Re: [Quantlib-dev] de solvers and richardson extrapolation

[Sashan G. <sa...@gm...>]

On 1/4/07, Luigi Ballabio <lui...@gm...> wrote:
> On Wed, 2007-01-03 at 15:10 +1300, Sashan Govender wrote:
> > I downloaded quantlib and had a look at the euler solver
> > (expliciteuler.hpp) but all I can find is the interface to the class.
> > I can't find the implementation, the code that does f(x + h) = h*f'(x)
> > + f(x).
>
> Hi Sashan,
>         explicit and implicit Euler schemes are degenerate cases of the mixed
> implicit/explicit scheme implemented in mixedscheme.hpp. The only thing
> that the explicit-Euler class does is inherit from MixedScheme and
> forward its parameters to the base class constructor.
>
>

Hi Luigi

Been looking at the code but I'm lost. How can I for example write
code that uses a forward euler method to approximate the solution the
ode y=y'. I've grepped the test-suite for an explicit euler example
but found none.

Thanks