Struct PathwiseSDE 

pub struct PathwiseSDE {
    pub drift: String,
    pub diffusion: String,
    pub initial_condition: f64,
    pub time_steps: usize,
    pub step_size: f64,
    pub scheme: NumericalSDEScheme,
}

Fields

drift: String

diffusion: String

initial_condition: f64

time_steps: usize

step_size: f64

scheme: NumericalSDEScheme

Implementations

impl PathwiseSDE

pub fn euler_maruyama( drift: &str, diffusion: &str, x0: f64, steps: usize, dt: f64, ) -> Self

pub fn milstein( drift: &str, diffusion: &str, x0: f64, steps: usize, dt: f64, ) -> Self

pub fn strong_order(&self) -> f64

pub fn weak_order(&self) -> f64

pub fn simulate_one_path(&self) -> Vec<f64>

Trait Implementations

impl Clone for PathwiseSDE

fn clone(&self) -> PathwiseSDE

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for PathwiseSDE

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.