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EulerMaruyama

pathwise_core::scheme::euler

Struct EulerMaruyama

pub struct EulerMaruyama;

Trait Implementations§

impl<S: State + NoiseIncrement> Scheme<S> for EulerMaruyama

Generic Euler-Maruyama: works for any State S with Noise = S. x_{n+1} = x_n + f(x_n, t)*dt + g(x_n, t)*dW

type Noise = S

fn step<D, G>( &self, drift: &D, diffusion: &G, x: &S, t: f64, dt: f64, inc: &Increment<S>, ) -> S
where D: Drift<S>, G: Diffusion<S, S>,

Auto Trait Implementations§

impl Freeze for EulerMaruyama

impl RefUnwindSafe for EulerMaruyama

impl Send for EulerMaruyama

impl Sync for EulerMaruyama

impl Unpin for EulerMaruyama

impl UnsafeUnpin for EulerMaruyama

impl UnwindSafe for EulerMaruyama

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

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Gets the TypeId of self. Read more

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where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

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impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T, U> Into<U> for T
where U: From<T>,

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Calls U::from(self).

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impl<T> IntoEither for T

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Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

impl<T> Pointable for T

const ALIGN: usize

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type Init = T

The type for initializers.

unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more

unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more

unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

Mutably dereferences the given pointer. Read more

unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more

impl<T> Same for T

type Output = T

Should always be Self

impl<SS, SP> SupersetOf<SS> for SP
where SS: SubsetOf<SP>,

fn to_subset(&self) -> Option<SS>

The inverse inclusion map: attempts to construct self from the equivalent element of its superset. Read more

fn is_in_subset(&self) -> bool

Checks if self is actually part of its subset T (and can be converted to it).

fn to_subset_unchecked(&self) -> SS

Use with care! Same as self.to_subset but without any property checks. Always succeeds.

fn from_subset(element: &SS) -> SP

The inclusion map: converts self to the equivalent element of its superset.

impl<T, U> TryFrom<U> for T
where U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.

impl<V, T> VZip<V> for T
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fn vzip(self) -> V