diff --git a/cpp/full_code/ornstein_uhlenbeck_process.cpp b/cpp/full_code/ornstein_uhlenbeck_process.cpp index 93edcadb6ee96f3945998461c498c6deedf33403..a3c0285be6e0af7cded4ef880e0f854d349d1083 100644 --- a/cpp/full_code/ornstein_uhlenbeck_process.cpp +++ b/cpp/full_code/ornstein_uhlenbeck_process.cpp @@ -181,10 +181,10 @@ void ornstein_uhlenbeck_process<rnumber,be>::initialize_B() template <class rnumber, field_backend be> void ornstein_uhlenbeck_process<rnumber, be>::let_converge(void) { - //add some logic here TODO - for(int i=0; i<1000; i++) + double time_step = 1./this->gamma(1)/1000. + for(int i=0; i<5000; i++) { - this->step(2e-3); + this->step(time_step); } }