Commit cd91901e authored by Niklas Schnierstein's avatar Niklas Schnierstein Committed by Cristian Lalescu
Browse files

added some logic for convergence of ou process

parent ab0c50ac
......@@ -188,10 +188,13 @@ 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 ou_kmin = sqrt(this->ou_kmin_squ);
double tau = 1.0/this->gamma(ou_kmin);
double dt = tau/1000.;
for(int i=0; i<2000; i++)
{
this->step(2e-3);
this->step(dt);
}
}
......
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