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RODE handling disabled #563

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ChrisRackauckas opened this issue Jul 1, 2022 · 0 comments
Open

RODE handling disabled #563

ChrisRackauckas opened this issue Jul 1, 2022 · 0 comments

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@ChrisRackauckas
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It was disabled because it was done improperly. It defined the RODE as having a fixed Wiener process, which means it would not generalize to giving solutions from the full distribution but instead only deterministically based on a single one. It needs to sample the space of noise processes in order to be more robust, for example like #531 . In practice, it does work on some simple examples because you can, with a long enough process, "learn how f works" from just one really long noise trajectory, but only in some circumstances, and only for some lucky cases where you sample long enough.

This should get re-enabled after setting up sampling schemes over the Wiener space.

@ashutosh-b-b

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