diffeq::sde::factory Namespace Reference

Factory functions for creating SDE problems and Wiener processes. More...

Functions
template<system_state StateType>
auto	make_sde_problem (typename SDEProblem< StateType >::drift_function drift, typename SDEProblem< StateType >::diffusion_function diffusion, NoiseType noise_type=NoiseType::DIAGONAL_NOISE)
template<system_state StateType>
auto	make_wiener_process (size_t dimension, uint32_t seed=0)

Detailed Description

Factory functions for creating SDE problems and Wiener processes.

Function Documentation

make_sde_problem()

template<system_state StateType>

auto diffeq::sde::factory::make_sde_problem ( typename SDEProblem< StateType >::drift_function  drift, typename SDEProblem< StateType >::diffusion_function  diffusion, NoiseType  noise_type = NoiseType::DIAGONAL_NOISE  )

protected

Definition at line 205 of file sde_base.hpp.

make_wiener_process()

template<system_state StateType>

auto diffeq::sde::factory::make_wiener_process ( size_t  dimension, uint32_t  seed = 0  )

protected

Definition at line 213 of file sde_base.hpp.