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manifold_simulate

pathwise_geo::simulate

Function manifold_simulate 

Source 
pub fn manifold_simulate<M, D, G>(
    sde: &ManifoldSDE<M, D, G>,
    scheme: &GeodesicEuler,
    x0: M::Point,
    t0: f64,
    t1: f64,
    n_paths: usize,
    n_steps: usize,
    seed: u64,
) -> Vec<Vec<M::Point>>
where
    M: Manifold + Clone + Send + Sync,
    M::Point: Clone + Send + Sync,
    M::Tangent: Clone + Send + Sync,
    D: Fn(&M::Point, f64) -> M::Tangent + Send + Sync,
    G: Fn(&M::Point, f64) -> M::Tangent + Send + Sync,
Expand description

Simulate manifold SDE paths using GeodesicEuler.

Returns Vec<Vec<M::Point>> with outer index = path, inner index = time step. Each inner vec has n_steps + 1 points (including the initial condition x0).