File integrators.cpp¶
Integrator implementation
Typedefs
-
using
sde_function
= std::function<void(double *, const double *, const double)>¶
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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