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SDE support for GaussAdjoint#945

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acoh64 wants to merge 8 commits intoSciML:masterSciML/SciMLSensitivity.jl:masterfrom acoh64:aec/sde-gaussadjointacoh64/SciMLSensitivity.jl:aec/sde-gaussadjointCopy head branch name to clipboard

+607-68

Commits

Commits on Nov 30, 2023

• works for initial condition but not parameters

  acoh64

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  e545bcc

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Commits on Dec 7, 2023

• fixed bug in abstol and reltol

  acoh64

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  49b9965

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Commits on Dec 14, 2023

• close to working, derivative wrt noise param wrong

  acoh64

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  00065f2

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• added noise term

  acoh64

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  8a147fd

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Commits on Jan 7, 2024

• added dW

  acoh64

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  cc242ed

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Commits on Feb 10, 2024

• adding interpolation

  acoh64

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  0b4dac7

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Commits on Feb 14, 2024

• added interpolation for dW, still not working

  acoh64

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  76082df

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• remove interpolation

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  a85b074

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