• JiTCDDE

  • Referenced in 7 articles [sw24714]
  • 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...
  • DiffProc

  • Referenced in 7 articles [sw14956]
  • functions for simulation and modeling of stochastic differential equations (SDE’s) the type...
  • LSDE

  • Referenced in 7 articles [sw15811]
  • maximum likelihood estimation of Linear Stochastic Differential Equations. Continuous time models with sampled data possess...
  • averaging

  • Referenced in 4 articles [sw38869]
  • averaging principle for fractional stochastic differential equations with Lévy noise. This paper is devoted ... averaging principle for fractional stochastic differential equations in (mathbb{R}^n) with Lévy motion, using...
  • QPot

  • Referenced in 4 articles [sw19763]
  • QPot: An R Package for Stochastic Differential Equation Quasi-Potential Analysis. QPot ... analyzing two-dimensional systems of stochastic differential equations. It provides users with a wide range ... quasi-potential, an important tool for studying stochastic systems. Quasi-potentials are particularly useful...
  • abc-sde

  • Referenced in 3 articles [sw24744]
  • Approximate Bayesian Computation (ABC) in stochastic differential equation models. It performs approximate Bayesian computation ... models having latent dynamics defined by stochastic differential equations (SDEs) and not limited...
  • ISDEP

  • Referenced in 3 articles [sw08057]
  • ISDEP: Integrator of stochastic differential equations for plasmas. n this paper we present a general ... ISDEP code (Integrator of Stochastic Differential Equations for Plasmas) and a brief overview...
  • Langevin

  • Referenced in 4 articles [sw21068]
  • Oldenburg, which extracts the (stochastic) evolution equation underlying a set of data or measurements ... data sets with one or two stochastic variables. Examples for the one-dimensional ... processes involving Gaussian white noise, a stochastic differential equation is derived straightforwardly from the time...
  • torchsde

  • Referenced in 4 articles [sw35083]
  • Differentiable SDE Solvers. This codebase provides stochastic differential equation (SDE) solvers with GPU support...
  • TFPDE

  • Referenced in 6 articles [sw12622]
  • approaches for moment statistics of stochastic partial differential equations with pure jump tempered α-stable ... process, we simulate the moment statistics of stochastic reaction-diffusion equations with additive TαS white...
  • spate

  • Referenced in 6 articles [sw12265]
  • time is defined through a stochastic partial differential equation (SPDE). The SPDE is solved...
  • AMIKS

  • Referenced in 2 articles [sw22460]
  • AMIKS for the numerical solution of stochastic differential equations using the Monte Carlo method ... AMIKS for the numerical solution of stochastic differential equations (SDE) systems on supercomputers. In addition...
  • SDE-Solver

  • Referenced in 2 articles [sw19033]
  • wide class of systems of stochastic differential equations (SDEs), including a broad class of diffusions ... Izydorczyk}, Computer methods in stochastic modeling (Polish). Warszawa: Wydawnictwa Naukowo-Techniczne (2001)]. par In this ... visual information on the time evolution of stochastic processes serving as solutions to such SDEs ... wide class of semimartingale stochastic differential equations. par In this way the SDE-Solver package...
  • Brain Dynamics Toolbox

  • Referenced in 2 articles [sw36533]
  • Equations (ODEs), Delay Differential Equations (DDEs), Stochastic Differential Equations (SDEs) and Partial Differential Equations (PDEs...
  • StochasticDelayDiffEq.jl

  • Referenced in 2 articles [sw36539]
  • StochasticDelayDiffEq.jl - An Integrator Interface for Stochastic Delay Differential Equations in Julia. StochasticDelayDiffEq.jl is a component ... DifferentialEquations ecosystem. It holds the stochastic delay differential equation solvers and utilities. It is built ... extend those solvers for stochastic delay differential equations. While completely independent and usable...
  • diffeqpy

  • Referenced in 2 articles [sw36473]
  • different types of differential equations, including: Discrete equations (function maps, discrete stochastic (Gillespie/Markov) simulations); Ordinary ... ODEs (Symplectic integrators, IMEX Methods); Stochastic ordinary differential equations (SODEs or SDEs); Random differential equations...
  • MIXAGE

  • Referenced in 2 articles [sw11848]
  • method based on a stochastic approach for space dependent nuclear reactor kinetics in one dimension ... numerically parabolic systems of partial differential equations appearing in the reactor physics studies of space ... multigroup diffusion theory. We use mainly stochastic differential equations associated to the equations...
  • SODECL

  • Referenced in 1 article [sw35935]
  • multiple orbits of a system of stochastic differential equations in parallel. SODECL is a library ... ordinary differential equation (ODE) and stochastic differential equation (SDE) solvers in OpenCL. Using SODECL...
  • StochasticDiffEq.jl

  • Referenced in 2 articles [sw36538]
  • DifferentialEquations ecosystem. It holds the stochastic differential equations solvers and utilities. While completely independent...
  • ASCOT

  • Referenced in 1 article [sw16815]
  • solution of the kinetic equation applying stochastic differential equations in the presence of Coulomb collisions...