patrick-kidger / patrick-kidger/diffrax
Space-time Levy area / full Levy area
Open
Nobody has claimed this yet.
feature
- Dominant language
- Python
- Stars
- 2.1k
- Forks
- 189
- Avg merge
- 3d 18h
- Merged PRs (30d)
- 1
Description
At the moment all of our SDE solvers are Levy-area-free. It should be relatively straightforward to add support for different kinds of Levy area, by extending the evaluate interface.
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 evaluate interface used by the SDE solvers and read how it currently handles Levy-area-free evaluation. Determine the supported space-time and full Levy-area variants, then verify that the solvers accept them through the extended interface.
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
- Needs clarification
- Newbie friendliness
- 25/100