| public evolve ( double t0, Vector x0, double dt, Vector dw ) : Vector | ||
| t0 | double | |
| x0 | Vector | |
| dt | double | |
| dw | Vector | |
| return | Vector | |
public override Vector evolve(double t0, Vector x0, double dt, Vector dw)
{
Vector dz = sqrtCorrelation_ * dw;
Vector tmp = new Vector(size());
for (int i=0; i<size(); ++i)
tmp[i] = processes_[i].evolve(t0, x0[i], dt, dz[i]);
return tmp;
}