OUprocess.H

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License
    This file is part of OpenFOAM.
 
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    the Free Software Foundation, either version 3 of the License, or
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Class
    Foam::OUprocess
 
Description
    Random Ornstein-Uhlenbeck process
 
SourceFiles
    OUprocess.C
 
\*---------------------------------------------------------------------------*/
 
#ifndef OUprocess_H
#define OUprocess_H
 
#include "complexFields.H"
#include "scalar.H"
#include "standardNormal.H"
 
// * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * //
 
namespace Foam
{
 
class Kmesh;
 
/*---------------------------------------------------------------------------*\
                          Class OUprocess Declaration
\*---------------------------------------------------------------------------*/
 
class OUprocess
{
    // Private Data
 
        const distributions::standardNormal stdNormal_;
 
        const Kmesh& Kmesh_;
        mutable complexVectorField OUfield_;
 
        // Ornstein-Uhlenbeck process coefficients
        scalar alpha_;
        scalar sigma_;
        scalar kUpper_;
        scalar kLower_;
        scalar scale_;
 
 
    // Private Member Functions
 
        //- Return the Weiner process field
        complexVector WeinerProcess(const scalar deltaT) const;
 
 
public:
 
    // Constructors
 
        //- Construct from wavenumber mesh, timestep and coefficients dict
        OUprocess
        (
            const Kmesh& kmesh,
            const scalar deltaT,
            const dictionary&
        );
 
 
    // Member Functions
 
        //- Return the current random Ornstein-Uhlenbeck process field
        const complexVectorField& newField(const scalar deltaT) const;
};
 
 
// * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * //
 
} // End namespace Foam
 
// * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * //
 
#endif
 
// ************************************************************************* //