int ModelDefinition::Iterate0(double* X) { // Gillespie's Langevin equation
Propensity(X);
double dx = S[0][0]*a[0] + S[0][1]*a[1] + S[0][2]*a[2] + S[0][3]*a[3];
//double dy = S[1][0]*a[0] + S[1][1]*a[1] + S[1][2]*a[2] + S[1][3]*a[3];
//double nx, ny;
double nx;
while(true){
for (int i=0; i<m; i++) {
N[i] = randn_notrig();
}
nx = X[0] + dx*dt + (S[0][0]*sqrt_a[0]*N[0] + S[0][1]*sqrt_a[1]*N[1] + S[0][2]*sqrt_a[2]*N[2] + S[0][3]*sqrt_a[3]*N[3])*sqrt_dt;
//ny = X[1] + dy*dt + (S[1][0]*sqrt_a[0]*N[0] + S[1][1]*sqrt_a[1]*N[1] + S[1][2]*sqrt_a[2]*N[2] + S[1][3]*sqrt_a[3]*N[3])*sqrt_dt;
if (nx >= 0) {
//if (nx >= 0 && ny >= 0) {
break;
}
}
X[0] = nx;
//X[1] = ny;
return 0;
}
/* ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ */
void Gillespie(int Nevents, double Volume, double* T, int NmlcV[], int NmlcF[])
/* ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ */
{
int i, m=0, event;
double r1, r2;
double A[NREACT], SCT[NREACT], x;
/* Compute the stochastic reaction rates */
Update_RCONST();
StochasticRates( RCONST, Volume, SCT );
for (event = 1; event <= Nevents; event++) {
/* Uniformly distributed ranfor (m numbers */
r1 = (double)rand()/(double)RAND_MAX;
r2 = (double)rand()/(double)RAND_MAX;
/* Avoid log of zero */
r2 = (r2-1.0e-14) ? r2 : 1.0e-14;
/* Propensity vector */
TIME = *T;
Propensity ( NmlcV, NmlcF, SCT, A );
/* Cumulative sum of propensities */
for (i=1; i<NREACT; i++)
A[i] = A[i-1]+A[i];
/* Index of next reaction */
x = r1*A[NREACT-1];
for ( i = 0; i<NREACT; i++)
if (A[i] >= x) {
m = i+1;
break;
}
/* Update T with time to next reaction */
*T = *T - log(r2)/A[NREACT-1];
/* Update state vector after reaction m */
MoleculeChange( m, NmlcV );
} /* for event */
} /* Gillespie */
int ModelDefinition::Iterate1(double* X) {
Propensity(X);
double B[m][m];
for (int i=0; i<m; i++) {
for (int j=0; j<m; j++) {
if (j<i) {
B[i][j] = B[j][i];
}
else {
B[i][j] = sqrt_a[i] * sqrt_a[j] * Rcorr[i][j];
}
}
}
for (int i=0; i<n; i++) {
for (int j=0; j<n; j++) {
if (j<i) {
CovR[i][j] = CovR[j][i];
}
else{
CovR[i][j] = 0.0;
for (int r=0; r<m; r++) {
for (int s=0; s<m; s++) {
CovR[i][j] += S[i][r] * B[r][s] * S[j][s];
}
}
}
}
}
double dx = S[0][0]*a[0] + S[0][1]*a[1] + S[0][2]*a[2] + S[0][3]*a[3];
//double dy = S[1][0]*a[0] + S[1][1]*a[1] + S[1][2]*a[2] + S[1][3]*a[3];
// A is a lower-triangular matrix
double A11 = sqrt(CovR[0][0]);//
double A12 = 0.0;
double A21 = CovR[0][1]/A11;
double A22 = sqrt(CovR[1][1] - A21*A21);//
if (isnan(A11) || isnan(A21) || isnan(A22)) {
cout << "oops" << endl;
return -1;
}
double nx;
//double nx,ny;
while(true){
for (int i=0; i<n; i++) {
N[i] = randn_notrig();
}
//ny = X[1] + dy*dt + (A21*N[0] + A22*N[1])*sqrt_dt;
nx = X[0] + dx*dt + (A11*N[0] + A12*N[1])*sqrt_dt;
//if(nx>=0 && ny >=0){
if(nx>=0){
break;
}
}
X[0] = nx;
//X[1] = ny;
return 0;
}
