new HyperbolicMeshing(LOWER.getLevel(), UPPER.getLevel(), 1.0, spaceSteps + 1, 1.0);
final PDEGrid1D grid = new PDEGrid1D(timeMesh, spaceMesh);
DATA = new PDE1DDataBundle<>(COEFF, initial, LOWER, UPPER, grid);
}
@Test
(enabled = false)
public void test() {
final ConvectionDiffusionPDESolver solver = new ThetaMethodFiniteDifference(1.0, true);
final PDEFullResults1D res = (PDEFullResults1D) solver.solve(DATA);
PDEUtilityTools.printSurface("wave", res);
}
}