113 lines
2.7 KiB
C++
113 lines
2.7 KiB
C++
#include "BM1DProcess.hh"
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BM1DProcess::BM1DProcess()
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{
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randomGenerator = new TRandom();
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randomGeneratorGauss = new TRandom();
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}
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BM1DProcess::~BM1DProcess()
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{
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delete randomGenerator;
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delete randomGeneratorGauss;
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}
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void BM1DProcess::Run(int nRuns, int nSteps, double p0, double p1)
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{
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for(int i = 0; i < nRuns; i++) //multiple runs
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{
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t.push_back(0.0); //let's start at t=0, x=0, you can change it if you vant, please use Set methods
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x.push_back(0.0);
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for(int ii = 0; ii < nSteps ; ii++)
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{
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rand1 = randomGenerator->Uniform();
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if(rand1 < p0) //step in time, but no step in x
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{
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t.push_back(t.back() + 1);
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x.push_back(x.back());
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}
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else //step left or right
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{
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if(rand1 < p0 + p1)
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{
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t.push_back(t.back()+1);
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x.push_back(x.back()+1); //one step right
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}
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else
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{
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t.push_back(t.back() + 1);
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x.push_back(x.back() - 1); //one step left
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}
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}
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}
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}
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}
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void BM1DProcess::Run(int nRuns, int nSteps, double p0, double mu, double sigma)
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{
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for(int i = 0; i < nRuns; i++) //multiple runs
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{
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t.push_back(0.0); //let's start at t=0, x=0, you can change it if you vant, please use Set methods
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x.push_back(0.0);
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for(int ii = 0; ii < nSteps ; ii++)
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{
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rand1 = randomGenerator->Uniform();
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if(rand1 < p0) //step in time, but no step in x
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{
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t.push_back(t.back() + 1);
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x.push_back(x.back());
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}
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else //step left or right
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{
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double randGauss = randomGeneratorGauss -> Gaus(mu,sigma);
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t.push_back(t.back() + 1);
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x.push_back(x.back() + randGauss); //one step right
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}
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}
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}
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}
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void BM1DProcess::Run(int nRuns, int nSteps, double p0, double x1, double x2, double mu1, double sigma1, double mu2, double sigma2)
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{
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for(int i = 0; i < nRuns; i++) //multiple runs
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{
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t.push_back(0.0); //let's start at t=0, x=0, you can change it if you vant, please use Set methods
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x.push_back(0.0);
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double randGauss;
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for(int ii = 0; ii < nSteps ; ii++)
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{
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rand1 = randomGenerator->Uniform();
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if(rand1 < p0) //step in time, but no step in x
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{
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t.push_back(t.back() + 1);
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x.push_back(x.back());
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}
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else //step left or right
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{
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if(x.back() < x2 && x.back() > x1)
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{
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randGauss = randomGeneratorGauss -> Gaus(mu1,sigma1);
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}
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else
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{
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randGauss = randomGeneratorGauss -> Gaus(mu2,sigma2);
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}
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t.push_back(t.back() + 1);
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x.push_back(x.back() + randGauss); //one step right
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}
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}
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}
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} |