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Move Monte Carlo out
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ChrisRackauckas committed Jan 11, 2017
1 parent bba75af commit 265fb11
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Showing 4 changed files with 0 additions and 63 deletions.
7 changes: 0 additions & 7 deletions src/StochasticDiffEq.jl
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Expand Up @@ -6,11 +6,7 @@ module StochasticDiffEq
DataStructures, ResettableStacks
import DiffEqBase: solve


abstract AbstractMonteCarloSimulation

include("algorithms.jl")
include("stochastic_utils.jl")
include("solve.jl")
include("initdt.jl")
include("integrators/integrator_utils.jl")
Expand All @@ -22,9 +18,6 @@ module StochasticDiffEq
export StochasticDiffEqAlgorithm, EM, RKMil, SRA, SRI, SRIW1,
SRA1

#Stochastic Utils
export monte_carlo_simulation

#General Functions
export solve

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50 changes: 0 additions & 50 deletions src/stochastic_utils.jl

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2 changes: 0 additions & 2 deletions test/sde/sde_additive_tests.jl
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Expand Up @@ -12,8 +12,6 @@ println("Solve and Plot")
sol =solve(prob,SRA(),dt=1/2^(3))
sol =solve(prob,SRA1(),dt=1/2^(3))

#Now do the simulation 10000 times in parallel. Return an array
solArr = monte_carlo_simulation(prob,SRA1(),dt=1//2^(3),numMonte=5)

#First index is the sime, so sol.timeseries[1,..] is the initial condition
#Last indices are the indexes of the variables. Since our initial condition
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4 changes: 0 additions & 4 deletions test/sde/sde_twodimlinear_tests.jl
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Expand Up @@ -14,10 +14,6 @@ sol = solve(prob,SRIW1(),dt=1/2^(3),save_timeseries=false)

sol = solve(prob,SRIW1(),dt=1/2^(3),progress=true,progress_steps=1)


#Now do the simulation 5 times in parallel. Return an array
solArr = monte_carlo_simulation(prob,SRIW1(),dt=1//2^(3),numMonte=5)

#TEST_PLOT && plot(sol,plot_analytic=true)

## Convergence Testing
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