Patrick Kidger
Patrick Kidger
Hmm, bother. In terms of docstrings -- I don't think I can see a way to add it automatically. You could probably arrange to have it be checked automatically, although...
Thank you @lockwo for the help! By the way, I'd be very happy to take a pull request improving this error message, describing whatever you think most needs adding! (It's...
I'd quite like to have these examples, yes! I think the way I'd like to do this is to have one of our examples pages be an 'awesome list' that...
Switch to a different version of JAX. You're encountering a known bug in JAX version 0.4.27. :)
This is a known issue that arose in JAX 0.4.34. The tangent types of integers in custom autodiff was changed from matching the primal to instead being a `float0`. I've...
Yup! First of all, if you just write things out naively then the compiler should detect the common subexpression and optimise that out. (At least for most solvers. I think...
This looks mostly correct to me! In particular I think your combined control looks correct. I think your choice of `ys` looks a little odd: you wouldn't normally have a...
Hmm, it's true that the single-term approach makes things harder to use with the SDE-specific solvers. In general you can check `solver.term_structure` to see what's compatible. Anyway, if nothing else...
Adaptive stepping of SDEs is pretty weird. The problem is that the adaptivity may accidentally introduce a bias in the Levy area. Two sufficient conditions for good behaviour -- you...
You can use `SaveAt(fn=...)`. This is a separate function to the one used in the vector field. In general we don't allow saving extra values from the vector field. The...