star-wf

First-passage time of brownian motion
git clone git://git.meso-star.fr/star-wf.git
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README.md (1189B)


      1 # Star WoS Functions
      2 
      3 C library for evaluating and sampling functions used in an unsteady
      4 Walk on Sphere.
      5 
      6 ## Requirements
      7 
      8 - C compiler
      9 - POSIX make
     10 - pkg-config
     11 - [RSys](https://gitlab.com/vaplv/rsys)
     12 
     13 ## Installation
     14 
     15 Edit config.mk as needed, then run:
     16 
     17     make install
     18 
     19 ## Release notes
     20 
     21 ### Version 0.0
     22 
     23 Implement the H function as specified in:
     24 
     25 "The floating random walk and its application to Monte Carlo solutions
     26 of heat equations" - Haji-Sheikh A. and Sparrow E.M., SIAM Journal on
     27 Applied Mathematics, 14(2): 370-389, 1966
     28 
     29 2D and 3D H functions are implemented. Their tabulation is also
     30 implemented to speed up sampling of these functions. When tabulated, the
     31 functions are reconstructed by linear interpolation or (better) by
     32 quadratic extrapolation of the tabulated values. Note that the default
     33 tabulation arguments are carefully defined to guarantee both very good
     34 numerical accuracy and a small memory footprint.
     35 
     36 ## License
     37 
     38 Copyright (C) 2024 |Méso|Star> (contact@meso-star.com)
     39 
     40 It is free software released under the GPL v3+ license: GNU GPL version
     41 3 or later. You are welcome to redistribute them under certain
     42 conditions; refer to the COPYING file for details.