src/DiffEq/MixDirichletCoeffPolicy.h file

MixDirichlet coefficients policies.


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

General requirements on Dirichlet SDE coefficients policy classes:

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

      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_r::info::expect::type >& rho_,
      const std::vector< kw::sde_r::info::expect::type >& r_,
      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_r::info::expect::type >& r_ );


    • ncomp denotes the number of scalar components of the system of MixDirichlet SDEs.
    • Constant references to b_, S_, k_, rho_, r_, which denote three vectors of real values used to initialize the parameter vectors of the MixDirichlet SDEs. The length of the vectors must be equal to the number of components given by ncomp.
    • References to b, S, k, rho, r, which denote the parameter vectors to be initialized based on b_, S_, k_, rho_.
  • 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.


namespace walker
Walker declarations and definitions.


class walker::MixDirichletHomCoeffConst