DPlusDMinus Class Reference
[Finite-differences framework]

#include <ql/methods/finitedifferences/dplusdminus.hpp>

Inheritance diagram for DPlusDMinus:

Inheritance graph
[legend]
List of all members.

Detailed Description

$ D_{+}D_{-} $ matricial representation

The differential operator $ D_{+}D_{-} $ discretizes the second derivative with the second-order formula

\[ \frac{\partial^2 u_{i}}{\partial x^2} \approx \frac{u_{i+1}-2u_{i}+u_{i-1}}{h^2} = D_{+}D_{-} u_{i} \]

Tests:
the correctness of the returned values is tested by checking them against numerical calculations.


Public Member Functions

 DPlusDMinus (Size gridPoints, Real h)