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114 lines
2.7 KiB
C++
114 lines
2.7 KiB
C++
/*
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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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