Skip to main content

Module euler

Module euler 

Source

Structsยง

GeodesicEuler
Geodesic Euler-Maruyama on a Riemannian manifold. x_{n+1} = Exp_{x_n}( f(x_n,t)*dt + g(x_n,t)*dW ) Strong order 0.5. Keeps state exactly on the manifold by using the Riemannian exponential map after each step.