xSPDE: Extensible software for stochastic equations
We introduce an extensible software toolbox, xSPDE, for solving ordinary and partial stochastic differential equations. The toolbox makes extensive use of vector and parallel methods. Inputs are exceptionally simple, to reduce the learning curve, with default options for all of the many input parame...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2016-01-01
|
| Series: | SoftwareX |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2352711016000030 |