Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations
☆105Sep 30, 2020Updated 5 years ago
Alternatives and similar repositories for SDETools
Users that are interested in SDETools are comparing it to the libraries listed below
Sorting:
- Example codes for the book Applied Stochastic Differential Equations☆206Oct 27, 2025Updated 4 months ago
- Matlab codes accompanying Numerical Methods for Stochastic Partial Differential Equations with White Noise☆27Aug 3, 2017Updated 8 years ago
- ☆10May 2, 2020Updated 5 years ago
- An open-source interface to use the multiple-precision solver SDPA-GMP with YALMIP☆11Apr 8, 2021Updated 4 years ago
- Real-Time US Treasury Yields and Prices; Bond analyses and options functions including all the 'Greeks' (R Package)☆11Feb 29, 2016Updated 10 years ago
- Numerical integration of Ito or Stratonovich SDEs☆169Apr 9, 2023Updated 2 years ago
- This repository includes materials I prepared for courses in quantitative research methods. These courses were targeted mainly to graduat…☆10Aug 19, 2020Updated 5 years ago
- An open source first-order MATLAB solver for conic programs with row sparsity.☆11May 30, 2017Updated 8 years ago
- ☆12Jun 28, 2019Updated 6 years ago
- Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem☆317Updated this week
- Modelica C Compiler implemented in C++ to develop and test novel algorithms for large scale models.☆18Feb 13, 2025Updated last year
- ☆13Apr 19, 2022Updated 3 years ago
- Library for the numerical simulation of open quantum systems.☆15Dec 6, 2022Updated 3 years ago
- Neural ODEs as Feedback Policies for Nonlinear Optimal Control (IFAC 2023) https://doi.org/10.1016/j.ifacol.2023.10.1248☆18Aug 10, 2023Updated 2 years ago
- Lectures and tutorials for number of courses in economics and statistics.☆20Oct 10, 2020Updated 5 years ago
- General solver for Hamilton-Jacobi-Bellman equations☆18Apr 23, 2017Updated 8 years ago
- A tool to model the bath relaxation dynamics of open quantum systems by Lindblad and Hierarchical Equations of Motion (HEOM) approaches.☆22Nov 6, 2022Updated 3 years ago
- A Sensitivity and uncertainty analysis toolbox for Python based on the generalized polynomial chaos method☆85Dec 3, 2025Updated 3 months ago
- Open Quantum System Theory for Molecular Systems☆26Jul 24, 2025Updated 7 months ago
- See Quantum - Self-explanatory library for Quantum Optics and Quantum Mechanics☆22May 26, 2020Updated 5 years ago
- ☆23Jul 11, 2019Updated 6 years ago
- scripts that produce multiple PM4Sand2D drivers for different loading paths, batch files for running them in FLAC2D, and post-processing …☆12Jun 13, 2025Updated 9 months ago
- Numerical solution of Hamilton Jacobi Bellman equations☆29Dec 10, 2014Updated 11 years ago
- MATLAB library for working with alpha stable distributions☆31Aug 5, 2014Updated 11 years ago
- ☆17Mar 6, 2026Updated last week
- Estimate the frequency and severity of claims to compute prior and posterior premiums. The GLM method is used with Poisson, Negative Bin…☆10Apr 26, 2018Updated 7 years ago
- Level set modeling of multi-phase flow in a velocity field using the finite element and finite volume methods☆33Feb 5, 2019Updated 7 years ago
- Spatially explicit plant growth simulation☆11Mar 6, 2026Updated last week
- MATLAB codes for "Computational Uncertainty Quantification for Inverse Problems," by Johnathan M. Bardsley☆34Mar 11, 2019Updated 7 years ago
- Experimental tools (R) for Big Data econometrics nowcasting and early estimates☆31Sep 9, 2020Updated 5 years ago
- Generate realizations of stochastic processes in python.☆501Dec 9, 2022Updated 3 years ago
- Polynomial Chaos Expansion Toolbox for MATLAB☆35Jul 31, 2025Updated 7 months ago
- Imperial College London Optimal Control Software (ICLOCS)☆86Feb 9, 2024Updated 2 years ago
- Jeroen Cottaar's work for the Kaggle Geophysical Waveform Inversion competition (2nd place)☆11Aug 11, 2025Updated 7 months ago
- Implementation of the harmonic balance method in MATLAB☆20May 6, 2025Updated 10 months ago
- Python library for the simulation of probabilistic circuits.☆11Feb 1, 2026Updated last month
- Real-time FPGA-based phased array controller for M3☆10Mar 9, 2022Updated 4 years ago
- Simple python script that converts all Excel files (xls, xlsx, xlsm, csv) in a directory into xlsb files.☆10Mar 13, 2023Updated 3 years ago
- Code to reproduce analyses of mouse cortical gradients☆10Feb 27, 2019Updated 7 years ago