DiffEqNoiseProcess.jl icon indicating copy to clipboard operation
DiffEqNoiseProcess.jl copied to clipboard

A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)

Results 23 DiffEqNoiseProcess.jl issues
Sort by recently updated
recently updated
newest added

**Describe the bug 🐞** The following snippet ```julia using StochasticDiffEq, DiffEqNoiseProcess f(u, p, t) = -u g(u, p, t) = 1.0 w = WienerProcess(0.0, 0.0) prob = SDEProblem(f, g, 0.0,...

bug

To look for what `kwargs...` are available, I had to look at the code. I needed the `reseed=false`. If this is undocumented, it might be worth adding to the docs,...

To implement when which algorithm is compatible with which noise type we need to distinguish between them after creation. Would it be sensibele to make a type system on top...