stochastic_rk_test

stochastic_rk_test, a Fortran77 code which calls stochastic_rk(), which implements Runge-Kutta integration methods for stochastic differential equations.

Licensing:

The information on this web page is distributed under the MIT license.

Related Data and Programs:

stochastic_rk, a Fortran77 code which implements Runge-Kutta integration methods for stochastic differential equations.

Source Code:

• stochastic_rk_test.f, a sample calling program.
• stochastic_rk_test.sh, commands to compile and run the sample program.
• stochastic_rk_test.txt, the output file.