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 the scheme order in \(\dt\).

Supported gradients

This method supports differentiation with dq.gradient.Direct, dq.gradient.BackwardCheckpointed (default) and dq.gradient.Forward.