Loading diffusions

Many standard diffusion processes have already been defined by us in this package via @diffusion_process and you may simply load them and start using them immediately without having to define them yourself. To see a list of all available processes call


See the Predefined processes for more detailed descriptions. To load a particular diffusion simply write: @load_diffusion DiffusionName. For instance:

@load_diffusion LotkaVolterraAux

Then the process can be instantiated:

α, β, γ, δ, σ1, σ2 = 2.0/3.0, 4.0/3.0, 1.0, 1.0, 0.2, 0.3
lotka_volterra = LotkaVolterraAux(
    α, β, γ, δ, σ1, σ2,
    0.0, 1.0, zero(DD.ℝ{2}), zero(DD.ℝ{2})

A very small subgroup of predefined diffusions have a variable dimension parameter. For these we provide a @load_variable_diffusion macro, that in addition to a diffusion name accepts also a dimension of the process and dimension of the wiener process. For instance

@load_variable_diffusion Lorenz96 2^10
# if it made sense an additional 2nd number would specify the dimension of a Wiener process