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Incorrect integration of SDEs without non-stochastic term #686
@romainbrette found a quite severe bug in the integration of stochastic equations, which turned out to be a regression (i.e. it worked correctly in 2.0b4). It might be worth doing a 2.0rc2 release that includes the fix.
In current master:
In : eqs = Equations('dx/dt = xi/sqrt(ms) : 1') In : print(euler(eqs)) xi = dt**.5 * randn() _x = 1.0*xi/sqrt(ms) x = _x
In : eqs = Equations('dx/dt = xi/sqrt(ms) : 1') In : print(euler(eqs)) xi = dt**.5 * randn() _x = x + 1.0*xi/sqrt(ms) x = _x
The problem was introduced in commit adafd63, I'll have a look into this.
Just to make sure there is no misunderstanding: this does not affect more standard uses of noise in equations (like