Skip to content
Snippets Groups Projects
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
Branches
No related tags found
No related merge requests found
...@@ -188,10 +188,13 @@ void ornstein_uhlenbeck_process<rnumber,be>::initialize_B() ...@@ -188,10 +188,13 @@ void ornstein_uhlenbeck_process<rnumber,be>::initialize_B()
template <class rnumber, field_backend be> template <class rnumber, field_backend be>
void ornstein_uhlenbeck_process<rnumber, be>::let_converge(void) void ornstein_uhlenbeck_process<rnumber, be>::let_converge(void)
{ {
//add some logic here TODO double ou_kmin = sqrt(this->ou_kmin_squ);
for(int i=0; i<1000; i++) 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);
} }
} }
... ...
......
0% Loading or .
You are about to add 0 people to the discussion. Proceed with caution.
Please to comment