patrick-kidger / patrick-kidger/diffrax
Implicit SDE Solvers?
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feature
- Dominant language
- Python
- Stars
- 2.1k
- Forks
- 189
- Avg merge
- 3d 18h
- Merged PRs (30d)
- 1
Description
It looks like all the SDE solvers are explicit - are there plans to add any implicit solvers for stochastic equations?
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
The issue names no files, tests, or entry points and asks whether implicit SDE solvers are planned. Start by reviewing the existing SDE solver architecture and related documentation, then seek maintainer guidance on the intended numerical method and scope. Done would require an agreed design and implementation plan before coding begins.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- tooling
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 20/100