template<class Init, class Coefficients>
walker::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::Product, tk::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