Fix definition of noise derivative in stochastic solvers #453
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## main #453 +/- ##
==========================================
- Coverage 94.33% 94.27% -0.06%
==========================================
Files 48 48
Lines 3016 3022 +6
==========================================
+ Hits 2845 2849 +4
- Misses 171 173 +2 ☔ View full report in Codecov by Sentry. 🚀 New features to boost your workflow:
|
ytdHuang
reviewed
Apr 24, 2025
ytdHuang
approved these changes
Apr 24, 2025
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
2 participants
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Checklist
Thank you for contributing to
QuantumToolbox.jl! Please make sure you have finished the following tasks before opening the PR.make test.juliaformatted by running:make format.docs/folder) related to code changes were updated and able to build locally by running:make docs.CHANGELOG.mdshould be updated (regarding to the code changes) and built by running:make changelog.Request for a review after you have completed all the tasks. If you have not finished them all, you can also open a Draft Pull Request to let the others know this on-going work.
Description
The noise process is currently computed at the time points the SDE integrator stops. The previous implementation of the derivative$d W / d t$ was using the finite difference between the last and the second to last noise points, which don't necessary coincide with the points expressed in
tlist.As long as there is no possibility to set the time list at which save the noise process (see this issue here) we should ensure that the derivative is computed between points in
tlist.I have also reduced the
abstolfor stochastic solvers from0.01to0.001. This should make the simulations more stable.Related issues or PRs
This PR tries to fix #452