• S-ROCK

  • Referenced in 30 articles [sw11792]
  • class of numerical methods for the solution of stiff stochastic differential equations (SDEs). These methods ... standard explicit methods proposed so far for stochastic problems and give significant speed improvement ... algebra problems usually encountered with implicit methods. Numerical results and comparisons with existing methods...
  • AMIKS

  • Referenced in 1 article [sw22460]
  • programs AMIKS for the numerical solution of stochastic differential equations using the Monte Carlo method ... named AMIKS for the numerical solution of stochastic differential equations (SDE) systems on supercomputers ... create new software modules for the numerical solution of the SDE, AMIKS already has ready...
  • SDETools

  • Referenced in 1 article [sw28013]
  • Matlab toolbox for the numerical solution of stochastic differential equations...
  • stochastic

  • Referenced in 14 articles [sw18346]
  • return explicit solutions of those stochastic differential equations (SDEs ... have such solutions, and routines which construct efficient, high-order stochastic numerical schemes. The MAPLE...
  • ProcessWithExpACF

  • Referenced in 1 article [sw28014]
  • numerical generation of random process with given distribution and exponential autocorrelation function. Stochastic simulations commonly ... stochastic differential equation (SDE) of the first order. The numerically-stable solution of this...
  • SDE-Solver

  • Referenced in 2 articles [sw19033]
  • wide class of systems of stochastic differential equations (SDEs), including a broad class of diffusions ... time evolution of stochastic processes serving as solutions to such SDEs. par Monte Carlo simulations ... approximate numerical algorithms, and modern computer visualization techniques applied together allow for constructing solutions ... wide class of semimartingale stochastic differential equations. par In this way the SDE-Solver package...
  • TFPDE

  • Referenced in 5 articles [sw12622]
  • approaches for moment statistics of stochastic partial differential equations with pure jump tempered α-stable ... simulate the moment statistics of stochastic reaction-diffusion equations with additive TαS white noises ... Planck equation that describes the evolution of the density for stochastic overdamped Langevin equations ... solution following two different approaches. First, we solve an integral equation for the density...
  • DiffProc

  • Referenced in 1 article [sw14956]
  • functions for simulation and modeling of stochastic differential equations (SDE’s) the type ... contains many objects, the numerical methods to find the solutions...
  • MIXAGE

  • Referenced in 2 articles [sw11848]
  • solve analytically and numerically parabolic systems of partial differential equations appearing in the reactor physics ... theory. We use mainly stochastic differential equations associated to the equations ... call “mixing”, we construct the general solution considering simultaneously all the physical phenomena. We present...
  • ADOL-C

  • Referenced in 206 articles [sw00019]
  • ADOL-C: Automatic Differentiation of C/C++. We present...
  • ANSYS

  • Referenced in 556 articles [sw00044]
  • ANSYS offers a comprehensive software suite that spans...
  • BARON

  • Referenced in 264 articles [sw00066]
  • BARON is a computational system for solving nonconvex...
  • BoomerAMG

  • Referenced in 125 articles [sw00086]
  • BoomerAMG: A parallel algebraic multigrid solver and preconditioner...
  • C-XSC

  • Referenced in 103 articles [sw00181]
  • C-XSC. A programming environment for verified scientific...
  • C-XSC 2.0

  • Referenced in 118 articles [sw00182]
  • A C++ class library for extended scientific computing...
  • Diffpack

  • Referenced in 107 articles [sw00203]
  • As modern programming methodologies migrate from computer science...
  • EVIM

  • Referenced in 9 articles [sw00255]
  • EVIM: a software package for extremel value analysis...
  • Expokit

  • Referenced in 147 articles [sw00258]
  • Expokit provides a set of routines aimed at...
  • FLIPS

  • Referenced in 7 articles [sw00299]
  • FLIPS (Fortran Linear Inverse Problem Solver) is a...
  • GAP

  • Referenced in 2385 articles [sw00320]
  • GAP is a system for computational discrete algebra...