Numerical Methods for SDEs

Numerical methods for stochastic differential equations.

• Base Integrator
  • brainpy.integrators.sde.base.SDEIntegrator
• Generic Functions
  • brainpy.integrators.sde.generic.sdeint
  • brainpy.integrators.sde.generic.set_default_sdeint
  • brainpy.integrators.sde.generic.get_default_sdeint
  • brainpy.integrators.sde.generic.register_sde_integrator
  • brainpy.integrators.sde.generic.get_supported_methods
• Normal Methods
  • brainpy.integrators.sde.normal.Euler
  • brainpy.integrators.sde.normal.Heun
  • brainpy.integrators.sde.normal.Milstein
  • brainpy.integrators.sde.normal.ExponentialEuler
• SRK methods for scalar Wiener process
  • brainpy.integrators.sde.srk_scalar.SRK1W1
  • brainpy.integrators.sde.srk_scalar.SRK2W1
  • brainpy.integrators.sde.srk_scalar.KlPl