types.backends.SDEIntegratorConfig

types.backends.SDEIntegratorConfig()

Configuration for SDE integrators.

Extends integrator config with stochastic-specific settings.

Attributes

Name	Type	Description
method	SDEIntegrationMethod	SDE integration algorithm
dt	float	Time step (fixed-step methods)
convergence_type	ConvergenceType	Strong (pathwise) or weak (distributional)
backend	Backend	Computational backend
seed	Optional[int]	Random seed for reproducibility
adaptive	bool	Use adaptive stepping (if available)

Examples

>>> # Basic configuration
>>> config: SDEIntegratorConfig = {
...     'method': 'euler',
...     'dt': 0.01,
...     'convergence_type': 'strong',
...     'backend': 'numpy'
... }
>>>
>>> # High-accuracy additive noise
>>> config_accurate: SDEIntegratorConfig = {
...     'method': 'SRIW1',
...     'dt': 0.001,
...     'convergence_type': 'strong',
...     'backend': 'numpy',
...     'seed': 42
... }
>>>
>>> # Monte Carlo simulation
>>> config_mc: SDEIntegratorConfig = {
...     'method': 'SEA',
...     'dt': 0.01,
...     'convergence_type': 'weak',
...     'backend': 'jax',
... }