ChrisRackauckas
commented
6 months ago It was a bit hard to find out what the actual question is in here, but I think it's addressed in https://github.com/SciML/DiffEqNoiseProcess.jl/pull/196
I didn't understand what Z0 is, and I could not find that information anywhere else.
This is an extra Brownian, used in SDE adpativity.
one discovers that the aforementioned function allows one to use a complex brownian motion only when reading the docstring of DiffEqNoiseProcess.RealWienerProcess. I would add the comment made there for the function in my bullet point above.
Which comment?
First of all let me quickly say that I am new to Julia, new to GitHub, new to programming in general. If I'm showing inappropriate/inefficient/incorrect behaviour and/or actions please let me know. Among other considerations, I'm asking this as a question because of the following
in Tamas_Papp's post Please read: make it easier to help you" on Julia Discourse.
I was going through the DiffEqNoiseProcess.jl documentation and stumbled upon the following problem.
Trying to execute the blocks of code in the Direct Simulation of the Noise Process section, I get (from a fresh start of Julia):
I was also reading the section Ensemble Simulations in the documentation of the DifferentialEquation.jl package. With that knowledge I tried to run the following:
which seemed to work.
Additional outputs that are asked about in the GitHub section about opening a bug:
Moreover, on that same page, one can read the following sentence: " For some noise process W, you can get its ith timepoint like W[i] and the associated time W.t[i]. If the NoiseProcess has a bridging distribution defined, it can be interpolated to arbitrary time points using W(t) " In my experiments this is true AFTER I define a NoiseProblem and solve it, whereas it is not true if I try to do it immediately after, e.g.
This confused me at first, so I would rephrase that sentence. However, it is also very much possible that I was confused because I just started with all of this and still learning basic things.
Finally, I noticed that there are some "missing docstrings". I don't want to blame anybody, but I assume at some points those will be filled in. When that happens, I would suggest to also review and improve the already existing ones. Two small improvements I would make:
I hope that I didn't go too long, either in not splitting this into two separate questions of in the effort of providing all the details I could think of.