SDEClass Module

Contents

Variables

PF_SDE_GeometricBrown

Derived Types

SDE_

Functions

solveSDE

Subroutines

initSDE

Variables

Type	Visibility	Attributes		Name		Initial
integer(kind=int32),	public		::	PF_SDE_GeometricBrown	=	1

Derived Types

type, public :: SDE_

Components

Type	Visibility	Attributes		Name		Initial
real(kind=real64),	public,	allocatable	::	process(:)
real(kind=real64),	public		::	c	=	0.0d0
real(kind=real64),	public		::	sigma	=	0.0d0
integer(kind=int32),	public		::	SDEType	=	0

Type-Bound Procedures

procedure, public :: init => initSDE
procedure, public :: solve => solveSDE

Functions

public function solveSDE(obj, X0, dt, step) result(ret)

Arguments

Type	Intent	Optional	Attributes		Name
class(SDE_),	intent(inout)			::	obj
real(kind=real64),	intent(in)			::	X0
real(kind=real64),	intent(in)			::	dt
integer(kind=int32),	intent(in)			::	step

Return Value real(kind=real64), allocatable, (:)

Subroutines

public subroutine initSDE(obj, SDEType, c, sigma)

Arguments

Type	Intent	Optional	Attributes		Name
class(SDE_),	intent(inout)			::	obj
integer(kind=int32),	intent(in)			::	SDEType
real(kind=real64),	intent(in),	optional		::	c
real(kind=real64),	intent(in),	optional		::	sigma