dq.method.Rouchon1

Rouchon1(dt: float, normalize: bool = True)

First-order Rouchon method (fixed step size ODE/SDE method).

Parameters

• dt –

  Fixed time step.

• normalize –

  If True, the scheme is trace-preserving to machine precision, which is the recommended option because it is much more stable. Otherwise, it is only trace-preserving to first order in \(\dt\).

Supported gradients

This method supports differentiation with dq.gradient.Autograd and dq.gradient.CheckpointAutograd (default).