financialFoam.C

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/*---------------------------------------------------------------------------*\
  =========                 |
  \\      /  F ield         | OpenFOAM: The Open Source CFD Toolbox
   \\    /   O peration     | Website:  https://openfoam.org
    \\  /    A nd           | Copyright (C) 2011-2023 OpenFOAM Foundation
     \\/     M anipulation  |
-------------------------------------------------------------------------------
License
    This file is part of OpenFOAM.
 
    OpenFOAM is free software: you can redistribute it and/or modify it
    under the terms of the GNU General Public License as published by
    the Free Software Foundation, either version 3 of the License, or
    (at your option) any later version.
 
    OpenFOAM is distributed in the hope that it will be useful, but WITHOUT
    ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
    FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
    for more details.
 
    You should have received a copy of the GNU General Public License
    along with OpenFOAM.  If not, see <http://www.gnu.org/licenses/>.
 
Application
    financialFoam
 
Description
    Solves the Black-Scholes equation to price commodities.
 
\*---------------------------------------------------------------------------*/
 
#include "argList.H"
#include "timeSelector.H"
#include "setWriter.H"
#include "writeFile.H"
 
#include "fvcGrad.H"
 
#include "fvmDdt.H"
#include "fvmDiv.H"
#include "fvmLaplacian.H"
 
using namespace Foam;
 
// * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * //
 
int main(int argc, char *argv[])
{
    #define NO_CONTROL
    #include "postProcess.H"
 
    #include "setRootCase.H"
    #include "createTime.H"
    #include "createMesh.H"
    #include "createFields.H"
 
    // * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * //
 
    Info<< nl << "Calculating value(price of commodities)" << endl;
 
    surfaceScalarField phi("phi", (sigmaSqr - r)*(Pf & mesh.Sf()));
 
    volScalarField DV("DV", 0.5*sigmaSqr*sqr(P.component(Foam::vector::X)));
 
    Info<< "Starting time loop\n" << endl;
 
    while (runTime.loop())
    {
        delta == fvc::grad(V)().component(Foam::vector::X);
 
        solve
        (
            fvm::ddt(V)
          + fvm::div(phi, V)
          - fvm::Sp(fvc::div(phi), V)
          - fvm::laplacian(DV, V)
         ==
          - fvm::Sp(r, V)
        );
 
        runTime.write();
 
        if (runTime.writeTime())
        {
            setWriter::New(runTime.controlDict().lookup("graphFormat"))->write
            (
                runTime.globalPath()
               /functionObjects::writeFile::outputPrefix
               /args.executable()
               /runTime.name(),
 
                args.executable(),
 
                coordSet(true, word::null, mesh.C().primitiveField(), "x"),
 
                "V", V.primitiveField(),
                "delta", delta.primitiveField()
            );
        }
 
        Info<< "ExecutionTime = " << runTime.elapsedCpuTime() << " s"
            << "  ClockTime = " << runTime.elapsedClockTime() << " s"
            << nl << endl;
    }
 
    Info<< "End\n" << endl;
 
    return 0;
}
 
 
// ************************************************************************* //