diffeq::SRA1Integrator< StateType > Class Template Reference

SRA1 integrator variant. More...

#include <sra1.hpp>

Inheritance diagram for diffeq::SRA1Integrator< StateType >:

Collaboration diagram for diffeq::SRA1Integrator< StateType >:

Public Types
using	base_type = SRAIntegrator< StateType >
Public Types inherited from diffeq::SRAIntegrator< StateType >
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
using	tableau_type = SRATableau< 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
	SRA1Integrator (std::shared_ptr< typename base_type::sde_problem_type > problem, std::shared_ptr< typename base_type::wiener_process_type > wiener=nullptr)
std::string	name () const override
Public Member Functions inherited from diffeq::SRAIntegrator< StateType >
	SRAIntegrator (std::shared_ptr< typename base_type::sde_problem_type > problem, std::shared_ptr< typename base_type::wiener_process_type > wiener=nullptr, tableau_type tableau=SRAIntegrator::create_sra1_tableau())
void	step (state_type &state, time_type dt) override
std::string	name () const override
void	set_tableau (const tableau_type &tableau)
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::SRA1Integrator< StateType >

SRA1 integrator variant.

SRA integrator configured with SRA1 tableau coefficients. Optimized for additive noise SDEs with strong order 1.5.

Definition at line 17 of file sra1.hpp.

Member Typedef Documentation

base_type

template<system_state StateType>

using diffeq::SRA1Integrator< StateType >::base_type = SRAIntegrator<StateType>

Definition at line 19 of file sra1.hpp.

Constructor & Destructor Documentation

SRA1Integrator()

template<system_state StateType>

diffeq::SRA1Integrator< StateType >::SRA1Integrator ( 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 21 of file sra1.hpp.

Member Function Documentation

name()

template<system_state StateType>

std::string diffeq::SRA1Integrator< StateType >::name ( ) const

inlineoverridevirtual

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

Definition at line 25 of file sra1.hpp.

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

• include/integrators/sde/sra1.hpp