stochastic_rk_test

stochastic_rk_test, a C++ 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 C++ code which applies a Runge Kutta (RK) scheme to a stochastic ordinary differential equation (SODE).

Source Code:

• stochastic_rk_test.cpp, a sample calling program.
• stochastic_rk_test.sh, runs all the tests.
• stochastic_rk_test.txt, the output file.