Closed mehalter closed 4 years ago
It looks like it's general non-diagonal non-commutative noise. LambdaEM
is the algorithm to go to right now. It'll be a lot more costly, but it's correct.
Perhaps for reaction network/Petri models, there should be the choice of conversion to the 'standard' version in terms of states (S,I,R in this case) or to a multivariate birth process along the lines of https://github.com/epirecipes/sir-julia/blob/master/tutorials/mbp/mbp.jmd . The latter gives you diagonal noise.
My bad here on the solver for the SDE example; is there a way to catch these errors? I'll change the solver to LambaEM
on the next commit.
It's not you it's me. We can have a compiler or type system way of dealing with this. I actually just thought of a good way to do it, so we can make this case throw an error.
That said, it's not egregious. The method will still converge at order 0.5, but the error estimate in the adaptivity will be incorrect.
Addresses #11