[WRONG BASE BRANCH]I6 brownian timestep

cbherbert / stochrare

This Python package aims at providing tools to study stochastic processes: integrate SDEs, solve Fokker-Planck equations, sample rare events,...

GNU General Public License v3.0

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[WRONG BASE BRANCH]I6 brownian timestep #9

Closed tlestang closed 4 years ago

tlestang commented 4 years ago

This PR allows DiffusionProcess trajectories to be generated with a timestep dt greater that the brownian path deltat.

Note that the piece-wise integration of the brownian path prior to integration is now performed in a separate method DiffusionProcess._integrate_brownian_path, allowing unit testing.

Addresses #6