sdeint/wiener.py
def _Aterm(N, h, m, k, dW):
    """kth term in the sum of Wiktorsson2001 equation (2.2)"""
    sqrt2h = np.sqrt(2.0/h)
    Xk = np.random.normal(0.0, 1.0, (N, m, 1))
    Yk = np.random.normal(0.0, 1.0, (N, m, 1))
    term1 = _dot(Xk, _t(Yk + sqrt2h*dW))
    term2 = _dot(Yk + sqrt2h*dW, _t(Xk))
    return (term1 - term2)/k
kth term in the sum of Wiktorsson2001 equation (2.2)
kth term in the sum of Wiktorsson2001 equation (2.2)
kth term in the sum of Wiktorsson2001 equation ( 2 . 2 )
def _Aterm(N, h, m, k, dW):
    sqrt2h = np.sqrt(2.0/h)
    Xk = np.random.normal(0.0, 1.0, (N, m, 1))
    Yk = np.random.normal(0.0, 1.0, (N, m, 1))
    term1 = _dot(Xk, _t(Yk + sqrt2h*dW))
    term2 = _dot(Yk + sqrt2h*dW, _t(Xk))
    return (term1 - term2)/k
def _Aterm ( N , h , m , k , dW ) : sqrt2h = np . sqrt ( 2.0 / h ) Xk = np . random . normal ( 0.0 , 1.0 , ( N , m , 1 ) ) Yk = np . random . normal ( 0.0 , 1.0 , ( N , m , 1 ) ) term1 = _dot ( Xk , _t ( Yk + sqrt2h * dW ) ) term2 = _dot ( Yk + sqrt2h * dW , _t ( Xk ) ) return ( term1 - term2 ) / k
kth term in the sum of Wiktorsson2001 equation (2.2)
kth term in the sum of Wiktorsson2001 equation ( 2 . 2 )
"""kth term in the sum of Wiktorsson2001 equation (2.2)"""
N
h
m
k
dW