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The docs for DifferentialEquations.jl include a nice FAQ section with performance tips [here](https://docs.sciml.ai/stable/basics/faq/). Is there anything like that for common performance pitfalls fo…
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Hi Patrick,
Firstly, I applaud the excellent paper: Neural SDEs as Infinite-Dimensional GANs.
According to your paper, I am trying to add gradient penalty into your code: /examples/neural_sde.ipynb…
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Looking at the description of the arguments of `diffeqsolve` closely, I realized that irrespective of choosing the solver to be `diffrax.ReversibleHeun`, the backward pass by default is `diffrax.Recur…
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Hello,
I'm working on trying to solve Forward Backward Stochastic Differential Equations. The problem is as such:
-dY_t = (A_t*Y_t + B_t*Z_t + C_t)dt - Z_tdW_t
Y_T ~ N(m, s)
T = 1
I consi…
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The CPU core is not fully used, as in the following screenshot.
![image](https://user-images.githubusercontent.com/43729497/232291692-65a6a5f4-2436-4769-971a-9d19be96dd0b.png)
The GPU is not ful…
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Hello, sorry i would have liked to comment in your blog but its not possible.
i have read the blog's page about weather prediction (very well written) and i was wondering if you think it could be p…
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I have a lot to do to improve the website.
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Hi,
Is there a way to combine the ensembleproblem command to solve SDEs in combination with Flux Neural Nets. Right now, when I try to combine them, I get the error when I try to train the Neural N…
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Very cool work!
It would be great to have an example on how to solve an ODE that is _directly_ forced by some signal `x(t)`, e.g. a forced mass-spring-damper
`m y'' + r y' + k y = x(t)`.
Do…
fhchl updated
2 years ago
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I want to use a terminating event similar to [steady state event](https://github.com/patrick-kidger/diffrax/blob/main/diffrax/_event.py#L88) where the condition is checked on the derivative of the obj…