Normal Methods#

Euler(f, g[, dt, name, show_code, var_type, ...])

Euler method for the Ito and Stratonovich integrals.

Heun(f, g[, dt, name, show_code, var_type, ...])

The Euler-Heun method for Stratonovich integral scheme.

Milstein(f, g[, dt, name, show_code, ...])

Milstein method for Ito or Stratonovich integrals.

MilsteinGradFree(f, g[, dt, name, ...])

Derivative-free Milstein method for Ito or Stratonovich integrals.

ExponentialEuler(f, g[, dt, name, ...])

First order, explicit exponential Euler method.