**ornstein_uhlenbeck_test**,
a FORTRAN90 code which
calls ornstein_uhlenbeck(), which
approximates solutions of the Ornstein-Uhlenbeck
stochastic differential equation (SDE) using the Euler method
and the Euler-Maruyama method,
and creating graphics files for processing by gnuplot().

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

ornstein_uhlenbeck, a FORTRAN90 code which approximates solutions of the Ornstein-Uhlenbeck stochastic ordinary differential equation (SODE) using the Euler method and the Euler-Maruyama method, and creating graphics files for processing by gnuplot().

- ornstein_uhlenbeck_test.f90, a sample calling program.
- ornstein_uhlenbeck_test.sh, runs all the tests.
- ornstein_uhlenbeck_test.txt, the output file.

**OU_EULER** is data created by the OU_EULER routine:

- ou_euler_data.txt, solution data.
- ou_euler_commands.txt, gnuplot commands to plot the data
- ou_euler.png, a PNG image of the data.

**OU_EULER_MARUYAMA** is data created by the OU_EULER_MARUYAMA routine:

- ou_euler_maruyama_data.txt, solution data.
- ou_euler_maruyama_commands.txt, gnuplot commands to plot the data
- ou_euler_maruyama.png, a PNG image of the data.