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Upgrade SDE Euler solver to Milstein #33

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mountaindust opened this issue Dec 4, 2020 · 1 comment
Open

Upgrade SDE Euler solver to Milstein #33

mountaindust opened this issue Dec 4, 2020 · 1 comment
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enhancement medium priority

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See note in the docstring, and Milstein Method on Wikipedia. For now, we will assume that \sigma'(x) is zero for most applications, making this method equivalent to the current one.
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mountaindust commented Jun 3, 2021 •
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Needed for porous media models. It's worth noting in the documentation somewhere that D for porous media should be the effective diffusion constant divided by volumetric water content. See this paper.

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