Advanced Stochastic Integration

• Challenge: modelling particle dispersion due to OGCM-unresolved eddies
• Approach: brownian motion as Eulerian diffusion
• Pre-version 2.2: exclusively Euler-Maruyama
• Version 2.2 adds higher-order Milstein-1 (Taylor expansion)
• Milstein-1 respects isopycnals in diffusivity kernels better