DPlusDMinus Class Reference
[Finite-differences framework]

#include <ql/FiniteDifferences/dplusdminus.hpp>

Inheritance diagram for DPlusDMinus:

Inheritance graph
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List of all members.

Detailed Description

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

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

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


Public Member Functions

 DPlusDMinus (Size gridPoints, Real h)


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