search

mattja / sdeint

Numerical integration of Ito or Stratonovich SDEs
GNU General Public License v3.0
157 stars 25 forks source link

High Dimensional Solver #23

Open apfelfruchtsaft opened 1 year ago

apfelfruchtsaft commented 1 year ago

Hi, I've been using this package for my master's thesis. I ran into problems with high-dimensional systems, where an unreasonable amount of memory was required. I rewrote the main loop for the itoint solver to generate the Brownian increments to be generated on the fly. This may be slightly lower but allowed me to handle much larger systems. I would like to share this with you since this package helped me a lot. I could either incorporate this into the current solver or write an additional option for larger systems. Please let me know your preferences.

Peter230655 commented 1 year ago

It seems to me, this library has been 'abandoned'. A shame, I liked to play around with it!