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TurTLE
TurTLE
Commits
cd91901e
Commit
cd91901e
authored
Feb 19, 2020
by
Niklas Schnierstein
Committed by
Cristian Lalescu
Feb 19, 2020
Browse files
added some logic for convergence of ou process
parent
ab0c50ac
Changes
1
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Side-by-side
cpp/full_code/ornstein_uhlenbeck_process.cpp
View file @
cd91901e
...
...
@@ -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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