Struct JumpKernel 

pub struct JumpKernel<const N: usize> {
    pub dims: [Vec<JumpTransition>; N],
}

Per-dimension jump kernel for arbitrary-amplitude jump processes.

Each dimension carries an ordered list of JumpTransition pairs. For a DiscreteJump dimension the kernel is exactly the unit up/down pair [(+1, plus), (-1, minus)]; a Jump dimension may carry any finite set of amplitudes and rates. The finite-difference operator and the BSDE forward step both sum or sample over this kernel.

Fields

dims: [Vec<JumpTransition>; N]

Jump transitions for each dimension.

Implementations

impl<const N: usize> JumpKernel<N>

pub fn empty() -> Self

Builds an empty jump kernel (no jumps in any dimension).

Examples

use solver::numeric::finite_difference::discretization::JumpKernel;
let kernel = JumpKernel::<2>::empty();
assert!(kernel.is_empty(0));
assert!(kernel.is_empty(1));

pub fn from_transport(transport: &Transport<N>) -> Self

Builds a jump kernel from a transport bundle, folding each dimension’s plus/minus rates into the unit +1/-1 transitions used by the DiscreteJump convention.

Examples

use solver::numeric::finite_difference::discretization::{JumpKernel, Transport};
let t = Transport::<2>::new([1.5, 0.0], [0.0, 2.0], 0.0);
let kernel = JumpKernel::from_transport(&t);
assert_eq!(kernel.dims[0][0].amplitude, 1);
assert_eq!(kernel.dims[1][0].amplitude, -1);

pub fn len(&self, dim: usize) -> usize

Number of jump transitions in dim.

Examples

use solver::numeric::finite_difference::discretization::{JumpKernel, Transport};
let t = Transport::<2>::new([1.5, 0.0], [0.0, 2.0], 0.0);
let kernel = JumpKernel::from_transport(&t);
assert_eq!(kernel.len(0), 1);
assert_eq!(kernel.len(1), 1);

pub fn is_empty(&self, dim: usize) -> bool

Whether a dimension has no jump transitions.

Examples

use solver::numeric::finite_difference::discretization::{JumpKernel, Transport};
let t = Transport::<2>::new([0.0, 0.0], [2.0, 0.0], 0.0);
let kernel = JumpKernel::from_transport(&t);
assert!(!kernel.is_empty(0));
assert!(kernel.is_empty(1));

pub fn total_rate(&self, dim: usize) -> f64

Total intensity of all transitions in dim.

Examples

use solver::numeric::finite_difference::discretization::{JumpKernel, Transport};
let t = Transport::<2>::new([1.5, 0.0], [0.0, 2.0], 0.0);
let kernel = JumpKernel::from_transport(&t);
assert_eq!(kernel.total_rate(0), 1.5);
assert_eq!(kernel.total_rate(1), 2.0);

Trait Implementations

impl<const N: usize> Clone for JumpKernel<N>

fn clone(&self) -> JumpKernel<N>

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl<const N: usize> Debug for JumpKernel<N>

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<const N: usize> Default for JumpKernel<N>

fn default() -> Self

Returns the “default value” for a type.