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andyElking committed Nov 29, 2023
1 parent 1a608d1 commit 48e0e78
Showing 1 changed file with 0 additions and 13 deletions.
13 changes: 0 additions & 13 deletions diffrax/brownian/tree.py
Original file line number Diff line number Diff line change
Expand Up @@ -413,16 +413,3 @@ def _body_fun(_state):
H_r = None
rH_r = None
return LevyVal(t=r, W=w_r, tH_t=rH_r, H=H_r, K=None, t2K_t=None)


# Coefficients for space-time-time Levy area generation
# B_1 = jnp.sqrt((st * tu * ((st - tu)**4 + 4 * (st**2 * tu**2))) / h**5)
# H_1 = -(st**3 * tu * (st**2 - 3 * st * tu + 6 * tu**2)) /
# (2 * jnp.sqrt((st * tu * ((st - tu)**4 + 4 * (st**2 * tu**2))) * h**5))
# H_2 = jnp.sqrt((st * tu**3 * (st**5 + tu**5)) /
# (12 * ((st - tu)**4 + 4 * (st**2 * tu**2)))) / h**2
# K_1 = (st**4 * tu * (st - tu)) /
# (12 * jnp.sqrt(st * tu * h**5 * ((st - tu)**4 + 4 * (st**2 * tu**2))))
# K_2 = -(st**5 * tu**2) / (4 * h *
# jnp.sqrt(3 * st * tu * (4 * st**2 * tu**2 + (st - tu)**4) * (st**5 + tu**5)))
# K_3 = jnp.sqrt((st * tu**5) / (720 * (st**5 + tu**5)))

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