ch.epfl.lis.sde
Class Sde

java.lang.Object
  extended by ch.epfl.lis.sde.Sde

public abstract class Sde
extends java.lang.Object

This class represents a system of stochastic differential equations (SDE).

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

Constructor Summary
Sde()
          Default constructor
Sde(int dimension)
          This constructor create a new system of equations.
 
Method Summary
 int getDimension()
           
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()
           
 void setDimension(int dimension)
           
 void setId(java.lang.String id)
           
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

Sde

public Sde()
Default constructor


Sde

public Sde(int dimension)
This constructor create a new system of equations.

Parameters:
dimension - Number of equations in the system
Method Detail

getDriftAndDiffusion

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
Computes the drift F and diffusion G coefficients at a time t.

Throws:
java.lang.Exception

setDimension

public void setDimension(int dimension)

getDimension

public int getDimension()

setId

public void setId(java.lang.String id)

getId

public java.lang.String getId()