Generalize Deep Splitting Algorithm

[ChrisRackauckas]

https://github.com/vboussange/HighDimPDE.jl/blob/main/src/DeepSplitting.jl#L110

This is hardcoded to Euler-Maruyama. This could potentially be improved by making this use StochasticDiffEq to generalize the time stepping algorithms which could be used. It would be interesting research wise to just see whether a higher order method with a larger dt ends up being more efficient here.

[ChrisRackauckas]

Could multilevel Picard be generalized as well?

https://github.com/vboussange/HighDimPDE.jl/blob/main/src/MLP.jl#L263

I don't know that one as much.

[vboussange]

Both are interesting ideas. MLP could potentially be generalised, although I have some concerns about the numerical cost, as it heavily relies on nested calls.