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SciML / StochasticDiffEq.jl

Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem
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adaptive high order weak #415

Open ChrisRackauckas opened 3 years ago

ChrisRackauckas commented 3 years ago

https://onlinelibrary.wiley.com/doi/abs/10.1002/cpa.10000

ChrisRackauckas commented 3 years ago

@frankschae was this one done?

frankschae commented 3 years ago

no, we only implemented the one due to Roessler: https://onlinelibrary.wiley.com/doi/abs/10.1002/pamm.200410005 (for his SRK methods in https://github.com/SciML/StochasticDiffEq.jl/issues/182).