sdeint
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mattja
Numerical integration of Ito or Stratonovich SDEs
First of all, thanks a lot for the package, it's very useful! I was wondering whether the following application could be a relevant addition for sdeint: In several fields, including...
I have a mechanical system described as d/dt (q) = f(q, t, F), where q …generalized coordinates, F…external forces to be modeled as white noise (Where I used sympy.physics.mechanics to...
Examples
Great package, works very well. It could be useful to add some examples to the README. Here's one I made for the logistic growth model: https://gist.github.com/yoavram/5550c3f5daf1772e8352
`odeint` has `args=[]` for this purpose. In case of sdeint we'd possibly need two separate parameters, `argsf` and `argsG`.
Hi, thanks for your really great library! it really saves my day. I'm not expert in maths, but am currently interested in simulating sde include a poisson process. is it...
I hope it's not a too stupid question since I have no background in SDEs in general but I need to use the package to generate sample paths for our...
I am using sdeint as it is shown in the 2nd example. So multi-dimensional independent driving Wiener processes. Is it possible to save the noise for every dimension/timestep?
Citation
I'd like to use `sdeint` to generate a couple of figures. :) How should I cite `sdeint` for that?
Although `scipy.integrate.odeint` does not support that sort of thing. But hey, why not? This would then be an improved fix for mattja/nsim#2 , since it's reasonable for people to supply...
sdeint needs some tighter input validation, if people try to use a state vector y with shape (n,1) instead of (n,) e.g. mattja/nsim#2 I see that `scipy.integrate.odeint` also refuses this...