/* Computes the Black Schole's put formula */
double putBlackScholes(double x, double spot,double K,double r,double horizon1)
{
double mu=(r+x*x/2);
double sigmasqrt=x*sqrt(horizon1);
double d1=(log(spot/K)+mu*horizon1)/(sigmasqrt);
double d2=d1-sigmasqrt;
return -spot*repartition(-d1)+K*exp(-r*horizon1)*repartition(-d2);
}
std::vector<int> evenRepartition(plint value, plint d) {
std::vector<int> primeFactors = primeFactor(value);
std::vector<int> repartition(d);
for (plint iRep=0; iRep<d; ++iRep) {
repartition[iRep] = 1;
}
plint iDim=0;
for (plint iPrime=(int)(primeFactors.size()-1); iPrime>=0; --iPrime) {
repartition[iDim] *= primeFactors[iPrime];
iDim = (iDim+1)%d;
}
return repartition;
}
std::vector<double> computeRepartition(std::vector<double>& thick, int precision, double max ) {
std::cout << "Compute repartition ... " ;
std::vector<double> repartition(precision,0.0) ;
int i = 0 ;
int size = thick.size() ;
for( i = 0 ; i < size; i++ ) {
int indice = (int) ( ceil( thick[i] / max * ((double) precision))) - 1 ;
repartition[std::max(indice,0)]++ ;
}
std::cout << "Ok" << std:: endl ;
// Normalize
for ( i = 0 ; i < precision ; i++ ) {
repartition[i] = repartition[i] / size * 100.0 ;
}
return repartition ;
}
int main(int argc, char *argv[])
{
int i, j, k;//-- counters
HashTable* BT_Node_Ptr;
HashTable* BT_Elem_Ptr;
//-- MPI
int myid, numprocs;
MPI_Init(&argc,&argv);
MPI_Comm_size(MPI_COMM_WORLD, &numprocs);
MPI_Comm_rank(MPI_COMM_WORLD, &myid);
#ifdef DEBUG
if (myid==0){
int w;
printf("type in a number: \n");
(void) scanf ("%d", &w);
}
// MPI_Barrier(MPI_COMM_WORLD);
#endif
/* create new MPI datastructures for class objects */
MPI_New_Datatype();
/* read original data from serial preprocessing
code and then initialize element
stiffness routines info */
double epsilon = 1., intfrictang = 1, bedfrictang = 1, gamma = 1;
double frict_tiny = 0.1, mu = .0001, rho = 2200, porosity = 1;
MatProps matprops(intfrictang, bedfrictang, porosity, mu, rho, epsilon,
gamma, frict_tiny, (double) 1, (double) 1, (double) 1);
int max_time_steps = 3000, numoutput = 1, adaptflag;
double end_time = 10000.0;
/*
* viz_flag is used to determine which viz output to use
* viz_flag%2 == 0 means output tecplotxxxx.plt
* viz_flag%3 == 0 means output mshplotxxxx.plt
* viz_flag%5 == 0 means output pady's stuff (viz_filenames.out and viz_outputxxx.plt)
* viz_flag%7 == 0 means output hdf stuff (not implemented yet)
*/
int viz_flag = 0;
int order_flag = 0; //order flag for time stepping scheme -- not used as of 6/19/03
Read_data(&BT_Node_Ptr, myid, &BT_Elem_Ptr, &matprops, &max_time_steps,
&end_time, &numoutput, &adaptflag, &viz_flag, &order_flag);
printf("bed friction angle is %e and internal friction angle is %e, epsilon is %e\n",
(double) (matprops.bedfrict*180./PI),
(double) (matprops.intfrict*180./PI),
(double) (matprops.epsilon));
printf("METHOD ORDER %d \n",ORDER);
double dummyt=-100.;
double maxFluxIntegral=0; //overall maximum of the integral of the
//flux on the element boundary
int h_c=0;
// H_adapt(BT_Elem_Ptr, BT_Node_Ptr, h_c, dummyt, &matprops);
//H_adapt(BT_Elem_Ptr, BT_Node_Ptr, h_c, dummyt, &matprops);
if(viz_flag%3==0)
meshplotter(BT_Elem_Ptr, BT_Node_Ptr, 0,&matprops);
/*
cccccccccccccccccccccccccccccccccccccccccccccccccccccccccc
cccccccccccccccccccccccccccccccccccccccccccccccccccccccccc
Time Stepping Loop
cccccccccccccccccccccccccccccccccccccccccccccccccccccccccc
cccccccccccccccccccccccccccccccccccccccccccccccccccccccccc
*/
int time_step = 0;
double time = 0;
while(time_step <= max_time_steps && time < end_time)
{
//if(myid ==0)
// printf("doing time_step = %d and time is %e\n",time_step,
// time*sqrt(matprops.LENGTH_SCALE/matprops.GRAVITY_SCALE));
/*
* mesh adaption routines
*/
double TARGET = 0.005;
double UNREFINE_TARGET=GEOFLOW_TINY;
int h_count = 0;
if (time_step < 0)
matprops.frict_tiny=0.1;
else if (time_step >= 0)
matprops.frict_tiny=0.000001;
if(adaptflag != 0) {
if(time_step%4 == 0 ) {
H_adapt(BT_Elem_Ptr, BT_Node_Ptr, h_count, TARGET, &matprops, &maxFluxIntegral);
}
else if(time_step%4 == 2 ) {
unrefine(BT_Elem_Ptr, BT_Node_Ptr, UNREFINE_TARGET, myid, numprocs, time_step, &matprops);
}
//P_adapt(BT_Elem_Ptr, BT_Node_Ptr, TARGET);
//CN if(viz_flag%3==0)
//CN meshplotter(BT_Elem_Ptr, BT_Node_Ptr, time_step+1,&matprops);
/*
* mesh repartitioning routines
*/
if(time_step % 10 == 1 && numprocs > 1) {
delete_ghost_elms(BT_Elem_Ptr, myid);
repartition(BT_Elem_Ptr, BT_Node_Ptr, time_step);
// move_data(numprocs, myid, BT_Elem_Ptr, BT_Node_Ptr);
}
}
step(BT_Elem_Ptr, BT_Node_Ptr, myid, numprocs, end_time, &time,
&matprops, time_step, &maxFluxIntegral,numoutput);
// printf(" maxFluxIntegral %e in hpfem.C \n ",maxFluxIntegral);
// exit(0);
calc_volume(BT_Elem_Ptr, BT_Node_Ptr, myid, numprocs, &matprops);
/*
* output results to file
*/
if(time_step % numoutput == 0) {
move_data(numprocs, myid, BT_Elem_Ptr, BT_Node_Ptr);
if(viz_flag%3==0)
meshplotter(BT_Elem_Ptr, BT_Node_Ptr, time_step+1,&matprops);
}
time_step++;
}
move_data(numprocs, myid, BT_Elem_Ptr, BT_Node_Ptr);
if(viz_flag%3==0)
meshplotter(BT_Elem_Ptr, BT_Node_Ptr, time_step+1,&matprops);
printf("%d Finished -- Final simulation time %e\n",myid,time);
MPI_Finalize();
return(0);
}
