macro_rules! langevin {
(dx = $drift:ident(x, t)dt + $diffusion: ident(x, t)dB(t), x(0)=$x0:expr) => { ... };
}
Expand description
Create a Langevin equation with a given drift and diffusion functions.
ยงExample
use diffusionx::langevin;
let f = |x: f64, t: f64| x * t;
let g = |x: f64, t: f64| x * t;
let equation = langevin!(dx = f(x, t)dt + g(x, t)dB(t), x(0) = 1.0)?;