mccc_wiener.c File Reference

A module for handling Wiener processes. More...

#include <stdlib.h>
#include <stdio.h>
#include <math.h>
#include "../../ascot5.h"
#include "../../consts.h"
#include "../../error.h"
#include "mccc_wiener.h"

Go to the source code of this file.

Functions
void	mccc_wiener_initialize (mccc_wienarr *w, real initime)
	Initializes a struct that stores generated Wiener processes.
a5err	mccc_wiener_generate (mccc_wienarr *w, real t, int *windex, real *rand5)
	Generates a new Wiener process at a given time instant.
a5err	mccc_wiener_clean (mccc_wienarr *w, real t)
	Removes Wiener processes from the array that are no longer required.

Variables
const int	MCCC_EMPTY = -1

Detailed Description

A module for handling Wiener processes.

A module for handling Wiener processes. When adaptive time step is used (and steps are rejected), Wiener processes are generated using the so-called Brownian bridge. This module contains associated helper routines.

Definition in file mccc_wiener.c.

Function Documentation

mccc_wiener_initialize()

void mccc_wiener_initialize	(	mccc_wienarr *	w,
		real	initime )

Initializes a struct that stores generated Wiener processes.

Parameters

w	Wiener struct to be initialized
initime	time when a Wiener process begins

Definition at line 36 of file mccc_wiener.c.

mccc_wiener_generate()

a5err mccc_wiener_generate	(	mccc_wienarr *	w,
		real	t,
		int *	windex,
		real *	rand5 )

Generates a new Wiener process at a given time instant.

Generates a new Wiener process. The generated process is drawn from normal distribution unless there exists a Wiener process at future time-instance, in which case the process is created using the Brownian bridge.

Parameters

w	array that stores the Wiener processes
t	time for which the new process will be generated
windex	index of the generated Wiener process in the Wiener array
rand5	array of 5 normal distributed random numbers

Returns

zero if generation succeeded

Definition at line 66 of file mccc_wiener.c.

mccc_wiener_clean()

a5err mccc_wiener_clean	(	mccc_wienarr *	w,
		real	t )

Removes Wiener processes from the array that are no longer required.

Processes W(t') are redundant if t' < t, where t is the current simulation time. Note that W(t) should exist before W(t') are removed. This routine should be called each time when simulation time is advanced.

Parameters

w	array that stores the Wiener processes
t	time for which the new process will be generated

Returns

zero if cleaning succeeded

Definition at line 173 of file mccc_wiener.c.

Variable Documentation

MCCC_EMPTY

const int MCCC_EMPTY = -1

Indicates an empty slot in wiener array

Definition at line 27 of file mccc_wiener.c.