DoubleWell Class Reference

Detailed Description

Double-well stochastic differential system.

\[ dy = 4y(\theta - y^2)\,dt + \sigma\,dW \]

Author:
Lawrence Murray <lawrence@indii.org>
Version:
Rev
Date:
Date

Definition at line 17 of file DoubleWell.hpp.


Public Member Functions

 DoubleWell ()
 Constructor.
virtual ~DoubleWell ()
 Destructor.
virtual
indii::ml::aux::vector 		calculateDrift (const double ts, const indii::ml::aux::vector &y)
virtual
indii::ml::aux::matrix 		calculateDiffusion (const double ts, const indii::ml::aux::vector &y)

Static Public Attributes

static const double THETA = 1.0
static const double SIGMA = 1.0

Constructor & Destructor Documentation

DoubleWell (  ) 

Constructor.

Definition at line 7 of file DoubleWell.cpp.

~DoubleWell (  )  [virtual]

Destructor.

Definition at line 11 of file DoubleWell.cpp.

The documentation for this class was generated from the following files:
Generated on Wed Dec 17 14:56:36 2008 for dysii SDE Test Suite by  doxygen 1.5.3