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/*
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();
}
};
} } }
//]
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() );
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;
}
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