search

SciML / DiffEqNoiseProcess.jl

A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)
https://docs.sciml.ai/DiffEqNoiseProcess/stable/
Other
63 stars 29 forks source link

replaced exp(x) - 1 by expm1 #159

Closed Jonas-a-Zimmermann closed 1 year ago

Jonas-a-Zimmermann commented 1 year ago

I replaced onccurences of $exp(x) -1$ with $expm1(x)$. It was nececcary, as for small $\Theta$ in the Ornstein-Uhlenbeck process the variance was going towards $0$ instead of $\sigma$. This should fix it.

ChrisRackauckas commented 1 year ago

Bizarre "test" error, in the coverage mechanism 😅 . But it's unrelated so I'll merge then and then look into it. @ArnoStrouwen have you seen this? It's saying ext doesn't exist?

ArnoStrouwen commented 1 year ago

Bizarre "test" error, in the coverage mechanism 😅 . But it's unrelated so I'll merge then and then look into it. @ArnoStrouwen have you seen this? It's saying ext doesn't exist?

The yaml parsing doesn't properly strip the whitespace around arguments. There is an issue about that somewhere in the JuliaCI organization, but I can't find it immediately. Anyway, there is a PR here that works around it. https://github.com/SciML/DiffEqNoiseProcess.jl/pull/160