ornstein_uhlenbeck.h File Reference

Ornstein-Uhlenbeck stochastic process operator. More...

#include "oakfield/operator_split.h"
#include <stddef.h>
#include <stdint.h>

Include dependency graph for ornstein_uhlenbeck.h:

This graph shows which files directly or indirectly include this file:

Go to the source code of this file.

Classes
struct	SimOrnsteinUhlenbeckOperatorConfig
	Configuration for the Ornstein-Uhlenbeck operator. More...

Typedefs
typedef enum SimOrnsteinUhlenbeckComplexMode	SimOrnsteinUhlenbeckComplexMode
	Coordinate system used when applying OU noise to complex fields.
typedef struct SimOrnsteinUhlenbeckOperatorConfig	SimOrnsteinUhlenbeckOperatorConfig
	Configuration for the Ornstein-Uhlenbeck operator.

Enumerations
enum	SimOrnsteinUhlenbeckComplexMode { SIM_ORNSTEIN_UHLENBECK_COMPLEX_MODE_COMPONENT , SIM_ORNSTEIN_UHLENBECK_COMPLEX_MODE_POLAR }
	Coordinate system used when applying OU noise to complex fields. More...

Functions
SimResult	sim_add_ornstein_uhlenbeck_operator (struct SimContext *context, const SimOrnsteinUhlenbeckOperatorConfig *config, size_t *out_index)
	Register an Ornstein-Uhlenbeck process operator.
SimResult	sim_ornstein_uhlenbeck_config (struct SimContext *context, size_t operator_index, SimOrnsteinUhlenbeckOperatorConfig *out_config)
	Copy the current OU configuration from a registered operator.
SimResult	sim_ornstein_uhlenbeck_update (struct SimContext *context, size_t operator_index, const SimOrnsteinUhlenbeckOperatorConfig *config)
	Replace the configuration of a registered OU operator.

Detailed Description

Ornstein-Uhlenbeck stochastic process operator.

Enumeration Type Documentation

SimOrnsteinUhlenbeckComplexMode

enum SimOrnsteinUhlenbeckComplexMode

Coordinate system used when applying OU noise to complex fields.

Enumerator
SIM_ORNSTEIN_UHLENBECK_COMPLEX_MODE_COMPONENT	Evolve real/imaginary scalar components independently.
SIM_ORNSTEIN_UHLENBECK_COMPLEX_MODE_POLAR	Evolve radius/phase coordinates independently, then reconstruct.

Function Documentation

sim_add_ornstein_uhlenbeck_operator()

SimResult sim_add_ornstein_uhlenbeck_operator	(	struct SimContext *	context,
		const SimOrnsteinUhlenbeckOperatorConfig *	config,
		size_t *	out_index
	)

Register an Ornstein-Uhlenbeck process operator.

Parameters

	context	Simulation context that will own the operator.
	config	Optional OU configuration; NULL selects normalized defaults.
[out]	out_index	Optional destination for the registered operator index.

Returns

SIM_RESULT_OK on success, or an error code from argument validation, field validation, allocation, or split registration.

sim_ornstein_uhlenbeck_config()

SimResult sim_ornstein_uhlenbeck_config	(	struct SimContext *	context,
		size_t	operator_index,
		SimOrnsteinUhlenbeckOperatorConfig *	out_config
	)

Copy the current OU configuration from a registered operator.

Parameters

	context	Simulation context containing the operator.
	operator_index	Index returned by sim_add_ornstein_uhlenbeck_operator().
[out]	out_config	Receives the normalized configuration.

Returns

SIM_RESULT_OK on success, SIM_RESULT_INVALID_ARGUMENT for NULL pointers, SIM_RESULT_NOT_FOUND for a missing operator, or SIM_RESULT_INVALID_STATE when the operator has no OU state.

sim_ornstein_uhlenbeck_update()

SimResult sim_ornstein_uhlenbeck_update	(	struct SimContext *	context,
		size_t	operator_index,
		const SimOrnsteinUhlenbeckOperatorConfig *	config
	)

Replace the configuration of a registered OU operator.

config is required. Updating reseeds the process RNG, refreshes symbolic metadata, and validates the target field before storing the replacement.

Parameters

context	Simulation context containing the operator.
operator_index	Index of the OU operator to update.
config	Replacement OU configuration.

Returns

SIM_RESULT_OK on success, or an error code from argument validation, lookup, field validation, or state validation.