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 computer code and data files described and made available on this web page are distributed under the GNU LGPL 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:


Last revised on 19 April 2020.