systems.base.numerical_integration.stochastic.create_custom_or_random_brownian

systems.base.numerical_integration.stochastic.create_custom_or_random_brownian(
    key,
    t0,
    t1,
    shape,
    dW=None,
)

Create either custom or random Brownian motion for Diffrax.

Parameters

Name	Type	Description	Default
key	jax.random.PRNGKey	Random key (used if dW is None)	required
t0	ScalarLike	Start time	required
t1	ScalarLike	End time	required
shape	tuple	Noise shape (nw,)	required
dW	Optional[ArrayLike]	Custom Brownian increment. If None, generates random.	None

Returns

Name	Type	Description
	Brownian motion object for Diffrax

Examples

>>> # Random noise
>>> key = jax.random.PRNGKey(42)
>>> brownian = create_custom_or_random_brownian(key, 0, 0.01, (1,))
>>>
>>> # Custom noise (deterministic)
>>> dW = jnp.array([0.5])
>>> brownian = create_custom_or_random_brownian(key, 0, 0.01, (1,), dW=dW)