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docs: add section on problems and add notes on defining problems
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```@docs | ||
PIDEProblem | ||
ParabolicPDEProblem | ||
``` | ||
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!!! note | ||
While choosing to define a PDE using `PIDEProblem`, not that the function being integrated `f` is a function of `f(x, y, v_x, v_y, ∇v_x, ∇v_y)` out of which `y` is the integrating variable and `x` is constant throughout the integration. | ||
If a PDE has no integral and the non linear term `f` is just evaluated as `f(x, v_x, ∇v_x)` then we suggest using `ParabolicPDEProblem` |
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