https://github.com/louis-finegan/monte-carlo-simulation-and-odes

A brief discussion of applying Monte-Carlo Integration to Solving Ordinary Differential Equations Numerically.
https://github.com/louis-finegan/monte-carlo-simulation-and-odes

differential-equations euler euler-integration monte-carlo-simulation numerical-integration numerical-methods

Last synced: 3 months ago
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A brief discussion of applying Monte-Carlo Integration to Solving Ordinary Differential Equations Numerically.

• Host: GitHub
• URL: https://github.com/louis-finegan/monte-carlo-simulation-and-odes
• Owner: Louis-Finegan
• Created: 2022-11-22T17:46:37.000Z (over 2 years ago)
• Default Branch: main
• Last Pushed: 2022-11-24T18:05:26.000Z (over 2 years ago)
• Last Synced: 2025-02-01T18:36:35.043Z (4 months ago)
• Topics: differential-equations, euler, euler-integration, monte-carlo-simulation, numerical-integration, numerical-methods
• Language: Jupyter Notebook
• Homepage: https://github.com/Louis-Finegan/Monte-Carlo-Simulation-and-ODEs
• Size: 231 KB
• Stars: 0
• Watchers: 0
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# Monte-Carlo-Simulation-and-ODEs-

A brief discussion of applying Monte-Carlo Integration to Solving Ordinary Differential Equations Numerically. Contains:

1. Derivation of both Monte-Carlo and Euler Integrations.

2. Algorithm.

3. Calculated Errors and comparision between both schemes and the analytical solution.