A C E G I M R S

G

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
 

A C E G I M R S