marian::ConvectionDiffusion Struct Reference

Data structure holding the parameters of diffusion-convection equation. More...

#include <convectionDiffusionProcess.hpp>

Public Attributes

double diffusion
 Diffusion D.
 
double convection
 Convection c.
 
double decay
 Convection d.
 

Detailed Description

Diffusion convection PDE is given by formula:

\[dX_t = c(t,X)dt+\sigma dW_t\]

where D is diffusion term, c is convection term. Decay represent increase/decrease of diffusion process proportional to the value of diffusion.

Examples:
FokkerPlanckEqExample.cpp.

The documentation for this struct was generated from the following file: