Skip to content

Commit

Permalink
fixed the SPaRK naming
Browse files Browse the repository at this point in the history
  • Loading branch information
andyElking authored and patrick-kidger committed May 21, 2024
1 parent 18f184b commit 0a59c9d
Showing 1 changed file with 1 addition and 1 deletion.
2 changes: 1 addition & 1 deletion docs/devdocs/srk_example.ipynb
Original file line number Diff line number Diff line change
Expand Up @@ -266,7 +266,7 @@
"This variant of the Euler-Maruyama makes use of the space-time Levy area, which improves its local error to $O(h^2)$ compared to $O(h^{1.5})$ of the standard Euler-Maruyama. Nevertheless, it has a strong order of only 1 for additive-noise SDEs.\n",
"\n",
"\n",
" ### The \"Space-Time Optimal Runge-Kutta\" method\n",
" ### The \"Splitting Path Runge-Kutta\" (SPaRK) method\n",
"This is a general Stochastic Runge-Kutta method with 3 evaluations of the vector field per step,\n",
"based on Definition 1.6 from\n",
"Foster, J. (2023).\n",
Expand Down

0 comments on commit 0a59c9d

Please sign in to comment.