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


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.