package dr.geo;
import dr.math.MathUtils;
import java.awt.geom.Point2D;
import java.util.LinkedList;
import java.util.List;
/**
* @author Alexei Drummond
*/
public class BrownianBridge1D {
/**
* Divide and conquer brownian bridge
*
* @param t0 starting time
* @param t1 end time
* @param y0 starting value
* @param y1 ending value
* @param depth depth of divide and conquer recursion resulting in 2^(depth-1) new points
* @return list of points, containing 2 + 2^(depth-1) points
*/
public static List<Point2D> divideConquerBrownianBridge(double D, double t0, double y0, double t1, double y1, int depth, SpaceTimeRejector1D rejector) {
return divideConquerBrownianBridge(D, new Point2D.Double(t0, y0), new Point2D.Double(t1, y1), depth, rejector);
}
/**
* Divide and conquer brownian bridge
*
* @param t0y0 starting point in time and 1d space
* @param t1y1 end point in time and 1d space
* @param depth depth of divide and conquer recursion resulting in 2^(depth-1) new points
* @return list of points, containing 2 + 2^(depth-1) points
*/
public static List<Point2D> divideConquerBrownianBridge(double D, Point2D t0y0, Point2D t1y1, int depth, SpaceTimeRejector1D rejector) {
List<Point2D> points = new LinkedList<Point2D>();
points.add(t0y0);
points.add(t1y1);
divideConquerBrownianBridge(D, 0, points, depth, rejector);
return points;
}
public static int divideConquerBrownianBridge(double D, int point0, List<Point2D> points, int depth, SpaceTimeRejector1D rejector) {
if (depth > 0) {
Point2D p0 = points.get(point0);
Point2D p1 = points.get(point0 + 1);
double t0 = p0.getX();
double y0 = p0.getY();
double t1 = p1.getX();
double y1 = p1.getY();
double tm = (t1 - t0) / 2.0 + t0;
double mean = y0 + 0.5 * (y1 - y0);
double stdev = Math.sqrt(D * (t1 - t0) / 4.0);
double xm = MathUtils.nextGaussian() * stdev + mean;
if (rejector != null) {
while (rejector.reject(tm, xm)) {
xm = MathUtils.nextGaussian() * stdev + mean;
}
}
points.add(point0 + 1, new Point2D.Double(tm, xm));
int endPoint = divideConquerBrownianBridge(D, point0, points, depth - 1, rejector);
return divideConquerBrownianBridge(D, endPoint, points, depth - 1, rejector);
} else return point0 + 1;
}
public static void main(String[] args) {
List<Point2D> points = divideConquerBrownianBridge(1, 0, 0, 4, 0, 5, null);
for (Point2D p : points) {
System.out.println(p.getX() + "\t" + p.getY());
}
}
}