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add option to add a hardcoded gradient of the action #29

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oameye opened this issue Mar 12, 2024 · 2 comments
Open

add option to add a hardcoded gradient of the action #29

oameye opened this issue Mar 12, 2024 · 2 comments
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enhancement New feature or request

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@oameye
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oameye commented Mar 12, 2024

Performance-wise, it would be very beneficial to add the option of having a hardcoded gradient of the action function S(x::Path) in the (g)MAM solvers.

@reykboerner
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Yes, I guess by gradient you mean the functional derivative of S here with respect to the path? This would also be very useful for langevinmcmc. Maybe this can also be done symbolically? We have derived explicit equations for a general drift b and covariance matrix.

@reykboerner reykboerner added the enhancement New feature or request label Mar 13, 2024
@oameye
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oameye commented Mar 15, 2024

Yes that is exactly what I mean. In the end, it will be something in term of b and derivative of it.

@oameye oameye added this to the Release version 1.0 milestone Mar 27, 2024
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