Template Class SRA1Integrator

• Defined in File sra1.hpp

Inheritance Relationships

Base Type

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

Class Documentation

template<system_state StateType>
class SRA1Integrator : public diffeq::SRAIntegrator<StateType>

SRA1 integrator variant.

SRA integrator configured with SRA1 tableau coefficients. Optimized for additive noise SDEs with strong order 1.5.

Public Types

using base_type = SRAIntegrator<StateType>

Public Functions

inline explicit SRA1Integrator(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