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			114 lines
		
	
	
		
			2.7 KiB
		
	
	
	
		
			C++
		
	
	
	
	
	
		
		
			
		
	
	
			114 lines
		
	
	
		
			2.7 KiB
		
	
	
	
		
			C++
		
	
	
	
	
	
|  | /*
 | ||
|  |  libs/numeric/odeint/examples/stochastic_euler.hpp | ||
|  | 
 | ||
|  |  Copyright 2012 Karsten Ahnert | ||
|  |  Copyright 2012-2013 Mario Mulansky | ||
|  |  Copyright 2013 Pascal Germroth | ||
|  | 
 | ||
|  |  Stochastic euler stepper example and Ornstein-Uhlenbeck process | ||
|  | 
 | ||
|  |  Distributed under the Boost Software License, Version 1.0. | ||
|  | (See accompanying file LICENSE_1_0.txt or | ||
|  |  copy at http://www.boost.org/LICENSE_1_0.txt)
 | ||
|  |  */ | ||
|  | 
 | ||
|  | #include <boost/array.hpp>
 | ||
|  | 
 | ||
|  | #include <boost/numeric/odeint.hpp>
 | ||
|  | 
 | ||
|  | typedef boost::array< double , 1 > state_type; | ||
|  | 
 | ||
|  | using namespace boost::numeric::odeint; | ||
|  | 
 | ||
|  | 
 | ||
|  | //[ generation_functions_own_steppers
 | ||
|  | class custom_stepper | ||
|  | { | ||
|  | public: | ||
|  | 
 | ||
|  |     typedef double value_type; | ||
|  |     // ...
 | ||
|  | }; | ||
|  | 
 | ||
|  | class custom_controller | ||
|  | { | ||
|  |     // ...
 | ||
|  | }; | ||
|  | 
 | ||
|  | class custom_dense_output | ||
|  | { | ||
|  |     // ...
 | ||
|  | }; | ||
|  | //]
 | ||
|  | 
 | ||
|  | 
 | ||
|  | //[ generation_functions_get_controller
 | ||
|  | namespace boost { namespace numeric { namespace odeint { | ||
|  | 
 | ||
|  | template<> | ||
|  | struct get_controller< custom_stepper > | ||
|  | { | ||
|  |     typedef custom_controller type; | ||
|  | }; | ||
|  | 
 | ||
|  | } } } | ||
|  | //]
 | ||
|  | 
 | ||
|  | //[ generation_functions_controller_factory
 | ||
|  | namespace boost { namespace numeric { namespace odeint { | ||
|  | 
 | ||
|  | template<> | ||
|  | struct controller_factory< custom_stepper , custom_controller > | ||
|  | { | ||
|  |     custom_controller operator()( double abs_tol , double rel_tol , const custom_stepper & ) const | ||
|  |     { | ||
|  |         return custom_controller(); | ||
|  |     } | ||
|  | 
 | ||
|  |     custom_controller operator()( double abs_tol , double rel_tol , double max_dt , | ||
|  |                                   const custom_stepper & ) const | ||
|  |     { | ||
|  |         // version with maximal allowed step size max_dt
 | ||
|  |         return custom_controller(); | ||
|  |     } | ||
|  | }; | ||
|  | 
 | ||
|  | } } } | ||
|  | //]
 | ||
|  | 
 | ||
|  | int main( int argc , char **argv ) | ||
|  | { | ||
|  |     { | ||
|  |         typedef runge_kutta_dopri5< state_type > stepper_type; | ||
|  | 
 | ||
|  |         /*
 | ||
|  |         //[ generation_functions_syntax_auto
 | ||
|  |         auto stepper1 = make_controlled( 1.0e-6 , 1.0e-6 , stepper_type() ); | ||
|  |         // or with max step size limit:
 | ||
|  |         // auto stepper1 = make_controlled( 1.0e-6 , 1.0e-6 , 0.01, stepper_type() );
 | ||
|  | 
 | ||
|  |         auto stepper2 = make_dense_output( 1.0e-6 , 1.0e-6 , stepper_type() ); | ||
|  |         //]
 | ||
|  |         */ | ||
|  | 
 | ||
|  |         //[ generation_functions_syntax_result_of
 | ||
|  |         boost::numeric::odeint::result_of::make_controlled< stepper_type >::type stepper3 = make_controlled( 1.0e-6 , 1.0e-6 , stepper_type() ); | ||
|  |         (void)stepper3; | ||
|  |         boost::numeric::odeint::result_of::make_dense_output< stepper_type >::type stepper4 = make_dense_output( 1.0e-6 , 1.0e-6 , stepper_type() ); | ||
|  |         (void)stepper4; | ||
|  |         //]
 | ||
|  |     } | ||
|  | 
 | ||
|  |     { | ||
|  |         /*
 | ||
|  |         //[ generation_functions_example_custom_controller
 | ||
|  |         auto stepper5 = make_controlled( 1.0e-6 , 1.0e-6 , custom_stepper() ); | ||
|  |         //]
 | ||
|  |         */ | ||
|  | 
 | ||
|  |         boost::numeric::odeint::result_of::make_controlled< custom_stepper >::type stepper5 = make_controlled( 1.0e-6 , 1.0e-6 , custom_stepper() ); | ||
|  |         (void)stepper5; | ||
|  |     } | ||
|  |     return 0; | ||
|  | } |