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Almost the right idea, but there is some confusion.

The num_steps argument is not number of time steps but rather number of scaling and squaring steps. To understand scaling and squaring see section 3 of this paper. In that notation the num_steps is $N$.

The amount of "time" is always 1. When you set num_steps=3 you're saying you want to integrate out from $t=0$ to $t=1$ in $2^N=8$ time steps via $N=3$ squarings. You start with dvf / 8 as an initial ddf, treating this as an approximation of the ddf that you'd actually get if you integrated your dvf from time 0 to time $\frac{1}{8}$. Then you square that ddf (compose it with itself) three times to get to $t=1$.

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@ArjunNarayanan
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@ebrahimebrahim
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@ArjunNarayanan
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@ebrahimebrahim
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@ArjunNarayanan
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