Say, I was just wondering if MethodOfLines can solve stochastic PDEs and PDEs with jumps? I looked at the list of known limitations and it did say that these types of problems are excluded. Also, since MOL uses the DiffEq solvers--which support jumps and stochastic ODES, I thought that some of this might carry over to MethodOfLines.
I looked through the test cases and did not seen any examples of a stochastic PDE. I imagine I could provide the noise model in the definitition of the SDEProblem.
Before I start all this, I figured I would just ask if these types of problems are supported yet. Thanks.