From cd91901e272f69f7051cc4e54fb4df6e0ccf7209 Mon Sep 17 00:00:00 2001
From: Niklas Schnierstein <schni@draco02.mpcdf.mpg.de>
Date: Wed, 19 Feb 2020 09:22:55 +0100
Subject: [PATCH] added some logic for convergence of ou process

---
 cpp/full_code/ornstein_uhlenbeck_process.cpp | 9 ++++++---
 1 file changed, 6 insertions(+), 3 deletions(-)

diff --git a/cpp/full_code/ornstein_uhlenbeck_process.cpp b/cpp/full_code/ornstein_uhlenbeck_process.cpp
index e02cb771..653c2540 100644
--- a/cpp/full_code/ornstein_uhlenbeck_process.cpp
+++ b/cpp/full_code/ornstein_uhlenbeck_process.cpp
@@ -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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