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add additative noise trait #774

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merged 3 commits into from
Sep 2, 2024
Merged

add additative noise trait #774

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3ca9344
add additative noise trait
oameye Aug 29, 2024
14b761e
Update alg_traits.jl
ChrisRackauckas Sep 2, 2024
3feb8d2
Merge branch 'master' into add-additative-noise-trait
ChrisRackauckas Sep 2, 2024
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10 changes: 10 additions & 0 deletions src/alg_traits.jl
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Expand Up @@ -243,3 +243,13 @@ as the maximum order of the algorithm.
function alg_order(alg::AbstractODEAlgorithm)
error("Order is not defined for this algorithm")
end

"""
allows_non_wiener_noise(alg::AbstractSDEAlgorithm)

Trait declaration for whether an algorithm allows for non-additive wiener noise.
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Additive is a different property from non-Wiener. The two shouldn't be mixed.

In general, this is false for any high order (that uses levy areas) or adaptive method.

Defaults to false.
"""
allows_non_wiener_noise(alg::AbstractSDEAlgorithm) = false
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