Efficiently and easily integrating differential equations with JiTCODE, JiTCDDE, and JiTCSDE

DOI10.1063/1.5019320zbMath1390.34005arXiv1711.09886OpenAlexW3104322535WikidataQ92448477 ScholiaQ92448477MaRDI QIDQ4565981

Gerrit Ansmann

Publication date: 13 June 2018

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.09886

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to ordinary differential equations (34-04)

Related Items (15)

Complexity and irreducibility of dynamics on networks of networks ⋮ Information geometry of physics-informed statistical manifolds and its use in data assimilation ⋮ Riddled basins of attraction in systems exhibiting extreme events ⋮ Mapping dynamical systems with distributed time delays to sets of ordinary differential equations ⋮ Hidden and unstable periodic orbits as a result of homoclinic bifurcations in the Suarez-Schopf delayed oscillator and the irregularity of ENSO ⋮ An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox ⋮ Time delay effects in the control of synchronous electricity grids ⋮ A local collocation method with radial basis functions for an electrospinning problem ⋮ JiTCDDE ⋮ JiTCODE ⋮ JiTCSDE ⋮ Regular and chaotic solutions in BEC for tilted bichromatical optical lattice ⋮ Chimera states through invariant manifold theory ⋮ Revival of oscillation and symmetry breaking in coupled quantum oscillators ⋮ NetworkDynamics.jl—Composing and simulating complex networks in Julia

Uses Software

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• SWIG
• SciPy
• ode23
• PyDSTool
• ode45
• igraph
• Ode15s
• ODEPACK
• ode113
• ode23s
• dde23
• MATLAB ODE suite
• Conedy
• Python
• stochastic

Cites Work

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• Networks of networks -- an introduction
• A survey of numerical methods for stochastic differential equations
• A 3(2) pair of Runge-Kutta formulas
• Numerical solution of stochastic differential equations with jumps in finance
• Chaotic attractors of an infinite-dimensional dynamical system
• A family of embedded Runge-Kutta formulae
• Lyapunov characteristic exponents for smooth dynamical systems and for Hamiltonian systems; a method for computing all of them. I: Theory
• Strong contractivity properties of numerical methods for ordinary and delay differential equations
• Adaptive methods for stochastic differential equations via natural embeddings and rejection sampling with memory
• An equation for continuous chaos
• Complex networks: structure and dynamics
• Numerical continuation methods for dynamical systems. Path following and boundary value problems.
• Conedy: A scientific tool to investigate complex network dynamics
• The MATLAB ODE Suite
• Solving Ordinary Differential Equations I
• VODE: A Variable-Coefficient ODE Solver
• Periodic solutions of the sunflower equation: 𝑥̈+(𝑎/𝑟)𝑥+(𝑏/𝑟)sin𝑥(𝑡-𝑟)=0
• Synchronization in interdependent networks
• Runge–Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations
• Option pricing when underlying stock returns are discontinuous
• Chaos
• Solving DDEs in Matlab

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