Class MLMC.Problem

java.lang.Object
jline.solvers.ssa.MLMC.Problem
Enclosing class:
MLMC

public static final class MLMC.Problem extends Object
  • Field Details

    • x0

      public final double[] x0
    • nu

      public final double[][] nu
      One increment per COLUMN (state dimension by channel count).
    • rates

      public final Function<double[],double[]> rates
    • observe

      public final Function<double[],double[]> observe
  • Constructor Details

    • Problem

      public Problem(double[] x0, double[][] nu, Function<double[],double[]> rates, Function<double[],double[]> observe)