Internal simple `sdeint` alternative to `torchsde`

DiffEqML / torchdyn

A PyTorch library entirely dedicated to neural differential equations, implicit models and related numerical methods

https://torchdyn.org

Apache License 2.0

1.36k stars 125 forks source link

Internal simple `sdeint` alternative to `torchsde` #97

Open Zymrael opened 3 years ago

Zymrael commented 3 years ago

Clone parts of the odeint and ODE solver implementations to get an internal, simplified sdeint API. Complete the EulerMaruyama placeholder in solvers.py.