Created
November 7, 2012 01:24
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Stochastic partial differential equation
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| target :: [Double] -> Double | |
| target xs = go 0 0 xs | |
| where go t0 t1 [] = -0.5 * t0 / h - 0.5 * h * t1 | |
| go t0 t1 (u:us:uss) = go (t0 + (us - u)^2) (t1 + v (us + u)) uss | |
| h = 1 / fromIntegral (length xs) | |
| v x = (1 - x^2)^2 |
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