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mountaindust / Planktos

ABM framework for dispersal modeling
https://planktos.readthedocs.io
GNU General Public License v3.0
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Explicitly solve Ito (and Stratonovich?) equations #27

Closed mountaindust closed 3 years ago

mountaindust commented 3 years ago

I believe that by default, we are currently solving an Ito equation with Euler step for the fluid advection + noise cases. Make sure this is the case, and then look into higher-order methods of solving. As long as the noise term does not depend on agent position, the Ito and Stratonovich solutions should be the same, so implementing a Stratonovich solver should be lower priority.

mountaindust commented 3 years ago

With current usage of Planktos, solving for movement involving a spatially-varying noise term is not a near-term concern, and thus Ito and Stratonovich approaches can be considered equivalent. This also forestalls the need for more complicated numerical solution schemes, since Euler is equivalent to Milstein with a spatially homogenous sigma. These notes have been added to the docstring of Euler_brownian_motion, and with that we will be satisfied for the time being.