DiffEq - Modern C++ ODE Integration Library 1.0.0
High-performance C++ library for solving ODEs with async signal processing
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Public Types | Public Member Functions | List of all members
diffeq::SOSRAIntegrator< StateType > Class Template Reference

SOSRA (Stability-Optimized SRA) integrator. More...

#include <sosra.hpp>

Inheritance diagram for diffeq::SOSRAIntegrator< StateType >:
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Public Types

using base_type = sde::AbstractSDEIntegrator< StateType >
 
using state_type = typename base_type::state_type
 
using time_type = typename base_type::time_type
 
using value_type = typename base_type::value_type
 
- Public Types inherited from diffeq::sde::AbstractSDEIntegrator< StateType >
using state_type = StateType
 
using time_type = typename StateType::value_type
 
using value_type = typename StateType::value_type
 
using sde_problem_type = SDEProblem< StateType >
 
using wiener_process_type = WienerProcess< StateType >
 

Public Member Functions

 SOSRAIntegrator (std::shared_ptr< typename base_type::sde_problem_type > problem, std::shared_ptr< typename base_type::wiener_process_type > wiener=nullptr)
 
void step (state_type &state, time_type dt) override
 
std::string name () const override
 
- Public Member Functions inherited from diffeq::sde::AbstractSDEIntegrator< StateType >
 AbstractSDEIntegrator (std::shared_ptr< sde_problem_type > problem, std::shared_ptr< wiener_process_type > wiener=nullptr)
 
void integrate (state_type &state, time_type dt, time_type end_time)
 
time_type current_time () const
 
void set_time (time_type t)
 
std::shared_ptr< sde_problem_type > get_problem () const
 
std::shared_ptr< wiener_process_type > get_wiener_process () const
 
void set_wiener_process (std::shared_ptr< wiener_process_type > wiener)
 

Additional Inherited Members

- Protected Member Functions inherited from diffeq::sde::AbstractSDEIntegrator< StateType >
void advance_time (time_type dt)
 
virtual size_t get_default_dimension ()
 
- Protected Attributes inherited from diffeq::sde::AbstractSDEIntegrator< StateType >
std::shared_ptr< sde_problem_type > problem_
 
std::shared_ptr< wiener_process_type > wiener_
 
time_type current_time_
 

Detailed Description

template<system_state StateType>
class diffeq::SOSRAIntegrator< StateType >

SOSRA (Stability-Optimized SRA) integrator.

SRA integrator with stability-optimized tableau coefficients. Enhanced stability for stiff additive noise SDEs with strong order 1.5.

Note: This is a simplified implementation for compatibility.

Definition at line 18 of file sosra.hpp.

Member Typedef Documentation

◆ base_type

template<system_state StateType>
using diffeq::SOSRAIntegrator< StateType >::base_type = sde::AbstractSDEIntegrator<StateType>

Definition at line 20 of file sosra.hpp.

◆ state_type

template<system_state StateType>
using diffeq::SOSRAIntegrator< StateType >::state_type = typename base_type::state_type

Definition at line 21 of file sosra.hpp.

◆ time_type

template<system_state StateType>
using diffeq::SOSRAIntegrator< StateType >::time_type = typename base_type::time_type

Definition at line 22 of file sosra.hpp.

◆ value_type

template<system_state StateType>
using diffeq::SOSRAIntegrator< StateType >::value_type = typename base_type::value_type

Definition at line 23 of file sosra.hpp.

Constructor & Destructor Documentation

◆ SOSRAIntegrator()

template<system_state StateType>
diffeq::SOSRAIntegrator< StateType >::SOSRAIntegrator ( std::shared_ptr< typename base_type::sde_problem_type >  problem,
std::shared_ptr< typename base_type::wiener_process_type >  wiener = nullptr 
)
inlineexplicit

Definition at line 25 of file sosra.hpp.

Member Function Documentation

◆ name()

template<system_state StateType>
std::string diffeq::SOSRAIntegrator< StateType >::name ( ) const
inlineoverridevirtual

Implements diffeq::sde::AbstractSDEIntegrator< StateType >.

Definition at line 57 of file sosra.hpp.

◆ step()

template<system_state StateType>
void diffeq::SOSRAIntegrator< StateType >::step ( state_type &  state,
time_type  dt 
)
inlineoverridevirtual

Implements diffeq::sde::AbstractSDEIntegrator< StateType >.

Definition at line 29 of file sosra.hpp.

The documentation for this class was generated from the following file: