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In many algorithms one needs the jacobian of the drift field. These are now computed using ForwardDiff. Adding the the field jacobian to StochSystem, makes it possible for the user to hardcode it or compute it symbolically using, e.g., ModeligToolkit.
The text was updated successfully, but these errors were encountered:
In many algorithms one needs the jacobian of the drift field. These are now computed using ForwardDiff. Adding the the field
jacobian
toStochSystem
, makes it possible for the user to hardcode it or compute it symbolically using, e.g., ModeligToolkit.The text was updated successfully, but these errors were encountered: