src/DiffEq/Dirichlet/GeneralizedDirichletCoeffPolicy.hpp file

Lochner's generalized Dirichlet coefficients policies.

Contents

This file defines coefficients policy classes for the generalized Dirichlet SDE, defined in DiffEq/GeneralizedDirichlet.h.

General requirements on generalized Dirichlet SDE coefficients policy classes:

  • Must define a constructor, which is used to initialize the SDE coefficients, b, S, kappa, and c. Required signature:

    CoeffPolicyName(
      tk::ctr::ncomp_type ncomp,
      const std::vector< kw::sde_b::info::expect::type >& b_,
      const std::vector< kw::sde_S::info::expect::type >& S_,
      const std::vector< kw::sde_kappa::info::expect::type >& k_,
      const std::vector< kw::sde_c::info::expect::type >& c_,
      std::vector< kw::sde_b::info::expect::type  >& b,
      std::vector< kw::sde_S::info::expect::type >& S,
      std::vector< kw::sde_kappa::info::expect::type >& k,
      std::vector< kw::sde_c::info::expect::type >& c )

    where

    • ncomp denotes the number of scalar components of the system of beta SDEs.
    • Constant references to b_, S_, k_, and c_, which denote four vectors of real values used to initialize the parameter vectors of the generalized Dirichlet SDEs. The length of the vectors b_, S_, and kappa_, must be equal to the number of components given by ncomp, while the length of vector c_ must be ncomp*(ncomp-1)/2.
    • References to b, S, k, and c, which denote the parameter vectors to be initialized based on b_, S_, k_, and c_.
  • Must define the static function type(), returning the enum value of the policy option. Example:

    static ctr::CoeffPolicyType type() noexcept {
      return ctr::CoeffPolicyType::CONST_COEFF;
    }

    which returns the enum value of the option from the underlying option class, collecting all possible options for coefficients policies.

Namespaces

namespace walker
Walker declarations and definitions.

Classes

class walker::GeneralizedDirichletCoeffConst
Generalized Dirichlet constant coefficients policity: constants in time.