star-wf

First-passage time of brownian motion
git clone git://git.meso-star.fr/star-wf.git
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commit 2fb6234a142d9b76e26a36c068661985c18c9790
parent aa827ef74cdde01351403a9969f9b3d1face196d
Author: Vincent Forest <vincent.forest@meso-star.com>
Date:   Fri, 19 Apr 2024 16:12:20 +0200

Write release notes for version 0.0

Diffstat:
MREADME.md | 17+++++++++++++++++
1 file changed, 17 insertions(+), 0 deletions(-)

diff --git a/README.md b/README.md @@ -16,6 +16,23 @@ Edit config.mk as needed, then run: make install +## Release notes + +### Version 0.0 + +Implement the H function as specified in: + +"The floating random walk and its application to Monte Carlo solutions +of heat equations" - Haji-Sheikh A. and Sparrow E.M., SIAM Journal on +Applied Mathematics, 14(2): 370-389, 1966 + +2D and 3D H functions are implemented. Their tabulation is also +implemented to speed up sampling of these functions. When tabulated, the +functions are reconstructed by linear interpolation or (better) by +quadratic extrapolation of the tabulated values. Note that the default +tabulation arguments are carefully defined to guarantee both very good +numerical accuracy and a small memory footprint. + ## License Copyright (C) 2024 |Méso|Star> (contact@meso-star.com)