Class WIntegratorLaguerre

java.lang.Object
com.polytechnik.freemoney.WIntegrator
com.polytechnik.freemoney.WIntegratorLaguerre

public class WIntegratorLaguerre extends WIntegrator
Laguerre basis.
See Also:
  • Field Details

  • Constructor Details

    • WIntegratorLaguerre

      public WIntegratorLaguerre(int ntm, double atau, int nobservables)
  • Method Details

    • updateSavedMomentsToNewTimeReference

      public void updateSavedMomentsToNewTimeReference(long currenttime)
      Description copied from class: WIntegrator
      The method shifts basis functions offset as the time progresses.
      Specified by:
      updateSavedMomentsToNewTimeReference in class WIntegrator
    • getXFromTime

      public double getXFromTime(long currenttime, long t)
      Basis function argument x=(currenttime-t)/atau.
      Specified by:
      getXFromTime in class WIntegrator
    • addSingleObservationToSomeObservables

      public void addSingleObservationToSomeObservables(long currenttime, long t, double[] Fdt, int staringSerieIndex)
      Description copied from class: WIntegrator
      Add a single observation at time t to a range of stored series. No basis time-shift is performed, the WIntegrator.updateSavedMomentsToNewTimeReference(long) should be called separately.
      Specified by:
      addSingleObservationToSomeObservables in class WIntegrator
      Parameters:
      currenttime - Current time.
      t - Event time.
      Fdt - The observables, to be added starting with staringSerieIndex (inclusive).
      staringSerieIndex - The serie index, the data will be added to WIntegrator.integration_moments[staringSerieIndex]..WIntegrator.integration_moments[staringSerieIndex+Fdt.length-1].
    • getPsi2WIntegratedDt

      public static double[] getPsi2WIntegratedDt(double[] psi)
      Square, then integrate by parts (with the weight) a wavefunction. A helper function for Laguerre basis.
    • getPolynomialWIntegratedDt

      public static double[] getPolynomialWIntegratedDt(double[] polynomial)
      Integrate by parts (with the weight) a polynomial. A helper function for Laguerre basis.
    • getEDPsi

      public static double[] getEDPsi(double[] psi)
      Infinitesimal time--shift. Calculates psi/2-psi'. A helper function for Laguerre basis.
    • getDtMoments

      public static double[] getDtMoments(int nmoms)
      The moments of the measure \int Q(x)w(x)dt.