Closed odunbar closed 4 years ago
I slightly tweaked the formatting and namings (like, removed self.
from a couple variables because they are only used locally; renamed do_step
-> compute_rhs
; etc.).
There are two potential issues:
self.eval_closure
inside compute_rhs
, but I'm willing to give this crude way a try)Anyway, I'm gonna merge this and see if it works (:
Replace forward and backward solver in
risk_simulator
with RK45 scipy solver for larger timestepping Coauthored with @jinlong83 @dburov190