Searched refs:Vt1 (Results 1 – 1 of 1) sorted by relevance
96 PetscReal *Vt1; /* Value of the option at time T + dt */ member179 PetscCall(PetscMalloc1(gxm, &user.Vt1)); in main()189 user.Vt1[i] = PetscMax(user.strike - sval, 0); in main()193 if (gxs + gxm == user.ms) user.Vt1[gxm - 1] = 0; in main()217 for (i = 0; i < xm; i++) x_array[i] = user.Vt1[i - gxs + xs]; in main()235 for (j = 0; j < gxm; j++) user.Vt1[j] = x_array[j]; in main()249 PetscCall(PetscFree(user.Vt1)); in main()307 PetscReal *Vt1 = user->Vt1, *c = user->c, *d = user->d; in FormConstraints() local341 …Vt1[i] / dt + (c[i] / (4 * ds)) * (x[i + 1] - x[i - 1] + Vt1[i + 1] - Vt1[i - 1]) + (d[i] / (2 * d… in FormConstraints()