A C E G I M R S

S

Sde - Class in ch.epfl.lis.sde
This class represents a system of stochastic differential equations (SDE).
Sde() - Constructor for class ch.epfl.lis.sde.Sde
Default constructor
Sde(int) - Constructor for class ch.epfl.lis.sde.Sde
This constructor create a new system of equations.
SdeSettings - Class in ch.epfl.lis.sde
Offers global parameters (settings) and functions used by the classes of the SDE package.
SdeSettings() - Constructor for class ch.epfl.lis.sde.SdeSettings
Default constructor
SdeSolver - Class in ch.epfl.lis.sde.solver
This class serves as basis for the implementation of a SDE solver.
SdeSolver() - Constructor for class ch.epfl.lis.sde.solver.SdeSolver
Default constructor
SdeSolverFactory - Class in ch.epfl.lis.sde.solver
This class allows to instantiate easily SDE solvers.
SdeSolverFactory() - Constructor for class ch.epfl.lis.sde.solver.SdeSolverFactory
Default constructor
setAbsolutePrecision(double) - Method in class ch.epfl.lis.sde.solver.SdeSolver
 
setDimension(int) - Method in class ch.epfl.lis.sde.Sde
 
setDt(double) - Method in class ch.epfl.lis.sde.SdeSettings
 
setH(double) - Method in class ch.epfl.lis.sde.solver.SdeSolver
 
setId(String) - Method in class ch.epfl.lis.sde.Sde
 
setMaxt(double) - Method in class ch.epfl.lis.sde.SdeSettings
 
setMultiplier(int) - Method in class ch.epfl.lis.sde.SdeSettings
 
setRelativePrecision(double) - Method in class ch.epfl.lis.sde.solver.SdeSolver
 
setSeed(int) - Method in class ch.epfl.lis.sde.SdeSettings
 
setSystem(Sde) - Method in class ch.epfl.lis.sde.solver.SdeSolver
 
setX(DoubleMatrix1D) - Method in class ch.epfl.lis.sde.solver.SdeSolver
 
SRK15 - Class in ch.epfl.lis.sde.solver
This class implements the explicit Runge-Kutta method (strong order of convergence 1.5) to be used with SDEs using Ito scheme.
SRK15() - Constructor for class ch.epfl.lis.sde.solver.SRK15
Default constructor
SRK_ITO - Static variable in class ch.epfl.lis.sde.solver.SdeSolverFactory
 
step() - Method in class ch.epfl.lis.sde.solver.SdeSolver
Step the integration from the current time t1 to t1+H_, return H_.

A C E G I M R S