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A new SDE solver is added which uses the Heun SDE method. However, the Heun method inherently also computes the Euler SDE step as well. This solver compares the Heun and Euler steps dx vs the size of the noise term dw, if the two methods produce the same dx vector to within some accuracy (0.1 * dw by default) then the step is accepted and the next step is slightly longer. If the check fails then the step is recomputed with a smaller stepsize.

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