SDE_ Derived Type

  1. SDEClass.f90
  2. SDEClass
  3. SDE_

type, public :: SDE_


Contents

Variables

Type-Bound Procedures


Components

TypeVisibility AttributesNameInitial
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

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

    Arguments

    Type IntentOptional AttributesName
    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

procedure, public :: solve => solveSDE

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

    Arguments

    Type IntentOptional AttributesName
    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, (:)