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