# Complex SDEs + Sparse operations + real Wiener noise

**URL:** <https://discourse.julialang.org/t/complex-sdes-sparse-operations-real-wiener-noise/123396>\
**Category:** Numerics\
**Tags:** question\
**Created:** [December 3, 2024, 8:43am UTC](https://discourse.julialang.org/t/complex-sdes-sparse-operations-real-wiener-noise/123396 "2024-12-03T08:43:54Z")\
**Posts on this page:** 3\
**Page:** 1

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**Author:** ![Aaron\_Villanueva](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/aaron_villanueva/32/213907_2.png) [@Aaron\_Villanueva](https://discourse.julialang.org/u/Aaron_Villanueva)\
**Post date:** [December 3, 2024, 8:43am UTC](https://discourse.julialang.org/t/complex-sdes-sparse-operations-real-wiener-noise/123396/1 "2024-12-03T08:43:54Z")

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I am trying to solve ComplexF64 Stochastic Differential Equations with m-dim real Wiener noise.  
The drift and diffusion functions must handle sparse operations to support large systems.  
I run into some troubles in making the algorithm to work using the tools from DifferentialEquations.jl

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**Author:** ![gdalle](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/gdalle/32/27854_2.png) [@gdalle](https://discourse.julialang.org/u/gdalle)\
**Post date:** [December 3, 2024, 9:52am UTC](https://discourse.julialang.org/t/complex-sdes-sparse-operations-real-wiener-noise/123396/2 "2024-12-03T09:52:14Z")

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Welcome @Aaron_Villanueva! It is really hard to help you without a concrete example to work on. Can you post the exact code that you failed to run, so that others may take a look?

> [@Please read: make it easier to help you](https://discourse.julialang.org/t/please-read-make-it-easier-to-help-you/14757):
>
> Welcome to the Julia Discourse! We are enthusiastic about helping Julia programmers, both beginner and experienced. This public service announcement (PSA) outlines best practices when asking for help. Following these points makes it easier for us to help you and more likely you’ll get a prompt, useful answer. Keywords are highlighted to make it easier to refer to specific points. Choose a descriptive title that captures the key part of your question, eg “plots with multiple axes” instead of …

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**Author:** ![ChrisRackauckas](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/chrisrackauckas/32/77_2.png) [@ChrisRackauckas](https://discourse.julialang.org/u/ChrisRackauckas)\
**Post date:** [December 3, 2024, 6:30pm UTC](https://discourse.julialang.org/t/complex-sdes-sparse-operations-real-wiener-noise/123396/3 "2024-12-03T18:30:54Z")

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Indeed we have some particle physicists who were early users so `RealWienerProcess(n)` is pretty well supported. It would be interesting to see what kind of code you’re trying.