Andraž Jelinčič

SRK

19

This PR adds all the shiny new SRK methods, while leaving out the Langevin-only methods (ALIGN and SORT). A few things to keep in mind: - I wrote some comments...

This PR adds space-time-time Levy area to `VirtualBrownianTree` and `UnsafeBrownianPath`. The changes to the overall logic are minor, I mostly just added the math for the space-time-time case. The additions...

Langevin PR

21

Hi Patrick, Thanks for the heads up, here's the reuploaded PR (with another quick fix). This PR contains all the new Langevin solvers. All of these inherit from AbstractLangevinSRK in...

Added JumpStepWrapper

3

Hi Patrick, I factored the `jump_ts` and `step_ts` out of the `PIDController` into `JumpStepWrapper` (I'm not very set on this name, lmk if you have ideas). I also made it...

Why are step_ts and jump_ts treated differently here?

10

Hi Patrick, Am I correct in saying that the only differences between step_ts and jump_ts are the following: - `jump_ts` cannot be integers, but must be floats (so that you...

Srk table

11

Hi Patrick, this is a lightweight PR, adding some more SRK documentation. The first commit just adds the table of all SDE solvers into `docs/api/solvers/sde_solver.md`. The second commit adds a...

small fix of docs in all three and a return type in quicsort

6

Noticed a few little issues while I was implementing UBU (for some unrelated work).