walker::MixDirichletHomCoeffConst class

MixDirichlet coefficients policity: constants in time + mean(rho) = const

User-defined parameters b and kappaprime are constant vectors in time and, S is constrained to make $\mathrm{d}<rho>/\mathrm{d}t = 0$ .

Constructors, destructors, conversion operators

MixDirichletHomCoeffConst(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>& kprime_, const std::vector<kw::sde_rho::info::expect::type>& rho_, std::vector<kw::sde_b::info::expect::type>& b, std::vector<kw::sde_kappa::info::expect::type>& kprime, std::vector<kw::sde_S::info::expect::type>& S, std::vector<kw::sde_rho::info::expect::type>& rho, std::vector<kw::sde_r::info::expect::type>& r, std::vector<kw::sde_kappa::info::expect::type>& k)
Constructor: initialize coefficients.

Public functions

void update(char depvar, ncomp_t ncomp, const std::map<tk::ctr::Product, tk::real>& moments, const std::vector<kw::sde_rho::info::expect::type>& rho, const std::vector<kw::sde_r::info::expect::type>& r, const std::vector<kw::sde_kappa::info::expect::type>& kprime, const std::vector<kw::sde_b::info::expect::type>& b, std::vector<kw::sde_kappa::info::expect::type>& k, std::vector<kw::sde_kappa::info::expect::type>& S) const
Update coefficients.

Function documentation

walker::MixDirichletHomCoeffConst::MixDirichletHomCoeffConst(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>& kprime_, const std::vector<kw::sde_rho::info::expect::type>& rho_, std::vector<kw::sde_b::info::expect::type>& b, std::vector<kw::sde_kappa::info::expect::type>& kprime, std::vector<kw::sde_S::info::expect::type>& S, std::vector<kw::sde_rho::info::expect::type>& rho, std::vector<kw::sde_r::info::expect::type>& r, std::vector<kw::sde_kappa::info::expect::type>& k)

Constructor: initialize coefficients.

Parameters
ncomp in Number of scalar components in this SDE system
b_ in Vector used to initialize coefficient vector b
S_ in Vector used to initialize coefficient vector S
kprime_ in Vector used to initialize coefficient vector kprime and k
rho_ in Vector used to initialize coefficient vector rho and r
in/out Coefficient vector to be initialized
kprime in/out Coefficient vector to be initialized
in/out Coefficient vector to be initialized
rho in/out Coefficient vector to be initialized
in/out Coefficient vector to be initialized
in/out Coefficient vector to be initialized

void walker::MixDirichletHomCoeffConst::update(char depvar, ncomp_t ncomp, const std::map<tk::ctr::Product, tk::real>& moments, const std::vector<kw::sde_rho::info::expect::type>& rho, const std::vector<kw::sde_r::info::expect::type>& r, const std::vector<kw::sde_kappa::info::expect::type>& kprime, const std::vector<kw::sde_b::info::expect::type>& b, std::vector<kw::sde_kappa::info::expect::type>& k, std::vector<kw::sde_kappa::info::expect::type>& S) const

Update coefficients.

Parameters
depvar in Dependent variable
ncomp in Number of scalar components in this SDE system
moments in Map of statistical moments estimated
rho in Coefficient vector
in Coefficient Vector
kprime in Coefficient vector
in Coefficient vector
in/out Coefficient vector to be updated
in/out Coefficient vector to be updated