Added a table of all SDE solvers

Author: andyElking

docs/api/solvers/sde_solvers.md

@@ -22,6 +22,49 @@ See also [How to choose a solver](../../usage/how-to-choose-a-solver.md#stochast
 
 ---
 
+## Table of all SDE-compatible solvers
+
+```
++----------------+-------+------------+----------------------------------+-------------------+----------------+------------------------------------------+
+|                | SDE   | Lévy       | Strong/weak order per noise type | VF evaluations    | Embedded error | Recommended for                          |
+|                | type  | area       +---------+-------------+----------+-------+-----------+ estimation     | (and other notes)                        |
+|                |       |            | General | Commutative | Additive | Drift | Diffusion |                |                                          |
++----------------+-------+------------+---------+-------------+----------+-------+-----------+----------------+------------------------------------------+
+| Euler          | Itô   | BM only    | 0.5/1.0 | 0.5/1.0     | 1.0/1.0  | 1     | 1         | No             | Itô SDEs when a cheap solver is needed   |
++----------------+-------+------------+---------+-------------+----------+-------+-----------+----------------+------------------------------------------+
+| Heun           | Strat | BM only    | 0.5/1.0 | 1.0/1.0     | 1.0/1.0  | 2     | 2         | Yes            | Stratonovich SDEs without space-time LA. |
+|                |       |            |         |             |          |       |           |                | Has weak order 2 for constant noise.     |
++----------------+-------+------------+---------+-------------+----------+-------+-----------+----------------+------------------------------------------+
+| ItoMilstein    | Itô   | BM only    | 0.5/1.0 | 1.0/1.0     | 1.0/1.0  | 1     | 1 + deriv | No             | Better than Euler for Itô SDEs, but      |
+|                |       |            |         |             |          |       |     ative |                | comuptes the derivative of diffusion VF  |
++----------------+-------+------------+---------+-------------+----------+-------+-----------+----------------+------------------------------------------+
+| Stratonovich   | Strat | BM only    | 0.5/1.0 | 1.0/1.0     | 1.0/1.0  | 1     | 1 + deriv | No             | For commutative Stratonovich SDEs when   |
+| Milstein       |       |            |         |             |          |       |     ative |                | space-time Lévy area is not available.   |
+|                |       |            |         |             |          |       |           |                | Computes derivative of diffusion VF.     |
++----------------+-------+------------+---------+-------------+----------+-------+-----------+----------------+------------------------------------------+
+| ReversibleHeun | Strat | BM only    | 0.5/1.0 | 1.0/1.0     | 1.0/1.0  | 1     | 1         | Yes            | When a reversible solver is needed, e.g. |
+|                |       |            |         |             |          |       |           |                | for Neural SDEs. This method is FSAL.    |
++----------------+-------+------------+---------+-------------+----------+-------+-----------+----------------+------------------------------------------+
+| Midpoint       | Strat | BM only    | 0.5/1.0 | 1.0/1.0     | 1.0/1.0  | 2     | 2         | Yes            | Usually Heun should be preferred.        |
++----------------+-------+------------+---------+-------------+----------+-------+-----------+----------------+------------------------------------------+
+| ShARK          | Addit | space-time | /       | /           | 1.5/2.0  | 2     | 2         | Yes            | Additive noise SDEs                      |
++----------------+-------+------------+---------+-------------+----------+-------+-----------+----------------+------------------------------------------+
+| SRA1           | Addit | space-time | /       | /           | 1.5/2.0  | 2     | 2         | Yes            | Only slightly worse than ShARK           |
++----------------+-------+------------+---------+-------------+----------+-------+-----------+----------------+------------------------------------------+
+| SEA            | Addit | space-time | /       | /           | 1.0/1.0  | 1     | 1         | No             | Cheap solver for additive noise SDEs     |
++----------------+-------+------------+---------+-------------+----------+-------+-----------+----------------+------------------------------------------+
+| SPaRK          | Strat | space-time | 0.5/1.0 | 1.0/1.0     | 1.5/2.0  | 3     | 3         | Yes            | General SDEs when embedded error         |
+|                |       |            |         |             |          |       |           |                | estimation is needed                     |
++----------------+-------+------------+---------+-------------+----------+-------+-----------+----------------+------------------------------------------+
+| GeneralShARK   | Strat | space-time | 0.5/1.0 | 1.0/1.0     | 1.5/2.0  | 2     | 3         | No             | General SDEs when embedded error         |
+|                |       |            |         |             |          |       |           |                | estimaiton is not needed                 |
++----------------+-------+------------+---------+-------------+----------+-------+-----------+----------------+------------------------------------------+
+| SlowRK         | Strat | space-time | 0.5/1.0 | 1.5/2.0     | 1.5/2.0  | 2     | 5         | No             | Commutative noise SDEs.                  |
++----------------+-------+------------+---------+-------------+----------+-------+-----------+----------------+------------------------------------------+
+```
+
+---
+
 ## Explicit Runge--Kutta (ERK) methods
 
 These solvers can be used to solve SDEs just as well as they can be used to solve ODEs.