GPoM (version 1.0)

odeBruitMult2: odeBruitMult2 : For the numerical integration of ordinary differential equations with multiplicative noise.

Description

A function for the numerical integration of Ordinary Differential Equations provided in a generic polynomial form. Model formulation follows the convention defined by function poLabs.

Usage

odeBruitMult2(x0, t, K, varData = NULL, txVarBruitM = NULL,
  varBruitM = NULL, method = NULL)

Arguments

x0

Initial conditions

t

All the dates for which the result of the numerical integration of the model will have to be provided

K

is the model: each column corresponds to one equation which organisation is following the convention given by function poLabs which requires the definition of the model dimension nVar (i.e. the number of variables) and the maximum polynomial degree dMax allowed.

varData

A vector of size nVar providing the caracteristic variances of each variable of the dynamical systems in ODE defined by matrix K. If not provided, this variance is automatically estimated.

txVarBruitM

A vector defining the ratio of MULTIPLICATIVE noise for each variable of the dynamical system in ODE. The multiplicative noise is a perturbation added at each numerical integration step. The ratio is defined relatively to the signal variance of each variable.

varBruitM

A vector defining the ratio of MULTIPLICATIVE noise for each variable of the dynamical system in ODE. The multiplicative noise is a perturbation added at each numerical integration step.

method

Numerical method used in the integration process. (see ode function in deSolve package for details).