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import jax.numpy as jnp |
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import jax |
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import torch |
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from dataclasses import dataclass |
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import sympy |
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import sympy as sp |
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from sympy import Matrix, Symbol |
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import math |
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from sde_redefined_param import SDEDimension |
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@dataclass |
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class SDEConfig: |
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name = "Custom" |
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variable = Symbol('t', nonnegative=True, real=True) |
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drift_dimension = SDEDimension.SCALAR |
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diffusion_dimension = SDEDimension.SCALAR |
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diffusion_matrix_dimension = SDEDimension.SCALAR |
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drift_parameters = Matrix([sympy.symbols("f1")]) |
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diffusion_parameters = Matrix([sympy.symbols("l1")]) |
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drift =-variable**2 * drift_parameters[0]**2 |
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k = 1 |
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diffusion = sympy.Piecewise((k * sympy.sin(variable/2 * sympy.pi), variable < 1), (k*1, variable >= 1)) |
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diffusion_matrix = 1 |
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initial_variable_value = 0 |
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max_variable_value = 1 |
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min_sample_value = 1e-6 |
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module = 'jax' |
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drift_integral_form=True |
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diffusion_integral_form=True |
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diffusion_integral_decomposition = 'cholesky' |
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target = "epsilon" |
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