patrick-kidger / diffrax

Numerical differential equation solvers in JAX. Autodifferentiable and GPU-capable. https://docs.kidger.site/diffrax/
Apache License 2.0
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Add weak order to solvers? #497

Closed lockwo closed 2 weeks ago

lockwo commented 2 months ago

strong order is a attribute of the SDE solvers, but they also possess a weak order. Is there any reason not to include weak order as well (or should it wait until the first weak solver is going in)?

patrick-kidger commented 2 months ago

I left these off mostly because I didn't feel like tracking them down for every solver! A lot of these just aren't well-documented.

That aside it's just not that useful -- strong order is used in the theory of adaptive stepping, so it is needed programmatically. The same isn't true for weak.