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Re issue #21, I had a go at making a live plot inside a jupyter notebook (notebooks/visualization/liveplot.ipynb). Hopefully it should work out of the box (perhaps after installing a couple of packages).
The idea is to show the x and u spaces (or 2D/3D projections) in side-by-side plots, and be able to vary L, eps and temperature in real time, and see how the SDE changes.
That now works, so in future I can add nicer visuals, including a KDE of the empirical distribution overlaid, or a contour plot of the true distribution overlaid, extend to 3D, show an ensemble of particles, etc. I could even show
u
as an arrow attached to thex
coordinate.