ornstein_uhlenbeck.h

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#ifndef OAKFIELD_ORNSTEIN_UHLENBECK_H
#define OAKFIELD_ORNSTEIN_UHLENBECK_H
 
#include "oakfield/operator_split.h"
 
#include <stddef.h>
#include <stdint.h>
 
#ifdef __cplusplus
extern "C" {
#endif
 
struct SimContext;
 
typedef enum SimOrnsteinUhlenbeckComplexMode {
    SIM_ORNSTEIN_UHLENBECK_COMPLEX_MODE_COMPONENT =
        0, 
    SIM_ORNSTEIN_UHLENBECK_COMPLEX_MODE_POLAR =
        1 
} SimOrnsteinUhlenbeckComplexMode;
 
typedef struct SimOrnsteinUhlenbeckOperatorConfig {
    size_t field_index; 
    double mean;        
    double sigma;       
    double tau;         
    uint64_t seed;      
    SimOrnsteinUhlenbeckComplexMode complex_mode; 
} SimOrnsteinUhlenbeckOperatorConfig;
 
SimResult sim_add_ornstein_uhlenbeck_operator(struct SimContext *context,
                                              const SimOrnsteinUhlenbeckOperatorConfig *config,
                                              size_t *out_index);
 
SimResult sim_ornstein_uhlenbeck_config(struct SimContext *context, size_t operator_index,
                                        SimOrnsteinUhlenbeckOperatorConfig *out_config);
 
SimResult sim_ornstein_uhlenbeck_update(struct SimContext *context, size_t operator_index,
                                        const SimOrnsteinUhlenbeckOperatorConfig *config);
 
#ifdef __cplusplus
}
#endif
 
#endif /* OAKFIELD_ORNSTEIN_UHLENBECK_H */