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/dports/finance/quantlib/QuantLib-1.20/ql/methods/finitedifferences/schemes/
H A Dmodifiedcraigsneydscheme.cpp28 : dt_(Null<Real>()), in ModifiedCraigSneydScheme()
37 map_->setTime(std::max(0.0, t-dt_), t); in step()
38 bcSet_.setTime(std::max(0.0, t-dt_)); in step()
41 Array y = a + dt_*map_->apply(a); in step()
47 Array rhs = y - theta_*dt_*map_->apply_direction(i, a); in step()
48 y = map_->solve_splitting(i, rhs, -theta_*dt_); in step()
52 Array yt = y0 + mu_*dt_*map_->apply_mixed(y-a) in step()
53 +(0.5-mu_)*dt_*map_->apply(y-a);; in step()
57 Array rhs = yt - theta_*dt_*map_->apply_direction(i, a); in step()
58 yt = map_->solve_splitting(i, rhs, -theta_*dt_); in step()
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H A Dcraigsneydscheme.cpp30 : dt_(Null<Real>()), in CraigSneydScheme()
38 QL_REQUIRE(t-dt_ > -1e-8, "a step towards negative time given"); in step()
40 map_->setTime(std::max(0.0, t-dt_), t); in step()
41 bcSet_.setTime(std::max(0.0, t-dt_)); in step()
44 Array y = a + dt_*map_->apply(a); in step()
50 Array rhs = y - theta_*dt_*map_->apply_direction(i, a); in step()
51 y = map_->solve_splitting(i, rhs, -theta_*dt_); in step()
55 Array yt = y0 + mu_*dt_*map_->apply_mixed(y-a); in step()
59 Array rhs = yt - theta_*dt_*map_->apply_direction(i, a); in step()
60 yt = map_->solve_splitting(i, rhs, -theta_*dt_); in step()
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H A Dhundsdorferscheme.cpp30 : dt_(Null<Real>()), in HundsdorferScheme()
38 QL_REQUIRE(t-dt_ > -1e-8, "a step towards negative time given"); in step()
40 map_->setTime(std::max(0.0, t-dt_), t); in step()
41 bcSet_.setTime(std::max(0.0, t-dt_)); in step()
44 Array y = a + dt_*map_->apply(a); in step()
50 Array rhs = y - theta_*dt_*map_->apply_direction(i, a); in step()
51 y = map_->solve_splitting(i, rhs, -theta_*dt_); in step()
55 Array yt = y0 + mu_*dt_*map_->apply(y-a); in step()
59 Array rhs = yt - theta_*dt_*map_->apply_direction(i, y); in step()
60 yt = map_->solve_splitting(i, rhs, -theta_*dt_); in step()
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H A Ddouglasscheme.cpp29 : dt_(Null<Real>()), in DouglasScheme()
36 QL_REQUIRE(t-dt_ > -1e-8, "a step towards negative time given"); in step()
37 map_->setTime(std::max(0.0, t-dt_), t); in step()
38 bcSet_.setTime(std::max(0.0, t-dt_)); in step()
41 Array y = a + dt_*map_->apply(a); in step()
45 Array rhs = y - theta_*dt_*map_->apply_direction(i, a); in step()
46 y = map_->solve_splitting(i, rhs, -theta_*dt_); in step()
54 dt_=dt; in setStep()
H A Dexpliciteulerscheme.cpp28 dt_(Null<Real>()), map_(map), bcSet_(bcSet) { in ExplicitEulerScheme()
36 QL_REQUIRE(t-dt_ > -1e-8, "a step towards negative time given"); in step()
37 map_->setTime(std::max(0.0, t - dt_), t); in step()
38 bcSet_.setTime(std::max(0.0, t-dt_)); in step()
41 a += (theta*dt_) * map_->apply(a); in step()
46 dt_ = dt; in setStep()
H A Dimpliciteulerscheme.cpp33 : dt_(Null<Real>()), iterations_(ext::make_shared<Size>(0U)), relTol_(relTol), map_(map), in ImplicitEulerScheme()
37 return r - (theta*dt_)*map_->apply(r); in apply()
46 QL_REQUIRE(t-dt_ > -1e-8, "a step towards negative time given"); in step()
47 map_->setTime(std::max(0.0, t-dt_), t); in step()
48 bcSet_.setTime(std::max(0.0, t-dt_)); in step()
53 a = map_->solve_splitting(0, a, -theta*dt_); in step()
58 &FdmLinearOpComposite::preconditioner, map_, _1, -theta*dt_)); in step()
87 dt_=dt; in setStep()
H A Dcranknicolsonscheme.cpp30 : dt_(Null<Real>()), in CrankNicolsonScheme()
38 QL_REQUIRE(t-dt_ > -1e-8, "a step towards negative time given"); in step()
48 dt_ = dt; in setStep()
49 explicit_->setStep(dt_); in setStep()
50 implicit_->setStep(dt_); in setStep()
H A Dmethodoflinesscheme.cpp31 : dt_(Null<Real>()), in MethodOfLinesScheme()
52 QL_REQUIRE(t-dt_ > -1e-8, "a step towards negative time given"); in step()
55 AdaptiveRungeKutta<Real>(eps_, relInitStepSize_*dt_)( in step()
58 t, std::max(0.0, t-dt_)); in step()
68 dt_ = dt; in setStep()
H A Dtrbdf2scheme.hpp65 Time dt_; member in QuantLib::TrBDF2Scheme
85 : dt_(Null<Real>()), beta_(Null<Real>()), iterations_(ext::make_shared<Size>(0U)), in TrBDF2Scheme()
91 dt_=dt; in setStep()
92 beta_= (1.0-alpha_)/(2.0-alpha_)*dt_; in setStep()
110 QL_REQUIRE(t-dt_ > -1e-8, "a step towards negative time given"); in step()
112 const Time intermediateTimeStep = dt_*alpha_; in step()
118 bcSet_.setTime(std::max(0.0, t-dt_)); in step()
/dports/science/dakota/dakota-6.13.0-release-public.src-UI/packages/external/trilinos/packages/rol/example/burgers-control/
H A Dexample_03.hpp75 Real dt_; member in Constraint_BurgersControl
148 r[n] -= dt_*dx_*f_; in compute_residual()
436 dt_ = T/((Real)nt); in Constraint_BurgersControl()
806 dt_ = T/((Real)nt); in Objective_BurgersControl()
824 ss = ((t < nt_-1) ? dt_ : 0.5*dt_); in value()
847 Real ss = dt_; in gradient_1()
849 ss = ((t < nt_-1) ? dt_ : 0.5*dt_); in gradient_1()
868 Real ss = dt_; in gradient_2()
870 ss = ((t < nt_ && t > 0) ? dt_ : 0.5*dt_); in gradient_2()
892 ss = ((t < nt_-1) ? dt_ : 0.5*dt_); in hessVec_11()
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/dports/science/dakota/dakota-6.13.0-release-public.src-UI/packages/external/trilinos/packages/rol/example/tempus/
H A Dexample_02.hpp72 Real dt_; member in Constraint_BurgersControl
145 r[n] -= dt_*dx_*f_; in compute_residual()
433 dt_ = T/((Real)nt); in Constraint_BurgersControl()
803 dt_ = T/((Real)nt); in Objective_BurgersControl()
821 ss = ((t < nt_-1) ? dt_ : 0.5*dt_); in value()
844 Real ss = dt_; in gradient_1()
846 ss = ((t < nt_-1) ? dt_ : 0.5*dt_); in gradient_1()
865 Real ss = dt_; in gradient_2()
867 ss = ((t < nt_ && t > 0) ? dt_ : 0.5*dt_); in gradient_2()
889 ss = ((t < nt_-1) ? dt_ : 0.5*dt_); in hessVec_11()
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/dports/math/dune-fem/dune-fem-d1c625e6d51167d0cce57de6adcef21f548a8f82/dune/fem/solver/
H A Dtimeprovider.hh44 dt_( 0.0 ), in TimeProviderBase()
56 dt_( 0.0 ), in TimeProviderBase()
81 invdt_ = 1.0 / dt_; in restore()
116 return dt_; in deltaT()
172 double dt_; member in Dune::Fem::TimeProviderBase
236 dt_ = timeStepSize; in FixedStepTimeProvider()
244 dt_ = timeStepSize; in FixedStepTimeProvider()
289 using BaseType::dt_;
550 dt_ = comm_.min( dt_ ); in initTimeStep()
551 invdt_ = 1.0 / dt_; in initTimeStep()
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/dports/math/fxt/fxt/src/comb/
H A Dbinary-sl-gray.h33 ulong dt_; // aux: direction in which track tries to move variable
69 dt_ = +1; in first()
86 dt_ = -1UL; in last()
92 dt_ = +1; in last()
102 if ( dt_ == +1 ) // try to append trailing ones in next()
113 dt_ = -1UL; // change direction in next()
132 dt_ = +1; // change direction in next()
150 if ( dt_ != +1 ) // dt==-1 // try to append trailing ones in prev()
161 dt_ = +1; // change direction in prev()
188 dt_ = -1UL; // change direction in prev()
/dports/finance/quantlib/QuantLib-1.20/ql/methods/finitedifferences/
H A Dmixedscheme.hpp85 dt_(0.0), theta_(theta) , bcs_(bcs) {} in MixedScheme()
89 dt_ = dt; in setStep()
91 explicitPart_ = I_-((1.0-theta_) * dt_)*L_; in setStep()
93 implicitPart_ = I_+(theta_ * dt_)*L_; in setStep()
97 Time dt_; member in QuantLib::MixedScheme
113 explicitPart_ = I_-((1.0-theta_) * dt_)*L_; in step()
123 L_.setTime(t-dt_); in step()
124 implicitPart_ = I_+(theta_ * dt_)*L_; in step()
H A Dtrbdf2.hpp85 dt_(0.0), bcs_(bcs), alpha_(2.0-sqrt(2.0)) {} in TRBDF2()
89 dt_ = dt; in setStep()
91 implicitPart_ = I_ + 0.5*alpha_*dt_*L_; in setStep()
92 explicitTrapezoidalPart_ = I_ - 0.5*alpha_*dt_*L_; in setStep()
101 Time dt_; member in QuantLib::TRBDF2
122 explicitTrapezoidalPart_ = I_ - 0.5*alpha_*dt_*L_; in step()
132 L_.setTime(t-dt_); in step()
133 implicitPart_ = I_ + 0.5*alpha_*dt_*L_; in step()
/dports/math/fxt/fxt/src/bits/
H A Dbit-sl-gray.h31 bool dt_; // direction track tries to move in: true== try move right variable
41 dt_ = true; in first()
48 dt_ = false; in first()
64 if ( dt_ ) // try to append trailing ones in next()
73 dt_ = false; in next()
94 dt_ = true; in next()
/dports/science/dakota/dakota-6.13.0-release-public.src-UI/packages/external/trilinos/packages/rol/example/parabolic-control/
H A Dexample_01.cpp83 Real dt_; member in Objective_PoissonControl
100 dt_ = T/((Real)nt-1); in Objective_PoissonControl()
121 d[0] = dx_/3.0 + dt_/dx_; in solve_state()
122 d[nx_-1] = dx_/3.0 + dt_/dx_; in solve_state()
139 b[nx_-1] += dt_*z[t]; in solve_state()
151 d[nx_-1] = dx_/3.0 + dt_/dx_; in solve_adjoint()
187 d[nx_-1] = dx_/3.0 + dt_/dx_; in solve_state_sensitivity()
204 b[nx_-1] = -dt_*z[t]; in solve_state_sensitivity()
208 b[nx_-1] -= dt_*z[t]; in solve_state_sensitivity()
221 d[nx_-1] = dx_/3.0 + dt_/dx_; in solve_adjoint_sensitivity()
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/dports/science/nest/nest-simulator-3.1/models/
H A Dnoise_generator.cpp63 , dt_( Time::ms( 1.0 ) ) in Parameters_()
74 , dt_( p.dt_ ) in Parameters_()
79 dt_.calibrate(); in Parameters_()
94 dt_ = p.dt_; in operator =()
128 ( *d )[ names::dt ] = dt_.get_ms(); in get()
151 dt_ = Time::ms( dt ); in set()
168 if ( not dt_.is_step() ) in set()
186 if ( not P_.dt_.is_step() ) in noise_generator()
198 if ( not P_.dt_.is_step() ) in noise_generator()
200 throw InvalidTimeInModel( get_name(), names::dt, P_.dt_ ); in noise_generator()
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/dports/misc/vxl/vxl-3.3.2/contrib/brl/bbas/bpgl/icam/
H A Dicam_cost_func.cxx22 dt_(dt), max_samples_(1), n_samples_(0), nbins_(nbins) in icam_cost_func()
52 dt_.set_params(x); in f()
63 vnl_vector<double> pr(dt_.n_params()); in error()
67 dt_.set_params(pr); in error()
88 vnl_vector<double> pr(dt_.n_params()); in samples()
92 dt_.set_params(pr); in samples()
154 vnl_vector<double> pr(dt_.n_params()); in joint_probability()
158 dt_.set_params(pr); in joint_probability()
288 vnl_vector<double> pr(dt_.n_params()); in mapped_dest()
292 dt_.set_params(pr); in mapped_dest()
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/dports/finance/quantlib/QuantLib-1.20/ql/experimental/lattices/
H A Dextendedbinomialtree.cpp34 up_ = process->stdDeviation(0.0, x0_, dt_); in ExtendedJarrowRudd()
38 return treeProcess_->stdDeviation(stepTime, x0_, dt_); in upStep()
49 dx_ = process->stdDeviation(0.0, x0_, dt_); in ExtendedCoxRossRubinstein()
73 std::sqrt(4.0*process->variance(0.0, x0_, dt_)- in ExtendedAdditiveEQPBinomialTree()
91 dx_ = std::sqrt(process->variance(0.0, x0_, dt_)+ in ExtendedTrigeorgis()
134 Time stepTime = i*this->dt_; in underlying()
146 Time stepTime = i*this->dt_; in probability()
184 Time stepTime = i*this->dt_; in underlying()
201 Time stepTime = i*this->dt_; in probability()
257 Time stepTime = i*this->dt_; in underlying()
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/dports/science/dakota/dakota-6.13.0-release-public.src-UI/packages/external/trilinos/packages/rol/example/PinT/nonlinear/
H A DdynamicConstraint.hpp59 Real dt_; member in Constraint_Nonlinear
75 dt_ = T/(static_cast<Real>(nt)-one); in Constraint_Nonlinear()
86 (*cp)[0] = std::exp((*unp)[0] - (*uop)[0] - dt_*(*zp)[0]) - one; in value()
95 (*unp)[0] = (*uop)[0] + dt_*(*zp)[0]; in solve()
118 (*jvp)[0] = std::exp((*unp)[0] - (*uop)[0] - dt_*(*zp)[0]) * (*vp)[0]; in applyJacobian_un()
129 (*jvp)[0] = -dt_ * std::exp((*unp)[0] - (*uop)[0] - dt_*(*zp)[0]) * (*vp)[0]; in applyJacobian_z()
203 (*ahwvp)[0] = -dt_ * std::exp((*unp)[0] - (*uop)[0] - dt_*(*zp)[0]) * (*wp)[0] * (*vp)[0]; in applyAdjointHessian_un_z()
242 (*ahwvp)[0] = dt_ * std::exp((*unp)[0] - (*uop)[0] - dt_*(*zp)[0]) * (*wp)[0] * (*vp)[0]; in applyAdjointHessian_uo_z()
255 (*ahwvp)[0] = -dt_ * std::exp((*unp)[0] - (*uop)[0] - dt_*(*zp)[0]) * (*wp)[0] * (*vp)[0]; in applyAdjointHessian_z_un()
268 (*ahwvp)[0] = dt_ * std::exp((*unp)[0] - (*uop)[0] - dt_*(*zp)[0]) * (*wp)[0] * (*vp)[0]; in applyAdjointHessian_z_uo()
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H A DdynamicObjective.hpp59 Real dt_; member in Objective_Nonlinear
75 dt_ = T/(static_cast<Real>(nt)-one); in Objective_Nonlinear()
84 return dt_ * half * std::pow(((*zp)[0]-one) * ((*uop)[0]-one) * ((*unp)[0]-one), two); in value()
95 (*gp)[0] = dt_ * std::pow(((*zp)[0]-one) * ((*unp)[0]-one), two) * ((*uop)[0]-one); in gradient_uo()
106 (*gp)[0] = dt_ * std::pow(((*zp)[0]-one) * ((*uop)[0]-one), two) * ((*unp)[0]-one); in gradient_un()
117 (*gp)[0] = dt_ * std::pow(((*uop)[0]-one) * ((*unp)[0]-one), two) * ((*zp)[0]-one); in gradient_z()
129 (*hvp)[0] = dt_ * std::pow(((*zp)[0]-one) * ((*unp)[0]-one), two) * (*vp)[0]; in hessVec_uo_uo()
141 …(*hvp)[0] = two * dt_ * std::pow(((*zp)[0]-one), two) * ((*uop)[0]-one) * ((*unp)[0]-one) * (*vp)[… in hessVec_uo_un()
153 …(*hvp)[0] = two * dt_ * std::pow(((*unp)[0]-one), two) * ((*uop)[0]-one) * ((*zp)[0]-one) * (*vp)[… in hessVec_uo_z()
177 (*hvp)[0] = dt_ * std::pow(((*zp)[0]-one) * ((*uop)[0]-one), two) * (*vp)[0]; in hessVec_un_un()
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/dports/science/qbox/qbox-public-rel1_73_3/src/
H A DMDIonicStepper.cpp36 const double dt2by2m = dt_ * dt_ / ( 2.0 * pmass_[is] ); in compute_r()
39 rp_[is][i] = r0_[is][i] + v0_[is][i] * dt_ + dt2by2m * f0[is][i]; in compute_r()
58 assert(dt_ != 0.0); in compute_v()
62 const double dtby2m = dt_ / ( 2.0 * pmass_[is] ); in compute_v()
65 const double vhalf = ( r0_[is][i] - rm_[is][i] ) / dt_; in compute_v()
86 const double fac = (1.0 - eta_ * fabs(dt_)); in compute_v()
100 min(fabs(dt_) / th_time_, 1.0); in compute_v()
140 collision_probability = min(1.0,fabs(dt_)/(0.5*(nat-1)*th_time_)); in compute_v()
212 const double c = (th_time_ > 0.0) ? exp(-dt_/th_time_) : 0.0; in compute_v()
/dports/games/0ad/0ad-0.0.23b-alpha/source/simulation2/components/
H A DCCmpMotionBall.cpp107 float dt_ = dt.ToFloat(); in Move() local
109 m_SpeedX *= powf(drag, dt_); in Move()
110 m_SpeedZ *= powf(drag, dt_); in Move()
112 …tion->MoveTo(entity_pos_t::FromFloat(x + m_SpeedX * dt_), entity_pos_t::FromFloat(z + m_SpeedZ * d… in Move()
/dports/science/dakota/dakota-6.13.0-release-public.src-UI/packages/external/trilinos/packages/rol/example/PinT/parabolic-control/
H A DdynamicConstraint.hpp74 Real dt_; member in Constraint_ParabolicControl
102 d[0] = dx_/three + dt_*eps1_/dx_; in compute_pde_jacobian()
103 d[nx_-1] = dx_/three + dt_*eps1_/dx_; in compute_pde_jacobian()
116 d[i]+= dt_*w*f*phi1*phi1; in compute_pde_jacobian()
119 o[i]+= dt_*w*f*phi1*phi2; in compute_pde_jacobian()
129 d[i]+= dt_*w*f*phi1*phi1; in compute_pde_jacobian()
150 jv[n]+= dt_*w*f*phi1*phi1*v[n]; in apply_pde_jacobian()
182 jv[n] = -dt_*dx_/six*v[n]; in apply_control_jacobian()
191 jv[n] = -dt_*dx_/six*v[n-2]; in apply_control_jacobian()
219 r[n]+= dt_*w*fx*px*sx*phi; in apply_pde_hessian()
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