/dports/finance/quantlib/QuantLib-1.20/ql/methods/finitedifferences/schemes/ |
H A D | modifiedcraigsneydscheme.cpp | 28 : 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() [all …]
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H A D | craigsneydscheme.cpp | 30 : 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() [all …]
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H A D | hundsdorferscheme.cpp | 30 : 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() [all …]
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H A D | douglasscheme.cpp | 29 : 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()
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H A D | expliciteulerscheme.cpp | 28 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()
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H A D | impliciteulerscheme.cpp | 33 : 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()
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H A D | cranknicolsonscheme.cpp | 30 : 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()
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H A D | methodoflinesscheme.cpp | 31 : 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()
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H A D | trbdf2scheme.hpp | 65 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()
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/dports/science/dakota/dakota-6.13.0-release-public.src-UI/packages/external/trilinos/packages/rol/example/burgers-control/ |
H A D | example_03.hpp | 75 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() [all …]
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/dports/science/dakota/dakota-6.13.0-release-public.src-UI/packages/external/trilinos/packages/rol/example/tempus/ |
H A D | example_02.hpp | 72 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() [all …]
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/dports/math/dune-fem/dune-fem-d1c625e6d51167d0cce57de6adcef21f548a8f82/dune/fem/solver/ |
H A D | timeprovider.hh | 44 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() [all …]
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/dports/math/fxt/fxt/src/comb/ |
H A D | binary-sl-gray.h | 33 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()
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/dports/finance/quantlib/QuantLib-1.20/ql/methods/finitedifferences/ |
H A D | mixedscheme.hpp | 85 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()
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H A D | trbdf2.hpp | 85 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()
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/dports/math/fxt/fxt/src/bits/ |
H A D | bit-sl-gray.h | 31 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()
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/dports/science/dakota/dakota-6.13.0-release-public.src-UI/packages/external/trilinos/packages/rol/example/parabolic-control/ |
H A D | example_01.cpp | 83 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() [all …]
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/dports/science/nest/nest-simulator-3.1/models/ |
H A D | noise_generator.cpp | 63 , 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() [all …]
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/dports/misc/vxl/vxl-3.3.2/contrib/brl/bbas/bpgl/icam/ |
H A D | icam_cost_func.cxx | 22 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() [all …]
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/dports/finance/quantlib/QuantLib-1.20/ql/experimental/lattices/ |
H A D | extendedbinomialtree.cpp | 34 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() [all …]
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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 D | dynamicConstraint.hpp | 59 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() [all …]
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H A D | dynamicObjective.hpp | 59 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() [all …]
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/dports/science/qbox/qbox-public-rel1_73_3/src/ |
H A D | MDIonicStepper.cpp | 36 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()
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/dports/games/0ad/0ad-0.0.23b-alpha/source/simulation2/components/ |
H A D | CCmpMotionBall.cpp | 107 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()
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/dports/science/dakota/dakota-6.13.0-release-public.src-UI/packages/external/trilinos/packages/rol/example/PinT/parabolic-control/ |
H A D | dynamicConstraint.hpp | 74 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() [all …]
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