Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4978417 | SoftwareX | 2016 | 4 Pages |
Abstract
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 parameters. The code calculates functional means, correlations and spectra, checks for errors in both time-step and sampling, and provides several choices of algorithm. Most aspects of the code, including the numerical algorithm, have a modular functional design to allow user modifications.
Related Topics
Physical Sciences and Engineering
Computer Science
Software
Authors
Simon Kiesewetter, Rodney Polkinghorne, Bogdan Opanchuk, Peter D. Drummond,