Ticket #55 (new enhancement)

Opened 2 years ago

Last modified 17 months ago

Stochastic integration

Reported by: thesamovar Owned by:
Priority: major Milestone: 1.4
Component: Core Version:
Keywords: Cc:

Description

We should include separate integrators for stochastic equations. At the same time, we should include support for noise that is shared across multiple equations. A suggested syntax for this is to use the symbol xi for noise that is different each time it appears (for backwards compatibility), or xi1, xi2, xi_a, etc. for noise which if it is used in two separate equations will be the same.

Change History

Changed 17 months ago by thesamovar

  • milestone changed from 1.3 to 1.4
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