patrick-kidger / patrick-kidger/diffrax
Adaptive SDE Docs
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Description
In the docs under adaptation, it says "To perform adaptive stepping with SDEs requires commutative noise. Note that this commutativity condition is not checked."
Is this universally true? Can't you do improved Euler without commutative noise SDEs and still use adaptive methods? I thought this commutative requirement was just for Levy Area solvers
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
Read the adaptive-stepping documentation under adaptation and the linked “How to choose a solver” section first. Check the stated commutative-noise requirement against improved Euler and Lévy area solvers, then update the documentation so the scope of the requirement is explicit and the linked guidance is consistent.
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Assessment
- Tech stack
- python
- Domain
- documentation
- Issue type
- Documentation
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100