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fix in fft stocproc, factor of one oder pi missing

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cimatosa 2015-07-06 21:03:28 +02:00
parent 8c8871b474
commit 6a22a4ca09
1 changed files with 3 additions and 3 deletions
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6
stocproc/class_stocproc.py
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@ -178,7 +178,7 @@ class StocProc_FFT(_absStocProc):
r""" r"""
Simulate Stochastic Process using FFT method Simulate Stochastic Process using FFT method
""" """
def __init__(self, spectral_density, t_max, num_grid_points, seed=None, verbose=1, k=3): def __init__(self, spectral_density, t_max, num_grid_points, seed=None, verbose=0, k=3):
super().__init__(t_max = t_max, super().__init__(t_max = t_max,
num_grid_points = num_grid_points, num_grid_points = num_grid_points,
seed = seed, seed = seed,
@ -192,7 +192,7 @@ class StocProc_FFT(_absStocProc):
#omega axis #omega axis
omega = self.delta_omega*np.arange(self.n_dft) omega = self.delta_omega*np.arange(self.n_dft)
#reshape for multiplication with matrix xi #reshape for multiplication with matrix xi
self.sqrt_spectral_density_times_sqrt_delta_omega = np.sqrt(spectral_density(omega)) * np.sqrt(self.delta_omega) self.sqrt_spectral_density_over_pi_times_sqrt_delta_omega = np.sqrt(spectral_density(omega) / np.pi) * np.sqrt(self.delta_omega)
if self._verbose > 0: if self._verbose > 0:
print("stoc proc fft, spectral density sampling information:") print("stoc proc fft, spectral density sampling information:")
@ -203,7 +203,7 @@ class StocProc_FFT(_absStocProc):
print(" delta_omega:", (self.delta_omega)) print(" delta_omega:", (self.delta_omega))
def _calc_z(self, y): def _calc_z(self, y):
weighted_integrand = self.sqrt_spectral_density_times_sqrt_delta_omega * y weighted_integrand = self.sqrt_spectral_density_over_pi_times_sqrt_delta_omega * y
#compute integral using fft routine #compute integral using fft routine
if self._verbose > 1: if self._verbose > 1:
print("calc process via fft ...") print("calc process via fft ...")