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Update sde_premade_problems.jl
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src/sde_premade_problems.jl

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@@ -82,7 +82,7 @@ du_t = -\frac{1}{100}\sin(u)\cos^3(u)dt + \frac{1}{10}\cos^{2}(u_t) dW_t
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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)=\arctan(\frac{W_t}{10} + \tan(u0))
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u(u_0,p,t,W_t)=\arctan(\frac{W_t}{10} + \tan(u_0))
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```
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"""
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prob_sde_wave = SDEProblem(ff_wave,σ_wave,1.0,(0.0,1.0))
@@ -102,7 +102,7 @@ u_t = (\frac{β}{\sqrt{1+t}}-\frac{1}{2(1+t)}u_t)dt + \frac{αβ}{\sqrt{1+t}}dW_
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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)=\frac{u0}{\sqrt{1+t}} + \frac{β(t+αW_t)}{\sqrt{1+t}}
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u(u_0,p,t,W_t)=\frac{u_0}{\sqrt{1+t}} + \frac{β(t+αW_t)}{\sqrt{1+t}}
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```
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"""
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prob_sde_additive = SDEProblem(ff_additive,σ_additive,1.0,(0.0,1.0),p)

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