3.4.3.9. sdepy.SDE.let¶
-
SDE.
let
(t, out_x, x)[source]¶ Store the value of the integrated process at time point
t
belonging to the requested output timeline.Parameters: - t : float
Time point to which the integration result
x
refers.- out_x : array
Array, shaped
xshape + (paths,)
, where the resultx
is to be stored.- x : array
Integration result at time
t
, shapedwshape + (paths,)
Notes
The default implementation sets
out_x[...] = x
.In case
xshape != wshape
, this method should operate as needed in order to store inout_x
a value broadcastable to its shape (e.g. it might store inout_x
only some of the components ofx
).x
should be treated as read-only.