Program Listing for File sra1.hpp

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#pragma once

#include <integrators/sde/sra.hpp>
#include <sde/sde_base.hpp>
#include <core/state_creator.hpp>
#include <cmath>

namespace diffeq {

template<system_state StateType>
class SRA1Integrator : public SRAIntegrator<StateType> {
public:
    using base_type = SRAIntegrator<StateType>;

    explicit SRA1Integrator(std::shared_ptr<typename base_type::sde_problem_type> problem,
                           std::shared_ptr<typename base_type::wiener_process_type> wiener = nullptr)
        : base_type(problem, wiener, create_sra1_tableau()) {}

    std::string name() const override {
        return "SRA1 (Strong Order 1.5 for Additive Noise)";
    }

private:
    static typename base_type::tableau_type create_sra1_tableau() {
        typename base_type::tableau_type tableau;
        tableau.stages = 2;
        tableau.order = static_cast<typename base_type::value_type>(1.5);

        // SRA1 drift coefficients
        tableau.A0 = {{0, 0}, {1, 0}};
        tableau.c0 = {0, 1};
        tableau.alpha = {static_cast<typename base_type::value_type>(0.5),
                        static_cast<typename base_type::value_type>(0.5)};

        // SRA1 diffusion coefficients
        tableau.B0 = {{0, 0}, {1, 0}};
        tableau.c1 = {0, 1};
        tableau.beta1 = {static_cast<typename base_type::value_type>(0.5),
                        static_cast<typename base_type::value_type>(0.5)};
        tableau.beta2 = {0, 1};

        return tableau;
    }
};

} // namespace diffeq