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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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RODE solver RandomHeun() #492

Closed rmsrosa closed 2 years ago

rmsrosa commented 2 years ago

This implements the fixed-step RandomHeun() method for RODEs. Let me know if there is anything else I should do at this point.

Later I intend to add it to the documentation and add a RODE's SciMLBenchmarks.