diffeq::SRA2Integrator< StateType > Class Template Reference

SRA2 integrator variant. More...

#include <sra2.hpp>

Inheritance diagram for diffeq::SRA2Integrator< StateType >:

Collaboration diagram for diffeq::SRA2Integrator< 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
	SRA2Integrator (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::SRA2Integrator< StateType >

SRA2 integrator variant.

SRA integrator configured with SRA2 tableau coefficients. Alternative SRA tableau for additive noise SDEs with strong order 1.5.

Definition at line 17 of file sra2.hpp.

Member Typedef Documentation

base_type

template<system_state StateType>

using diffeq::SRA2Integrator< StateType >::base_type = SRAIntegrator<StateType>

Definition at line 19 of file sra2.hpp.

Constructor & Destructor Documentation

SRA2Integrator()

template<system_state StateType>

diffeq::SRA2Integrator< StateType >::SRA2Integrator ( 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 sra2.hpp.

Member Function Documentation

name()

template<system_state StateType>

std::string diffeq::SRA2Integrator< StateType >::name ( ) const

inlineoverridevirtual

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

Definition at line 25 of file sra2.hpp.

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

• include/integrators/sde/sra2.hpp