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generateW()
- Method in class ch.epfl.lis.sde.solver.
SdeSolver
At each step(), W must be regenerated.
generateWienerIncrements(int, DoubleMatrix1D, DoubleMatrix1D)
- Method in class ch.epfl.lis.sde.solver.
SdeSolver
For Euler and Milstein method, on dW is required.
generateWienerIncrements(int, DoubleMatrix1D, DoubleMatrix1D)
- Method in class ch.epfl.lis.sde.solver.
SRK15
Overwrite
generateWZ()
- Method in class ch.epfl.lis.sde.solver.
SdeSolver
At each step(), regenerate W and Z (Z are useful for Runge-Kutta of strong order >= 1.5).
getAbsolutePrecision()
- Method in class ch.epfl.lis.sde.solver.
SdeSolver
getDescription()
- Method in class ch.epfl.lis.sde.solver.
EulerHeun
Returns a description for this solver.
getDescription()
- Method in class ch.epfl.lis.sde.solver.
EulerMaruyama
Returns a description for this solver.
getDescription()
- Method in class ch.epfl.lis.sde.solver.
MilsteinIto
Returns a description for this solver.
getDescription()
- Method in class ch.epfl.lis.sde.solver.
MilsteinStratonovich
Returns a description for this solver.
getDescription()
- Method in class ch.epfl.lis.sde.solver.
SdeSolver
Returns the description of this solver.
getDescription()
- Method in class ch.epfl.lis.sde.solver.
SRK15
Returns a description for this solver.
getDimension()
- Method in class ch.epfl.lis.sde.
Sde
getDriftAndDiffusion(double, DoubleMatrix1D, DoubleMatrix1D, DoubleMatrix2D)
- Method in class ch.epfl.lis.sde.
Sde
Computes the drift F and diffusion G coefficients at a time t.
getDt()
- Method in class ch.epfl.lis.sde.
SdeSettings
getH()
- Method in class ch.epfl.lis.sde.solver.
SdeSolver
getId()
- Method in class ch.epfl.lis.sde.
Sde
getInstance()
- Static method in class ch.epfl.lis.sde.
SdeSettings
Get SDESettngs instance
getMaxt()
- Method in class ch.epfl.lis.sde.
SdeSettings
getMultiplier()
- Method in class ch.epfl.lis.sde.
SdeSettings
getNormalDistribution()
- Method in class ch.epfl.lis.sde.
SdeSettings
getRelativePrecision()
- Method in class ch.epfl.lis.sde.solver.
SdeSolver
getSeed()
- Method in class ch.epfl.lis.sde.
SdeSettings
getSystem()
- Method in class ch.epfl.lis.sde.solver.
SdeSolver
getX()
- Method in class ch.epfl.lis.sde.solver.
SdeSolver
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