Template Class SOSRIIntegrator

• Defined in File sosri.hpp

Inheritance Relationships

Base Type

• public diffeq::SRIIntegrator< StateType > (Template Class SRIIntegrator)

Class Documentation

template<system_state StateType>
class SOSRIIntegrator : public diffeq::SRIIntegrator<StateType>

SOSRI (Stability-Optimized SRI) integrator.

SRI integrator with stability-optimized tableau coefficients. Enhanced stability for stiff general Itô SDEs with strong order 1.5.

Public Types

using base_type = SRIIntegrator<StateType>

Public Functions

inline explicit SOSRIIntegrator(std::shared_ptr<typename base_type::sde_problem_type> problem, std::shared_ptr<typename base_type::wiener_process_type> wiener = nullptr)

inline virtual std::string name() const override