File integrators.cpp

Integrator implementation

Typedefs

using sde_function = std::function<void(double *, const double *, const double)>
using sde_func = std::function<void(double *, double *, const double *, const double)>
using sde_jac = std::function<void(double *, double *, double *, double *, const double *, const double, const double)>
namespace integrator

Numerical methods for differential equations.

Numerical methods for simulating the time evolution of deterministic and stochastic ordinary nonlinear differential equations. All integrators compute a single step of the solution.

Author
Oliver Laslett
Date
2017

namespace driver

High level interface to differential equation integrators.

Drivers wrap the single step integrators and provide an interface for simulating differential equations for multiple steps from the initial condition. Drivers also handle memory management of the work arrays needed by the integrators.

Author
Oliver Laslett
Date
2017