ch.epfl.lis.sde.solver
Class SdeSolverFactory

java.lang.Object
  extended by ch.epfl.lis.sde.solver.SdeSolverFactory

public class SdeSolverFactory
extends java.lang.Object

This class allows to instantiate easily SDE solvers.

Author:
Thomas Schaffter (firstname.name@gmail.com)

Field Summary
static int EULER_HEUN
           
static int EULER_MARUYAMA
           
static int MILSTEIN_ITO
           
static int MILSTEIN_STRATONOVICH
           
static int SRK_ITO
           
 
Constructor Summary
SdeSolverFactory()
          Default constructor
 
Method Summary
static SdeSolver createSolver(int type)
          Returns the desired solver
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

EULER_MARUYAMA

public static final int EULER_MARUYAMA
See Also:
Constant Field Values

EULER_HEUN

public static final int EULER_HEUN
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Constant Field Values

MILSTEIN_ITO

public static final int MILSTEIN_ITO
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Constant Field Values

MILSTEIN_STRATONOVICH

public static final int MILSTEIN_STRATONOVICH
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Constant Field Values

SRK_ITO

public static final int SRK_ITO
See Also:
Constant Field Values
Constructor Detail

SdeSolverFactory

public SdeSolverFactory()
Default constructor

Method Detail

createSolver

public static SdeSolver createSolver(int type)
Returns the desired solver