Function WeinerProcess

src/randomProcesses/processes/UOprocess/UOprocess.C:39–47

// * * * * * * * * * * * * * Private Member Functions  * * * * * * * * * * * //

complexVector UOprocess::WeinerProcess()
{
    return RootDeltaT*complexVector
    (
        complex(GaussGen.GaussNormal(), GaussGen.GaussNormal()),
        complex(GaussGen.GaussNormal(), GaussGen.GaussNormal()),
        complex(GaussGen.GaussNormal(), GaussGen.GaussNormal())
    );
}


// * * * * * * * * * * * * * * * * Constructors  * * * * * * * * * * * * * * //