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Update getting-started.md
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Removed out of date info box with confusing information about how to define the terms for specific SDE solvers
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rdaems authored and patrick-kidger committed Sep 15, 2023
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Expand Up @@ -99,15 +99,6 @@ print(sol.evaluate(1.1)) # DeviceArray(0.89436394)
As you can see, basically nothing has changed compared to the ODE example; all the same APIs are used. The only difference is that we created an SDE solver rather than an ODE solver.


!!! info

If using some SDE-specific solvers, for example [`diffrax.ItoMilstein`][], then the solver makes a distinction between drift and diffusion. (In the previous example, the solver [`diffrax.Euler`][] is completely oblivious to this distinction. In this case the drift and diffusion should be passed separately as a 2-tuple of terms, rather than wrapped into a single [`diffrax.MultiTerm`][]. This would involve changing the above example with:

```python
terms = (ODETerm(drift), ControlTerm(diffusion, brownian_motion))
solver = ItoMilstein()
```

!!! info

To do adaptive stepping with an SDE, then the typical approach is to wrap the solver like so -- and to use the following default step size controller:
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