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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/
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Tutorial "Direct Simulation of the Noise Process]" is Broken #165

Closed AlexanderNenninger closed 11 months ago

AlexanderNenninger commented 11 months ago

The example code "Direct Simulation of the Noise Process" is broken. In Particular, the type MonteCarloProblem is not defined and I was not able to find a non-deprecated definition of MonteCarloProblem in the SciML ecosystem. Should this be changed to

using DifferentialEquations
using DiffEqNoiseProcess

W = GeometricBrownianMotionProcess(μ, σ, 0.0, S0)
prob = NoiseProblem(W, (0, T))
monte_prob = EnsembleProblem(prob)
sol = solve(monte_prob; dt=0.1, trajectories=100)

?

ChrisRackauckas commented 11 months ago

Thanks, fixed. We need to do a full pass on this package's documentation but that's at least good to have fixed for now.