SciML / SciML/DiffEqNoiseProcess.jl
Add `saveat` keyword argument
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- Dominant language
- Julia
- Stars
- 62
- Forks
- 32
- Avg merge
- 8h 38m
- Merged PRs (30d)
- 16
Description
Is your feature request related to a problem? Please describe.
The functions currently support the save_every_step keyword argument. This saves a Vector that can be more or less long. A saveat kwarg would be useful in such cases an SDE uses saveat and we want to extract the noise process only on that times, without necessary allocating memory for saving the entire process history.
Describe the solution you’d like
An additional keyword argument on all the AbstractNoiseProcesses, or at least starting with the WienerProcess and RealWienerProcess.
Describe alternatives you’ve considered
Just preallocating an empty vector, and updating it as long as the process evolves.
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by locating the AbstractNoiseProcess implementations, especially WienerProcess and RealWienerProcess, and trace how save_every_step is handled. Determine how saveat should select saved times without retaining the full process history; done means the requested processes accept saveat and behave consistently with the SDE use case.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- julia
- Domain
- backend-api-design
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100