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Merge pull request #582 from axsk/patch-1
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Fix notation for non-diag. noise in SDE Solvers
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ChrisRackauckas authored Sep 27, 2022
2 parents 8af2929 + 5cb5692 commit 71a51aa
Showing 1 changed file with 3 additions and 3 deletions.
6 changes: 3 additions & 3 deletions docs/src/solvers/sde_solve.md
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Expand Up @@ -199,16 +199,16 @@ For `SRA` and `SRI`, the following option is allowed:
- `SROCKEM` - is fixed step Euler-Mayurama with first order ROCK stabilization thus can
handle stiff problems. Only for Ito problems. Defaults to strong and weak order 1.0,
but can solve with weak order 0.5 as `SROCKEM(strong_order_1=false)`. This method can handle
1-dimensional, diagonal and multi-dimensional noise.
1-dimensional, diagonal and non-diagonal noise.
- `SROCK2` - is a weak second order and strong first order fixed step stabilized method for
stiff Ito problems.This method can handle 1-dimensional, diagonal and multi-dimensional noise.
stiff Ito problems.This method can handle 1-dimensional, diagonal and non-diagonal noise.
- `SKSROCK` - is fixed step stabilized explicit method for stiff Ito problems. Strong order 0.5
and weak order 1. This method has a better stability domain then `SROCK1`. Also it allows
special post-processing techniques in case of ergodic dynamical systems, in the context of
ergodic Brownian dynamics, to achieve order 2 accuracy. `SKSROCK(;post_processing=true)`
will make use of post processing. By default it doesn't use post processing. Post processing is
optional and under development. The rest of the method is completely functional and can handle
1-dimensional, diagonal and multi-dimensional noise.
1-dimensional, diagonal and non-diagonal noise.
- `TangXiaoSROCK2` - is a fixed step size stabilized expicit method for stiff problems. Only for
Ito problems. Weak order of 2 and strog order of 1. Has 5 versions with different stability
domains which can be used as `TangXiaoSROCK2(version_num=i)` where `i` is 1-5. Under Development.
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