template<class Init, class Coefficients>
OrnsteinUhlenbeck class
Ornstein-Uhlenbeck SDE used polymorphically with DiffEq.
Contents
The template arguments specify policies and are used to configure the behavior of the class. The policies are:
- Init - initialization policy, see DiffEq/InitPolicy.h
- Coefficients - coefficients policy, see DiffEq/OrnsteinUhlenbeckCoeffPolicy.h
Constructors, destructors, conversion operators
-
OrnsteinUhlenbeck(ncomp_
t c) explicit - Constructor.
Public functions
- void initialize(int stream, tk::Particles& particles)
-
void advance(tk::Particles& particles,
int stream,
tk::
real dt, tk::real , const std::map<tk::ctr:: , tk::Product real >&) - Advance particles according to the system of Orsntein-Uhlenbeck SDEs.
Function documentation
template<class Init, class Coefficients>
walker::OrnsteinUhlenbeck<Init, Coefficients>:: OrnsteinUhlenbeck(ncomp_t c) explicit
Constructor.
Parameters | |
---|---|
c in | Index specifying which system of Ornstein-Uhlenbeck SDEs to construct. There can be multiple ornstein-uhlenbeck ... end blocks in a control file. This index specifies which Ornstein-Uhlenbeck SDE system to instantiate. The index corresponds to the order in which the ornstein-uhlenbeck ... end blocks are given the control file. |
template<class Init, class Coefficients>
void walker::OrnsteinUhlenbeck<Init, Coefficients>:: initialize(int stream,
tk::Particles& particles)
Parameters | |
---|---|
stream in | Thread (or more precisely stream) ID |
particles in/out | Array of particle properties |
Initalize SDE, prepare for time integration
Set initial conditions using initialization policy
template<class Init, class Coefficients>
void walker::OrnsteinUhlenbeck<Init, Coefficients>:: advance(tk::Particles& particles,
int stream,
tk::real dt,
tk::real ,
const std::map<tk::ctr::Product , tk::real >&)
Advance particles according to the system of Orsntein-Uhlenbeck SDEs.
Parameters | |
---|---|
particles in/out | Array of particle properties |
stream in | Thread (or more precisely stream) ID |
dt in | Time step size |