stochastic_model.h

Go to the documentation of this file.

/* 
* Copyright (C) 2020-2026 MEmilio
*
* Authors: Rene Schmieding
*
* Contact: Martin J. Kuehn <Martin.Kuehn@DLR.de>
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
*     http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
#ifndef MIO_COMPARTMENTS_STOCHASTIC_MODEL_H
#define MIO_COMPARTMENTS_STOCHASTIC_MODEL_H
 
#include "memilio/compartments/compartmental_model.h"
#include "memilio/compartments/flow_model.h"
#include "memilio/utils/random_number_generator.h"
 
namespace mio
{
 
template <typename FP, class Comp, class Pop, class Params, class Flows = void>
class StochasticModel
    : public std::conditional_t<std::is_same_v<Flows, void>, CompartmentalModel<FP, Comp, Pop, Params>,
                                FlowModel<FP, Comp, Pop, Params, Flows>>
{
public:
    using Base = std::conditional_t<std::is_same_v<Flows, void>, CompartmentalModel<FP, Comp, Pop, Params>,
                                    FlowModel<FP, Comp, Pop, Params, Flows>>;
    using Base::Base;
 
    virtual void get_noise(Eigen::Ref<const Eigen::VectorX<FP>> /*pop*/, Eigen::Ref<const Eigen::VectorX<FP>> /*y*/,
                           FP /*t*/, Eigen::Ref<Eigen::VectorX<FP>> /*noise*/) const {};
 
    auto white_noise(Eigen::Index size) const
    {
        return Eigen::VectorX<FP>::NullaryExpr(size, 1, [this]() {
            return sample_standard_normal_distribution();
        });
    }
 
    FP sample_standard_normal_distribution() const
    {
        return FP{DistributionAdapter<std::normal_distribution<ScalarType>>::get_instance()(m_rng, 0.0, 1.0)};
    }
 
    RandomNumberGenerator& get_rng() const
    {
        return m_rng;
    }
 
private:
    mutable RandomNumberGenerator m_rng; 
};
 
template <class Model, typename FP>
concept IsStochasticModel =
    requires(Model m, Eigen::Ref<const Eigen::VectorX<FP>> const_vref, Eigen::Ref<Eigen::VectorX<FP>> vref, FP t) {
        requires IsCompartmentalModel<Model, FP>;
        m.get_noise(const_vref, const_vref, t, vref);
    };
 
} // namespace mio
 
#endif // MIO_COMPARTMENTS_STOCHASTIC_MODEL_H