sdeint/wiener.py
def _AtildeTerm(N, h, m, k, dW, Km0, Pm0):
    """kth term in the sum for Atilde (Wiktorsson2001 p481, 1st eqn)"""
    M = m*(m-1)/2
    Xk = np.random.normal(0.0, 1.0, (N, m, 1))
    Yk = np.random.normal(0.0, 1.0, (N, m, 1))
    factor1 = np.dot(Km0, Pm0 - np.eye(m**2))
    factor1 = broadcast_to(factor1, (N, M, m**2))
    factor2 = _kp(Yk + np.sqrt(2.0/h)*dW, Xk)
    return _dot(factor1, factor2)/k
kth term in the sum for Atilde (Wiktorsson2001 p481, 1st eqn)
kth term in the sum for Atilde (Wiktorsson2001 p481, 1st eqn)
kth term in the sum for Atilde ( Wiktorsson2001 p481 1st eqn )
def _AtildeTerm(N, h, m, k, dW, Km0, Pm0):
    M = m*(m-1)/2
    Xk = np.random.normal(0.0, 1.0, (N, m, 1))
    Yk = np.random.normal(0.0, 1.0, (N, m, 1))
    factor1 = np.dot(Km0, Pm0 - np.eye(m**2))
    factor1 = broadcast_to(factor1, (N, M, m**2))
    factor2 = _kp(Yk + np.sqrt(2.0/h)*dW, Xk)
    return _dot(factor1, factor2)/k
def _AtildeTerm ( N , h , m , k , dW , Km0 , Pm0 ) : M = m * ( m - 1 ) / 2 Xk = np . random . normal ( 0.0 , 1.0 , ( N , m , 1 ) ) Yk = np . random . normal ( 0.0 , 1.0 , ( N , m , 1 ) ) factor1 = np . dot ( Km0 , Pm0 - np . eye ( m ** 2 ) ) factor1 = broadcast_to ( factor1 , ( N , M , m ** 2 ) ) factor2 = _kp ( Yk + np . sqrt ( 2.0 / h ) * dW , Xk ) return _dot ( factor1 , factor2 ) / k
kth term in the sum for Atilde (Wiktorsson2001 p481, 1st eqn)
kth term in the sum for Atilde ( Wiktorsson2001 p481 1st eqn )
"""kth term in the sum for Atilde (Wiktorsson2001 p481, 1st eqn)"""
N
h
m
k
dW
Km0
Pm0