├── .flake8 ├── .github └── workflows │ └── run_tests.yml ├── .gitignore ├── CONTRIBUTING.md ├── DOCUMENTATION.md ├── LICENSE ├── README.md ├── assets └── latent_sde.gif ├── benchmarks ├── __init__.py ├── brownian.py └── profile_btree.py ├── diagnostics ├── __init__.py ├── inspection.py ├── ito_additive.py ├── ito_diagonal.py ├── ito_general.py ├── ito_scalar.py ├── run_all.py ├── stratonovich_additive.py ├── stratonovich_diagonal.py ├── stratonovich_general.py ├── stratonovich_scalar.py └── utils.py ├── examples ├── __init__.py ├── cont_ddpm.py ├── demo.ipynb ├── latent_sde.py ├── latent_sde_lorenz.py ├── sde_gan.py └── unet.py ├── pyproject.toml ├── setup.py ├── tests ├── __init__.py ├── problems.py ├── test_adjoint.py ├── test_brownian_interval.py ├── test_brownian_path.py ├── test_brownian_tree.py ├── test_sdeint.py └── utils.py └── torchsde ├── __init__.py ├── _brownian ├── __init__.py ├── brownian_base.py ├── brownian_interval.py └── derived.py ├── _core ├── __init__.py ├── adaptive_stepping.py ├── adjoint.py ├── adjoint_sde.py ├── base_sde.py ├── base_solver.py ├── better_abc.py ├── interp.py ├── methods │ ├── __init__.py │ ├── euler.py │ ├── euler_heun.py │ ├── heun.py │ ├── log_ode.py │ ├── midpoint.py │ ├── milstein.py │ ├── reversible_heun.py │ ├── srk.py │ └── tableaus │ │ ├── __init__.py │ │ ├── sra1.py │ │ ├── sra2.py │ │ ├── sra3.py │ │ ├── srid1.py │ │ └── srid2.py ├── misc.py └── sdeint.py ├── settings.py └── types.py /.flake8: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/.flake8 -------------------------------------------------------------------------------- /.github/workflows/run_tests.yml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/.github/workflows/run_tests.yml -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/.gitignore -------------------------------------------------------------------------------- /CONTRIBUTING.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/CONTRIBUTING.md -------------------------------------------------------------------------------- /DOCUMENTATION.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/DOCUMENTATION.md -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/LICENSE -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/README.md -------------------------------------------------------------------------------- /assets/latent_sde.gif: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/assets/latent_sde.gif -------------------------------------------------------------------------------- /benchmarks/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /benchmarks/brownian.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/benchmarks/brownian.py -------------------------------------------------------------------------------- /benchmarks/profile_btree.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/benchmarks/profile_btree.py -------------------------------------------------------------------------------- /diagnostics/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/diagnostics/__init__.py -------------------------------------------------------------------------------- /diagnostics/inspection.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/diagnostics/inspection.py -------------------------------------------------------------------------------- /diagnostics/ito_additive.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/diagnostics/ito_additive.py -------------------------------------------------------------------------------- /diagnostics/ito_diagonal.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/diagnostics/ito_diagonal.py -------------------------------------------------------------------------------- /diagnostics/ito_general.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/diagnostics/ito_general.py -------------------------------------------------------------------------------- /diagnostics/ito_scalar.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/diagnostics/ito_scalar.py -------------------------------------------------------------------------------- /diagnostics/run_all.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/diagnostics/run_all.py -------------------------------------------------------------------------------- /diagnostics/stratonovich_additive.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/diagnostics/stratonovich_additive.py -------------------------------------------------------------------------------- /diagnostics/stratonovich_diagonal.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/diagnostics/stratonovich_diagonal.py -------------------------------------------------------------------------------- /diagnostics/stratonovich_general.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/diagnostics/stratonovich_general.py -------------------------------------------------------------------------------- /diagnostics/stratonovich_scalar.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/diagnostics/stratonovich_scalar.py -------------------------------------------------------------------------------- /diagnostics/utils.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/diagnostics/utils.py -------------------------------------------------------------------------------- /examples/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /examples/cont_ddpm.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/examples/cont_ddpm.py -------------------------------------------------------------------------------- /examples/demo.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/examples/demo.ipynb -------------------------------------------------------------------------------- /examples/latent_sde.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/examples/latent_sde.py -------------------------------------------------------------------------------- /examples/latent_sde_lorenz.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/examples/latent_sde_lorenz.py -------------------------------------------------------------------------------- /examples/sde_gan.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/examples/sde_gan.py -------------------------------------------------------------------------------- /examples/unet.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/examples/unet.py -------------------------------------------------------------------------------- /pyproject.toml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/pyproject.toml -------------------------------------------------------------------------------- /setup.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/setup.py -------------------------------------------------------------------------------- /tests/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/tests/__init__.py -------------------------------------------------------------------------------- /tests/problems.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/tests/problems.py -------------------------------------------------------------------------------- /tests/test_adjoint.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/tests/test_adjoint.py -------------------------------------------------------------------------------- /tests/test_brownian_interval.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/tests/test_brownian_interval.py -------------------------------------------------------------------------------- /tests/test_brownian_path.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/tests/test_brownian_path.py -------------------------------------------------------------------------------- /tests/test_brownian_tree.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/tests/test_brownian_tree.py -------------------------------------------------------------------------------- /tests/test_sdeint.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/tests/test_sdeint.py -------------------------------------------------------------------------------- /tests/utils.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/tests/utils.py -------------------------------------------------------------------------------- /torchsde/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/__init__.py -------------------------------------------------------------------------------- /torchsde/_brownian/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_brownian/__init__.py -------------------------------------------------------------------------------- /torchsde/_brownian/brownian_base.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_brownian/brownian_base.py -------------------------------------------------------------------------------- /torchsde/_brownian/brownian_interval.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_brownian/brownian_interval.py -------------------------------------------------------------------------------- /torchsde/_brownian/derived.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_brownian/derived.py -------------------------------------------------------------------------------- /torchsde/_core/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_core/__init__.py -------------------------------------------------------------------------------- /torchsde/_core/adaptive_stepping.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_core/adaptive_stepping.py -------------------------------------------------------------------------------- /torchsde/_core/adjoint.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_core/adjoint.py -------------------------------------------------------------------------------- /torchsde/_core/adjoint_sde.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_core/adjoint_sde.py -------------------------------------------------------------------------------- /torchsde/_core/base_sde.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_core/base_sde.py -------------------------------------------------------------------------------- /torchsde/_core/base_solver.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_core/base_solver.py -------------------------------------------------------------------------------- /torchsde/_core/better_abc.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_core/better_abc.py -------------------------------------------------------------------------------- /torchsde/_core/interp.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_core/interp.py -------------------------------------------------------------------------------- /torchsde/_core/methods/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_core/methods/__init__.py -------------------------------------------------------------------------------- /torchsde/_core/methods/euler.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_core/methods/euler.py -------------------------------------------------------------------------------- /torchsde/_core/methods/euler_heun.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_core/methods/euler_heun.py -------------------------------------------------------------------------------- /torchsde/_core/methods/heun.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_core/methods/heun.py -------------------------------------------------------------------------------- /torchsde/_core/methods/log_ode.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_core/methods/log_ode.py -------------------------------------------------------------------------------- /torchsde/_core/methods/midpoint.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_core/methods/midpoint.py -------------------------------------------------------------------------------- /torchsde/_core/methods/milstein.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_core/methods/milstein.py -------------------------------------------------------------------------------- /torchsde/_core/methods/reversible_heun.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_core/methods/reversible_heun.py -------------------------------------------------------------------------------- /torchsde/_core/methods/srk.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_core/methods/srk.py -------------------------------------------------------------------------------- /torchsde/_core/methods/tableaus/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_core/methods/tableaus/__init__.py -------------------------------------------------------------------------------- /torchsde/_core/methods/tableaus/sra1.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_core/methods/tableaus/sra1.py -------------------------------------------------------------------------------- /torchsde/_core/methods/tableaus/sra2.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_core/methods/tableaus/sra2.py -------------------------------------------------------------------------------- /torchsde/_core/methods/tableaus/sra3.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_core/methods/tableaus/sra3.py -------------------------------------------------------------------------------- /torchsde/_core/methods/tableaus/srid1.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_core/methods/tableaus/srid1.py -------------------------------------------------------------------------------- /torchsde/_core/methods/tableaus/srid2.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_core/methods/tableaus/srid2.py -------------------------------------------------------------------------------- /torchsde/_core/misc.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_core/misc.py -------------------------------------------------------------------------------- /torchsde/_core/sdeint.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/_core/sdeint.py -------------------------------------------------------------------------------- /torchsde/settings.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/settings.py -------------------------------------------------------------------------------- /torchsde/types.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/google-research/torchsde/HEAD/torchsde/types.py --------------------------------------------------------------------------------