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RODESystem and symbolic noise processes #1095

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anandijain opened this issue Jul 3, 2021 · 0 comments
Open

RODESystem and symbolic noise processes #1095

anandijain opened this issue Jul 3, 2021 · 0 comments

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@anandijain
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I was going through diffeq and mtk docs and noticed there is not RODESystem. I am not sure how to implement this because if we take the example of System of RODEs from diffeq docs

function f(du,u,p,t,W)
  du[1] = 2u[1]*sin(W[1] - W[2])
  du[2] = -2u[2]*cos(W[1] + W[2])
end

It is not clear how to translate this into Equations. I am thinking that this might be related to Support for Distributions.jl, expected values and moments in JuliaSymbolics/Symbolics.jl#59 because you want to represent an AbstractNoiseProcess as a Symbolics Sym/Num. I'm not sure this is needed though

One way I was thinking it could be done is just have some free Nums in Equations and then just give Pair{Num, AbstractNoiseProcess}[...] when constructing the System (similar to how noiseeqs is passed in the SDESystem constructor). I was thinking it could be given in defaults, but these NoiseProcesses are not states of the DE.

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