Direct Approach to TCF
Decide beforehand the time range (0,tmax) for evaluation of C(t)
- let n be the number of time steps in tmax
At each simulation time step, update sums for all times in (0,tmax)
- n sums to update
- store values of A(t) for past n time steps
- at time step k:
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Considerations
- trade off range of C(t) against storage of history of A(t)
- requires n2 operations to evaluate TCF