patrick-kidger / patrick-kidger/diffrax
Support Ito OtD for SDEs
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feature
- Dominant language
- Python
- Stars
- 2.1k
- Forks
- 189
- Avg merge
- 3d 18h
- Merged PRs (30d)
- 1
Description
- At the moment we support DtO for both, of course.
- Reversible solvers only exist for Stratonovich so that's a moot point.
- The "ODE" OtD corresponds to Stratonovich.
The only one remaining is Ito OtD.
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
No file, test, or entry point is named. Start by tracing how existing DtO support handles the two stochastic interpretations, then compare the Ito and Stratonovich solver paths. Done means Ito OtD is supported consistently with the existing DtO behavior and covered by the relevant solver tests.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- backend
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 25/100