stochastic_rk_test

stochastic_rk_test, an Octave code which calls stochastic_rk(), which implements Runge-Kutta integration methods for stochastic differential equations (SDE).

Licensing:

The computer code and data files described and made available on this web page are distributed under the MIT license.

Related Data and Programs:

stochastic_rk, an Octave code which applies a Runge Kutta (RK) scheme to a stochastic ordinary differential equation (SDE).

Source Code:

• stochastic_rk_test.m, calls all the tests.
• stochastic_rk_test.sh, runs all the tests.
• stochastic_rk_test.txt, the output file.

• stochastic_rk_test01.m, tests RK1_TI_STEP.