123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113 |
- /*
- libs/numeric/odeint/examples/stochastic_euler.hpp
- Copyright 2012 Karsten Ahnert
- Copyright 2012-2013 Mario Mulansky
- Copyright 2013 Pascal Germroth
- Stochastic euler stepper example and Ornstein-Uhlenbeck process
- Distributed under the Boost Software License, Version 1.0.
- (See accompanying file LICENSE_1_0.txt or
- copy at http://www.boost.org/LICENSE_1_0.txt)
- */
- #include <boost/array.hpp>
- #include <boost/numeric/odeint.hpp>
- typedef boost::array< double , 1 > state_type;
- using namespace boost::numeric::odeint;
- //[ generation_functions_own_steppers
- class custom_stepper
- {
- public:
- typedef double value_type;
- // ...
- };
- class custom_controller
- {
- // ...
- };
- class custom_dense_output
- {
- // ...
- };
- //]
- //[ generation_functions_get_controller
- namespace boost { namespace numeric { namespace odeint {
- template<>
- struct get_controller< custom_stepper >
- {
- typedef custom_controller type;
- };
- } } }
- //]
- //[ generation_functions_controller_factory
- namespace boost { namespace numeric { namespace odeint {
- template<>
- struct controller_factory< custom_stepper , custom_controller >
- {
- custom_controller operator()( double abs_tol , double rel_tol , const custom_stepper & ) const
- {
- return custom_controller();
- }
- custom_controller operator()( double abs_tol , double rel_tol , double max_dt ,
- const custom_stepper & ) const
- {
- // version with maximal allowed step size max_dt
- return custom_controller();
- }
- };
- } } }
- //]
- int main( int argc , char **argv )
- {
- {
- typedef runge_kutta_dopri5< state_type > stepper_type;
- /*
- //[ generation_functions_syntax_auto
- auto stepper1 = make_controlled( 1.0e-6 , 1.0e-6 , stepper_type() );
- // or with max step size limit:
- // auto stepper1 = make_controlled( 1.0e-6 , 1.0e-6 , 0.01, stepper_type() );
- auto stepper2 = make_dense_output( 1.0e-6 , 1.0e-6 , stepper_type() );
- //]
- */
- //[ generation_functions_syntax_result_of
- boost::numeric::odeint::result_of::make_controlled< stepper_type >::type stepper3 = make_controlled( 1.0e-6 , 1.0e-6 , stepper_type() );
- (void)stepper3;
- boost::numeric::odeint::result_of::make_dense_output< stepper_type >::type stepper4 = make_dense_output( 1.0e-6 , 1.0e-6 , stepper_type() );
- (void)stepper4;
- //]
- }
- {
- /*
- //[ generation_functions_example_custom_controller
- auto stepper5 = make_controlled( 1.0e-6 , 1.0e-6 , custom_stepper() );
- //]
- */
- boost::numeric::odeint::result_of::make_controlled< custom_stepper >::type stepper5 = make_controlled( 1.0e-6 , 1.0e-6 , custom_stepper() );
- (void)stepper5;
- }
- return 0;
- }
|