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lockwo committed Aug 23, 2024
1 parent fa2af70 commit 2426cd7
Showing 1 changed file with 13 additions and 6 deletions.
19 changes: 13 additions & 6 deletions diffrax/_solver/stochastic_theta.py
Original file line number Diff line number Diff line change
Expand Up @@ -17,9 +17,16 @@


def _implicit_relation(z1, nonlinear_solve_args):
vf_prod_drift, t1, y0, args, control, k0_drift, k0_diff, theta = (
nonlinear_solve_args
)
(
vf_prod_drift,
t1,
y0,
args,
control,
k0_drift,
k0_diff,
theta,
) = nonlinear_solve_args
add_state = (y0**ω + z1**ω).ω
implicit_drift = (vf_prod_drift(t1, add_state, args, control) ** ω * theta).ω
euler_drift = ((1 - theta) * k0_drift**ω).ω
Expand Down Expand Up @@ -61,9 +68,9 @@ class StochasticTheta(

theta: float
term_structure: ClassVar = MultiTerm[tuple[ODETerm, AbstractTerm]]
interpolation_cls: ClassVar[Callable[..., LocalLinearInterpolation]] = (
LocalLinearInterpolation
)
interpolation_cls: ClassVar[
Callable[..., LocalLinearInterpolation]
] = LocalLinearInterpolation
root_finder: optx.AbstractRootFinder = with_stepsize_controller_tols(optx.Chord)()
root_find_max_steps: int = 10

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