update sde_loop by removing the loop and use EnsembleProblem: https://github.com/SciML/HighDimPDE.jl/issues/5 #93
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…loop update the sde_loop using the DifferentialEquations solver
update sde_loop function by removing the loop and use EnsembleProblem to calculate the trajectories
… to calculate the trajectories
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| y0 .= y1 | ||
| y1 .= y0 .+ μ(y0,p,t) .* dt .+ σ(y0,p,t) .* sqrt(dt) .* dW | ||
| prob = SDEProblem(y0 .+ μ(y0,p,t) .* dt,σ(y0,p,t) .* sqrt(dt),x0_sample!(y1),t) | ||
| ensembleprob = EnsembleProblem(prob) |
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These are not written as functions, for this won't run. Was this tested?
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