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A
advance(double, double, DoubleMatrix1D, DoubleMatrix1D, DoubleMatrix1D, DoubleMatrix1D)
- Method in class ch.epfl.lis.sde.solver.
EulerHeun
Steps the integration of one step-size h.
advance(double, double, DoubleMatrix1D, DoubleMatrix1D, DoubleMatrix1D, DoubleMatrix1D)
- Method in class ch.epfl.lis.sde.solver.
EulerMaruyama
Proceed on iteration of the numerical integration (step size = h)
advance(double, double, DoubleMatrix1D, DoubleMatrix1D, DoubleMatrix1D, DoubleMatrix1D)
- Method in class ch.epfl.lis.sde.solver.
MilsteinIto
Proceed on iteration of the numerical integration (step size = h)
advance(double, double, DoubleMatrix1D, DoubleMatrix1D, DoubleMatrix1D, DoubleMatrix1D)
- Method in class ch.epfl.lis.sde.solver.
MilsteinStratonovich
Proceed on iteration of the numerical integration (step size = h)
advance(double, double, DoubleMatrix1D, DoubleMatrix1D, DoubleMatrix1D, DoubleMatrix1D)
- Method in class ch.epfl.lis.sde.solver.
SdeSolver
Proceed on iteration of the numerical integration (step size = h)
advance(double, double, DoubleMatrix1D, DoubleMatrix1D, DoubleMatrix1D, DoubleMatrix1D)
- Method in class ch.epfl.lis.sde.solver.
SRK15
Proceed on iteration of the numerical integration (step size = h)
Overview
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