Issues in the Software Implementation of Stochastic Numerical Runge–Kutta

DOI10.1007/978-3-319-99447-5_46zbMath1477.65021arXiv1811.01719OpenAlexW2888267846WikidataQ59166083 ScholiaQ59166083MaRDI QIDQ5005582

Anastasiya Demidova, M. N. Gevorkyan, A. V. Korol'kova, D. S. Kulyabov

Publication date: 10 August 2021

Published in: Developments in Language Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.01719

zbMATH Keywords

stochastic differential equationsstochastic numerical methodsautomatic code generationtemplate engine

Mathematics Subject Classification ID

Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (2)

Jinja2 ⋮ Development of algorithms and software for modeling controlled dynamic systems using symbolic computations and stochastic methods

Uses Software

• SciPy
• NumPy
• Julia
• Python

Cites Work

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