2.4.1.4. sdepy.paths_generator.next

paths_generator.next()[source]

Numerical simulation step.

Given the points sw[0], ..., sw[depth - 2] and the corresponding values xw[0], ..., xw[depth - 2], should:

  1. Optionally modify the target next time point sw[depth - 1], to a value between sw[depth - 2] and sw[depth - 1] (this allows for adaptive time steps, with the constraint of touching all point specified by the output timeline and the steps parameter).
  2. Compute the corresponding value xw[depth - 1]

Notes

It is called once per iteration step.

Outline of expected code for depth=2:

# access itervars
iv = self.itervars
sw, xw = iv['sw'], iv['xw']

# get starting values, and time step to be taken
s0, x0 = sw[0], xw[0]
ds = sw[1] - sw[0]

# compute and store the next step
xw[1][...] = x0 + ds

Must be provided by subclasses.