@@ -18,10 +18,10 @@ linear_analytic(u0,p,t,W) = @.(u0*exp(0.63155t+0.87W))
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```math
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du_t = βudt + αudW_t
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```
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- where β=1.01, α=0.87, and initial condtion u0 =1/2, with solution
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+ where `` β=1.01``, `` α=0.87`` , and initial condtion ``u_0 =1/2`` , with solution
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```math
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- u(u0,p,t,W_t)=u0 \e xp((α-\f rac{β^2}{2})t+βW_t)
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+ u(u0,p,t,W_t)=u_0 \e xp((α-\f rac{β^2}{2})t+βW_t)
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```
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"""
@@ -40,10 +40,10 @@ f_linear_iip(du,u,p,t) = @.(du = 1.01*u)
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```math
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du_t = βudt + αudW_t
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```
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- where β=1.01, α=0.87, and initial condtion u0=1/2 with solution
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+ where `` β=1.01``, `` α=0.87`` , and initial condtion ``u_0= \f rac{1}{2}`` with solution
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```math
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- u(u0,p,t,W_t)=u0 \e xp((α-\f rac{β^2}{2})t+βW_t)
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+ u(u0,p,t,W_t)=u_0 \e xp((α-\f rac{β^2}{2})t+βW_t)
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```
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"""
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prob_sde_2Dlinear = SDEProblem (SDEFunction (f_linear_iip,σ_linear_iip,
@@ -62,7 +62,7 @@ ff_cubic = SDEFunction(f_cubic,σ_cubic,analytic = cubic_analytic)
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du_t = \f rac{1}{4}u(1-u^2)dt + \f rac{1}{2}(1-u^2)dW_t
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```
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- and initial condtion u0=1/2 , with solution
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+ and initial condtion ``u_0= \f rac{1}{2}`` , with solution
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```math
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u(u0,p,t,W_t)=\f rac{(1+u0)\e xp(W_t)+u0-1}{(1+u0)\e xp(W_t)+1-u0}
@@ -79,7 +79,7 @@ ff_wave = SDEFunction(f_wave,σ_wave,analytic=wave_analytic)
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du_t = -\f rac{1}{100}\s in(u)\c os^3(u)dt + \f rac{1}{10}\c os^{2}(u_t) dW_t
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```
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- and initial condition `u0=1.0 ` with solution
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+ and initial condition ``u_0=1` ` with solution
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```math
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u(u0,p,t,W_t)=\a rctan(\f rac{W_t}{10} + \t an(u0))
@@ -99,7 +99,7 @@ Additive noise problem
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u_t = (\f rac{β}{\s qrt{1+t}}-\f rac{1}{2(1+t)}u_t)dt + \f rac{αβ}{\s qrt{1+t}}dW_t
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```
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- and initial condition u0=1.0 with α=0.1 and β=0.05, with solution
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+ and initial condition ``u_0=1`` with `` α=0.1`` and `` β=0.05`` , with solution
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```math
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u(u0,p,t,W_t)=\f rac{u0}{\s qrt{1+t}} + \f rac{β(t+αW_t)}{\s qrt{1+t}}
@@ -136,7 +136,7 @@ dy = (x*(ρ-z) - y)dt + αdW_t
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dz = (x*y - β*z)dt + αdW_t
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```
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- with ``σ=10``, ``ρ=28``, ``β=8/3``, ``α=3.0`` and inital condition ``u0 =[1;1;1]``.
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+ with ``σ=10``, ``ρ=28``, ``β=8/3``, ``α=3.0`` and inital condition ``u_0 =[1;1;1]``.
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"""
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prob_sde_lorenz = SDEProblem (f_lorenz,σ_lorenz,ones (3 ),(0.0 ,10.0 ),(10.0 ,28.0 ,2.66 ))
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