File stochastic_processes.hpp¶
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namespace
stochastic
¶ Functions
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void
master_equation
(double *derivs, const double *transition_matrix, const double *current_state, const size_t dim)¶ Evaluates the derivatives of the master equation given a transition matrix.
The master equation is simply a linear system of ODEs, with coefficients described by the transition matrix. \(\frac{\textup{d}x}{\textup{d}t}=Wx\)
- Parameters
derivs
: the master equation derivatives [length dim]transition_matrix
: the [dim x dim] transition matrix (row-major) \(W\)current_state
: values of the state vector \(x\)
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void