milstein object
(Shortest import: from brian2 import milstein)
- brian2.stateupdaters.explicit.milstein = ExplicitStateUpdater('''__x_support = __x + dt**0.5*__g(__x, __t) + dt*__f(__x, __t) __g_support = __g(__x_support, __t) __k = __dW**2*(__g_support - __g(__x, __t))/(2*dt**0.5) x_new = __dW*__g(__x, __t) + __k + __x + dt*__f(__x, __t)''', stochastic='multiplicative')
Derivative-free Milstein method