Closed rmsrosa closed 2 years ago
See https://diffeq.sciml.ai/stable/tutorials/sde_example/#Example-3:-Systems-of-SDEs-with-Scalar-Noise . When doing scalar noise, you don't do noise_rate_prototype
and its form is then just like diagonal noise except the perturbation is the same to each term. I'm not sure how else you could reasonably define it.
When solving a system with scalar noise, what would be the proper way to set
noise_rate_prototype
?It works if I set the noise explicitly, like
noise = WienerProcess(0.0, 0.0)
, but I couldn't make it work with neithernoise_rate_prototype = 0.0
, nornoise_rate_prototype = ()
nornoise_rate_prototype = (1,)
.Here is an MWE taking from the example in the SDE Tutorial:
With that, I get
Here is my info: