svStochasticIntegratorSIESME

class svStochasticIntegratorSIESME : public svIntegratorWeakSIESME 

#include <svStochasticIntegratorSIESME.h>

Flat, preallocated implementation shared by the SIE/SME tableaus.

Subclassed by svStochasticIntegratorSIEA, svStochasticIntegratorSIEB, svStochasticIntegratorSMEA, svStochasticIntegratorSMEB

Protected Functions

void integrateImpl(double currentTime, double timeStep) override: Performs one flat SIE/SME integration step.

svStochasticIntegratorSIESME(DynamicObject *dyn, const SIESMECoefficients &coefficients)

Construct the numerical method for the supplied dynamics object.

Parameters:

dyn – Dynamics object that will own this integrator.
coefficients – Coefficient tableau defining this method.

inline void bindStochasticMethodStorage() override: Allocate the scratch required by this numerical method.

Private Members

FlatStochasticWorkspace flatWorkspace

class svStochasticIntegratorSIEA : public svStochasticIntegratorSIESME 

#include <svStochasticIntegratorSIESME.h>

SIEA: Tocino & Vigo-Aguiar weak-order-2 stochastic integrator (Ito, diagonal noise).

Implementation of the SIEA method (stochastic improved Euler).

Warning

Stochastic integration is in beta.

Public Functions

svStochasticIntegratorSIEA(DynamicObject *dyn): Constructor.

Private Static Functions

static SIESMECoefficients getCoefficients()

class svStochasticIntegratorSMEA : public svStochasticIntegratorSIESME 

#include <svStochasticIntegratorSIESME.h>

SMEA: Tocino & Vigo-Aguiar weak-order-2 stochastic integrator (Ito, diagonal noise).

Implementation of the SMEA method (stochastic modified Euler).

Warning

Stochastic integration is in beta.

Public Functions

svStochasticIntegratorSMEA(DynamicObject *dyn): Constructor.

Private Static Functions

static SIESMECoefficients getCoefficients()

class svStochasticIntegratorSIEB : public svStochasticIntegratorSIESME 

#include <svStochasticIntegratorSIESME.h>

SIEB: Tocino & Vigo-Aguiar weak-order-2 stochastic integrator (Ito, diagonal noise).

Implementation of the SIEB method.

Warning

Stochastic integration is in beta.

Public Functions

svStochasticIntegratorSIEB(DynamicObject *dyn): Constructor.

Private Static Functions

static SIESMECoefficients getCoefficients()

class svStochasticIntegratorSMEB : public svStochasticIntegratorSIESME 

#include <svStochasticIntegratorSIESME.h>

SMEB: Tocino & Vigo-Aguiar weak-order-2 stochastic integrator (Ito, diagonal noise).

Implementation of the SMEB method.

Warning

Stochastic integration is in beta.

Public Functions

svStochasticIntegratorSMEB(DynamicObject *dyn): Constructor.

Private Static Functions

static SIESMECoefficients getCoefficients()