• XPPAUT

  • Referenced in 453 articles [sw05543]
  • dozens of other useful routines. Differential equations, maps, stochastic systems, delay equations, integral equations...
  • DifferentialEquations.jl

  • Referenced in 57 articles [sw23910]
  • solving differential equations in Julia. It covers discrete equations (function maps, discrete stochastic (Gillespie/Markov) simulations ... ordinary differential equations, stochastic differential equations, algebraic differential equations, delay differential equations, hybrid differential equations ... jump diffusions, and (stochastic) partial differential equations. Through extensive use of multiple dispatch, metaprogramming, plot...
  • sde

  • Referenced in 62 articles [sw23230]
  • package sde: Simulation and Inference for Stochastic Differential Equations. Companion package to the book Simulation ... Inference for Stochastic Differential Equations With R Examples, ISBN 978-0-387-75838-1, Springer...
  • S-ROCK

  • Referenced in 41 articles [sw11792]
  • ROCK: Chebyshev methods for stiff stochastic differential equations. We present and analyze a new class ... methods for the solution of stiff stochastic differential equations (SDEs). These methods, called S-ROCK...
  • ToolboxLS

  • Referenced in 52 articles [sw06312]
  • solving time-dependent Hamilton-Jacobi partial differential equations (PDEs) in the Matlab programming environment. Level ... differential games, dynamic programming, mesh generation, stochastic differential equations, financial mathematics, and verification. The algorithms...
  • YUIMA

  • Referenced in 46 articles [sw11399]
  • Ornstein-Uhlenbeck process solution of the stochastic differential equation dY t =-λY t dt+σdW...
  • NeuralPDE.jl

  • Referenced in 33 articles [sw39548]
  • neural network solvers for partial differential equations using scientific machine learning (SciML) techniques such ... utilizes deep neural networks and neural stochastic differential equations to solve high-dimensional PDEs...
  • MsdeParEst

  • Referenced in 22 articles [sw25419]
  • MsdeParEst: Parametric Estimation in Mixed-Effects Stochastic Differential Equations. Parametric estimation in stochastic differential equations...
  • stochastic

  • Referenced in 16 articles [sw18346]
  • MAPLE package for stochastic differential equations. The author has developed a MAPLE package containing routines ... which return explicit solutions of those stochastic differential equations (SDEs ... routines which construct efficient, high-order stochastic numerical schemes. The MAPLE package, which is called...
  • Bridge.jl

  • Referenced in 14 articles [sw40279]
  • Statistical Toolbox for Diffusion Processes and Stochastic Differential Equations. A statistical toolbox for diffusion processes ... stochastic differential equations. Named after the Brownian Bridge...
  • DeepXDE

  • Referenced in 53 articles [sw32456]
  • PDEs, including integro-differential equations, fractional PDEs, and stochastic PDEs. Moreover, from the implementation point...
  • Dizzy

  • Referenced in 18 articles [sw35541]
  • their models using both ordinary and stochastic differential equation solvers. In addition, Dizzy allows users...
  • StOpt

  • Referenced in 10 articles [sw32903]
  • underlying states following some uncontrolled Stochastic Differential Equations (python binding provided). Semi-Lagrangian methods ... underlying states following some controlled Stochastic Differential Equations (C++ only). Stochastic Dual Dynamic Programming methods...
  • SDE Toolbox

  • Referenced in 10 articles [sw10557]
  • toolbox: simulation and estimation of stochastic differential equations with MATLAB. SDE Toolbox is a free ... user defined Itô or Stratonovich stochastic differential equation (SDE), estimate parameters from data and visualize...
  • SDELab

  • Referenced in 14 articles [sw00837]
  • introduce SDELab, a package for solving stochastic differential equations (SDEs) within MATLAB. SDELab features explicit ... Milstein’s method, sophisticated algorithms for iterated stochastic integrals, and flexible plotting facilities...
  • PSM

  • Referenced in 9 articles [sw13695]
  • Linear Mixed-Effects modelling using Stochastic Differential Equations. This package provides functions for estimation ... linear mixed-effects models using stochastic differential equations. Moreover it provides functions for finding smoothed...
  • DiffEqFlux

  • Referenced in 7 articles [sw27559]
  • demonstration of delay differential equations and stochastic differential equations inside of neural networks. We show ... equations (neural networks embedded into the differential equation) and describe the extra models ... Flux model zoo which includes neural stochastic differential equations. We conclude by discussing the various...
  • JiTCODE

  • Referenced in 9 articles [sw24715]
  • Efficiently and easily integrating differential equations with JiTCODE, JiTCDDE, and JiTCSDE. We present a family ... numerical integration of ordinary, delay, or stochastic differential equations. The key features are that...
  • Sim.DiffProc

  • Referenced in 9 articles [sw17081]
  • functions for simulating and modeling of stochastic differential equations (SDE’s). Statistical analysis and simulation...
  • JiTCSDE

  • Referenced in 8 articles [sw24716]
  • Efficiently and easily integrating differential equations with JiTCODE, JiTCDDE, and JiTCSDE. We present a family ... numerical integration of ordinary, delay, or stochastic differential equations. The key features are that...