def test_stratKP2iS_1D_additive():
tspan = np.arange(0.0, 2000.0, 0.002)
y0 = 0.0
f = lambda y, t: -1.0 * y
G = lambda y, t: 0.2
y = sdeint.stratKP2iS(f, G, y0, tspan)
assert (np.isclose(np.mean(y), 0.0, rtol=0, atol=1e-02))
assert (np.isclose(np.var(y), 0.2 * 0.2 / 2, rtol=1e-01, atol=0))
def test_stratKP2iS_1D_additive():
tspan = np.arange(0.0, 2000.0, 0.002)
y0 = 0.0
f = lambda y, t: -1.0 * y
G = lambda y, t: 0.2
y = sdeint.stratKP2iS(f, G, y0, tspan)
assert(np.isclose(np.mean(y), 0.0, rtol=0, atol=1e-02))
assert(np.isclose(np.var(y), 0.2*0.2/2, rtol=1e-01, atol=0))
def test_stratKP2iS_R74(self, exact_solution_R74):
(dW, I, J, f, f_strat, G, G_separate, y0, tspan,
y) = exact_solution_R74
yKP2iS = sdeint.stratKP2iS(f_strat, G, y0, tspan, dW=dW, J=J)
_assert_close(yKP2iS, y, 1e-1, 1e-1)
return yKP2iS
def test_stratKP2iS_KPS445(self, exact_solution_KPS445):
(dW, I, J, f, f_strat, G, y0, tspan, y) = exact_solution_KPS445
yKP2iS = sdeint.stratKP2iS(f_strat, G, y0, tspan, dW=dW, J=J)[:, 0]
_assert_close(yKP2iS, y, 1e-1, 1e-1)
return yKP2iS
def test_stratKP2iS_R74(self, exact_solution_R74):
(dW, I, J, f, f_strat, G, G_separate, y0, tspan,y) = exact_solution_R74
yKP2iS = sdeint.stratKP2iS(f_strat, G, y0, tspan, dW=dW, J=J)
_assert_close(yKP2iS, y, 1e-1, 1e-1)
return yKP2iS
def test_stratKP2iS_KPS445(self, exact_solution_KPS445):
(dW, I, J, f, f_strat, G, y0, tspan, y) = exact_solution_KPS445
yKP2iS = sdeint.stratKP2iS(f_strat, G, y0, tspan, dW=dW, J=J)[:,0]
_assert_close(yKP2iS, y, 1e-1, 1e-1)
return yKP2iS
