random_toolbox.hpp File Reference

Collection of utility functions for random number generation. More...

#include <cstdint>
#include "../option_structure.hpp"

Go to the source code of this file.

Namespaces
namespace	RandomToolbox

Functions
uint64_t	RandomToolbox::GetHash (unsigned long nodeIndex, unsigned short iDim, unsigned long timeIter)
	Generate a deterministic 64-bit hash from three integers.
double	RandomToolbox::HashToUniform (uint64_t x)
	Convert a 64-bit hash into a uniform double in (0,1]. Uses the top 53 bits of the hash to fill the mantissa of a double. Ensures the result is never zero, suitable for Box-Muller transform.
double	RandomToolbox::HashToNormal (uint64_t x)
	Generate a standard normal random number from a 64-bit hash. Uses two deterministic uniforms derived from the hash and its bitwise NOT as inputs to the Box-Muller transform.
double	RandomToolbox::GetNormal (unsigned long nodeIndex, unsigned long dim, unsigned long timeIter)
	Generate a deterministic standard normal number for a cell, dimension, and timestep.
template<class T >
T	RandomToolbox::GetBesselZero (const T &x)
	Compute modified bessel function of first kind (order 0).
template<class T >
T	RandomToolbox::GetBesselIntegral (const T &beta_x, const T &beta_y, const T &beta_z)
	Compute integral involving the product of three modified Bessel functions. Useful for scaling the smoothed stochastic source terms in Langevin equations.

Detailed Description

Collection of utility functions for random number generation.

Version

8.5.0 "Harrier"

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