Simulates a trajectory to the SDE specified by *sys* and the noise level sigma, starting at the point start and integrating over times [*from*,*to*] on *steps + 1* time points.
1 2 | lpoly_sde_precached(sys, noise, start, from, to, steps, x_tol = 0,
algorithm = "LBFGS")
|
sys |
lpoly_system_type XPtr object created with lpoly_make_system |
noise |
Noise buffer (brownian motion normalised steps ~N(0,sigma^2)) |
start |
Initial position: n vector |
from |
Initial time: scalar |
to |
Final time: scalar |
steps |
Number of points to take, s.t. dt = (from - to) / (steps + 1): integer |
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