allow arguments to f and G functions

[sdx23]

odeint has args=[] for this purpose. In case of sdeint we'd possibly need two separate parameters, argsf and argsG.

[mattja]

Thanks, I think that is a useful suggestion, so that we can provide an interface as close to odeint as possible.
I'll implement this when I can get some time.
In the meantime you can get the same effect by passing a python closure in place of f or G.

[HuwLittle]

Hey there! Has any progress been made on this addition, would really appreciate it :)

[mattja]

In the current version, it is easy to achieve the same goal by using a function closure, so it is not a very high priority.
A pull request adding this functionality would be welcome, of course.

[LorenzoBottaccioli]

@mattja can you provide an example using the function closure?

[mattja]

import numpy as np
import sdeint

def close(func, *args):
    def newfunc(x, t):
        return func(x, t, *args)
    return newfunc

tspan = np.linspace(0.0, 5.0, 5001)
x0 = 0.1

def f(x, t, a, b):
    return -(a + x*b**2)*(1 - x**2)

def g(x, t, a, b):
    return b*(1 - x**2)

args = (1.0, 0.8)
result = sdeint.itoint(close(f, *args), close(g, *args), x0, tspan)