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 Member Functions | List of all members
diffeq::core::composable::WienerProcessGenerator< T > Class Template Reference

Standard Wiener process generator. More...

#include <sde_synchronization.hpp>

Inheritance diagram for diffeq::core::composable::WienerProcessGenerator< T >:
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Public Member Functions

 WienerProcessGenerator (size_t dimensions, double intensity=1.0, uint64_t seed=12345)
 
NoiseData< T > generate_increment (T current_time, T dt) override
 
void reset_seed (uint64_t seed) override
 
std::string get_process_name () const override
 

Detailed Description

template<typename T>
class diffeq::core::composable::WienerProcessGenerator< T >

Standard Wiener process generator.

Definition at line 119 of file sde_synchronization.hpp.

Constructor & Destructor Documentation

◆ WienerProcessGenerator()

template<typename T >
diffeq::core::composable::WienerProcessGenerator< T >::WienerProcessGenerator ( size_t  dimensions,
double  intensity = 1.0,
uint64_t  seed = 12345 
)
inlineexplicit

Definition at line 127 of file sde_synchronization.hpp.

Member Function Documentation

◆ generate_increment()

template<typename T >
NoiseData< T > diffeq::core::composable::WienerProcessGenerator< T >::generate_increment ( T  current_time,
T  dt 
)
inlineoverridevirtual

Implements diffeq::core::composable::NoiseProcessGenerator< T >.

Definition at line 130 of file sde_synchronization.hpp.

◆ get_process_name()

template<typename T >
std::string diffeq::core::composable::WienerProcessGenerator< T >::get_process_name ( ) const
inlineoverridevirtual

Implements diffeq::core::composable::NoiseProcessGenerator< T >.

Definition at line 147 of file sde_synchronization.hpp.

◆ reset_seed()

template<typename T >
void diffeq::core::composable::WienerProcessGenerator< T >::reset_seed ( uint64_t  seed)
inlineoverridevirtual

Implements diffeq::core::composable::NoiseProcessGenerator< T >.

Definition at line 143 of file sde_synchronization.hpp.

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