diffeq::SRIW1Integrator< StateType > Class Template Reference

SRIW1 integrator variant. More...

#include <sriw1.hpp>

Inheritance diagram for diffeq::SRIW1Integrator< StateType >:

Collaboration diagram for diffeq::SRIW1Integrator< StateType >:

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
	SRIW1Integrator (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::SRIW1Integrator< StateType >

SRIW1 integrator variant.

SRI integrator configured with SRIW1 tableau coefficients. Weak order 2.0 method for general Itô SDEs with strong order 1.5.

Note: This is a simplified implementation for compatibility.

Definition at line 18 of file sriw1.hpp.

Member Typedef Documentation

base_type

template<system_state StateType>

using diffeq::SRIW1Integrator< StateType >::base_type = sde::AbstractSDEIntegrator<StateType>

Definition at line 20 of file sriw1.hpp.

state_type

template<system_state StateType>

using diffeq::SRIW1Integrator< StateType >::state_type = typename base_type::state_type

Definition at line 21 of file sriw1.hpp.

time_type

template<system_state StateType>

using diffeq::SRIW1Integrator< StateType >::time_type = typename base_type::time_type

Definition at line 22 of file sriw1.hpp.

value_type

template<system_state StateType>

using diffeq::SRIW1Integrator< StateType >::value_type = typename base_type::value_type

Definition at line 23 of file sriw1.hpp.

Constructor & Destructor Documentation

SRIW1Integrator()

template<system_state StateType>

diffeq::SRIW1Integrator< StateType >::SRIW1Integrator ( 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 sriw1.hpp.

Member Function Documentation

name()

template<system_state StateType>

std::string diffeq::SRIW1Integrator< StateType >::name ( ) const

inlineoverridevirtual

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

Definition at line 57 of file sriw1.hpp.

step()

template<system_state StateType>

void diffeq::SRIW1Integrator< StateType >::step ( state_type &  state, time_type  dt  )

inlineoverridevirtual

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

Definition at line 29 of file sriw1.hpp.

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

• include/integrators/sde/sriw1.hpp