• XPPAUT

  • Referenced in 418 articles [sw05543]
  • dozens of other useful routines. Differential equations, maps, stochastic systems, delay equations, integral equations...
  • sde

  • Referenced in 50 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 38 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...
  • DifferentialEquations.jl

  • Referenced in 31 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...
  • ToolboxLS

  • Referenced in 49 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 42 articles [sw11399]
  • Ornstein-Uhlenbeck process solution of the stochastic differential equation dY t =-λY t dt+σdW...
  • MsdeParEst

  • Referenced in 17 articles [sw25419]
  • MsdeParEst: Parametric Estimation in Mixed-Effects Stochastic Differential Equations. Parametric estimation in stochastic differential equations...
  • stochastic

  • Referenced in 15 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...
  • Dizzy

  • Referenced in 18 articles [sw35541]
  • their models using both ordinary and stochastic differential equation solvers. In addition, Dizzy allows users...
  • 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 12 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 8 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...
  • StOpt

  • Referenced in 7 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...
  • DiffEqFlux

  • Referenced in 5 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...
  • Sim.DiffProc

  • Referenced in 8 articles [sw17081]
  • functions for simulating and modeling of stochastic differential equations (SDE’s). Statistical analysis and simulation...
  • LSDE

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

  • Referenced in 5 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...
  • DiffProc

  • Referenced in 5 articles [sw14956]
  • functions for simulation and modeling of stochastic differential equations (SDE’s) the type...
  • 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...