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Update milstein.py
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lockwo authored and patrick-kidger committed Jul 26, 2024
1 parent 61d1c91 commit a37a276
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2 changes: 1 addition & 1 deletion diffrax/_solver/milstein.py
Original file line number Diff line number Diff line change
Expand Up @@ -169,7 +169,7 @@ def step(
# ΔwΔw_{j1 j2} = Δw_{j1} Δw_{j2} if j1 != j2;
# ΔwΔw_{j j} = Δw_{j} Δw_{j} - Δt.
#
# In particular note that that "-Δt" means ΔwΔw is not rank-1. This is what
# In particular note that "-Δt" means ΔwΔw is not rank-1. This is what
# makes the Stratonovich case so much simpler: the only mathematical difference
# there is that the "-Δt" isn't present, but then dwdw decomposes, which
# simplifies the computation immensely.
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