sdepy.wiener_process.init¶
-
wiener_process.
init
(s, out_x, x0=0.0)¶ Set initial conditions for SDE integration.
Parameters: - t : float
Time point at which initial conditions should be imposed.
- out_x : array
Array, shaped
wshape + (paths,)
, where initial conditions are to be stored.- init_args : zero or more arrays, as keyword arguments
Initialization parameters, as implied by the
init
method signature. Passed upon instantiation of theSDE
class as array-like, these parameters are served to theinit
method converted to arrays vianp.asarray
.
Notes
The default implementation has a single
x0
parameter, and setsout_x[...] = x0
.