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java.lang.Objectch.epfl.lis.sde.Sde
public abstract class Sde
This class represents a system of stochastic differential equations (SDE).
Constructor Summary | |
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Sde()
Default constructor |
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Sde(int dimension)
This constructor create a new system of equations. |
Method Summary | |
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int |
getDimension()
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abstract void |
getDriftAndDiffusion(double t,
cern.colt.matrix.DoubleMatrix1D Xin,
cern.colt.matrix.DoubleMatrix1D F,
cern.colt.matrix.DoubleMatrix2D G)
Computes the drift F and diffusion G coefficients at a time t. |
java.lang.String |
getId()
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void |
setDimension(int dimension)
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void |
setId(java.lang.String id)
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Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public Sde()
public Sde(int dimension)
dimension
- Number of equations in the systemMethod Detail |
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public abstract void getDriftAndDiffusion(double t, cern.colt.matrix.DoubleMatrix1D Xin, cern.colt.matrix.DoubleMatrix1D F, cern.colt.matrix.DoubleMatrix2D G) throws java.lang.Exception
java.lang.Exception
public void setDimension(int dimension)
public int getDimension()
public void setId(java.lang.String id)
public java.lang.String getId()
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