StochasticAdaptiveRungeKuttaHarness.cpp File Reference

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Detailed Description

Test of StochasticAdaptiveRungeKutta with DoubleWell model.

This test simulates a number of trajectories from DoubleWell using indii::ml::sde::StochasticAdaptiveRungeKutta, plotting each.

Results are as follows:

Results

Definition in file StochasticAdaptiveRungeKuttaHarness.cpp.

Go to the source code of this file.

Functions
int	main (int argc, const char *argv[])
	Run tests.
Variables
const unsigned int	M = 1
	Dimensionality of the process.
const unsigned int	N = 1
	Number of sample trajectories.
const double	LENGTH = 600.0
	Time length of each trajectory.

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Function Documentation

int main	(	int	argc,
		const char *	argv[]
	)

Run tests.

Definition at line 42 of file StochasticAdaptiveRungeKuttaHarness.cpp.

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Variable Documentation

const double LENGTH = 600.0

Time length of each trajectory.

Definition at line 37 of file StochasticAdaptiveRungeKuttaHarness.cpp.

const unsigned int M = 1

Dimensionality of the process.

Definition at line 27 of file StochasticAdaptiveRungeKuttaHarness.cpp.

const unsigned int N = 1

Number of sample trajectories.

Definition at line 32 of file StochasticAdaptiveRungeKuttaHarness.cpp.

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