patrick-kidger / patrick-kidger/diffrax
Tidy up adaptive SDEs
Open
Nobody has claimed this yet.
refactor
- Dominant language
- Python
- Stars
- 2.1k
- Forks
- 189
- Avg merge
- 3d 18h
- Merged PRs (30d)
- 1
Description
Adaptice step size controllers will converge for SDEs if either the commutativity condition is satisfied, or the endpoints of rejected steps are used. We should (a) do this, and (b) remove AbstractAdaptiveSDESolver.
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 adaptive SDE step-size controllers and the AbstractAdaptiveSDESolver referenced in the issue. Read how rejected-step endpoints and the commutativity condition are currently handled. Done means adaptive controllers converge under either stated condition and AbstractAdaptiveSDESolver is removed.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- backend
- Issue type
- Refactor
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 25/100