Examples for paper's toy problems

google-research / torchsde

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

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Examples for paper's toy problems #83

Closed MiguelFreire closed 3 years ago

MiguelFreire commented 3 years ago

Hey,

Could you guys share the example code for the toy problems presented in the paper? Especially the one for Stochastic Lorenz Attractor?

I was looking at how to solve a system of stochastic differential equations using torchsde where there is inter-dependecy between some of the functions. Can you help me out?

Cheers, Miguel

dnguyengithub commented 3 years ago

Hello,

First of all, thank you for the code. Could you please share the script/notebook for the Stochastic Lorenz system?

Thank you in advance! Duong

lxuechen commented 3 years ago

It's here

MiguelFreire commented 3 years ago

Thank you! Cheers!