https://github.com/rmsrosa/rodeconvergence.jl

Package to check the order of convergence of numerical methods for solving random ordinary differential equations (RODEs or Random ODEs)
https://github.com/rmsrosa/rodeconvergence.jl

Last synced: 14 days ago
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Package to check the order of convergence of numerical methods for solving random ordinary differential equations (RODEs or Random ODEs)

• Host: GitHub
• URL: https://github.com/rmsrosa/rodeconvergence.jl
• Owner: rmsrosa
• License: mit
• Created: 2024-11-25T18:41:58.000Z (4 months ago)
• Default Branch: main
• Last Pushed: 2024-11-29T00:50:09.000Z (4 months ago)
• Last Synced: 2025-01-30T02:43:01.486Z (2 months ago)
• Language: Julia
• Homepage: https://rmsrosa.github.io/RODEConvergence.jl/
• Size: 10.7 MB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# RODEConvergence.jl

![Main Tests Workflow Status](https://github.com/rmsrosa/RODEconvergence.jl/actions/workflows/ci.yml/badge.svg) ![Documentation Workflow Status](https://github.com/rmsrosa/RODEconvergence.jl/workflows/Documentation/badge.svg) [![Docs](https://img.shields.io/badge/docs-main-orange.svg)](https://rmsrosa.github.io/RODEconvergence.jl/) ![GitHub repo size](https://img.shields.io/github/repo-size/rmsrosa/RODEconvergence.jl)

This is an *unregistered* package for testing the order of convergence of the Euler and Heun methods of approximating random ordinary differential equations (RODE or Random ODE) driven by semi-martingale noises. This package has been used for the numerical examples appearing in the paper "Strong order-one convergence of the Euler method for random ordinary differential equations driven by semi-martingale noises", by Peter E. Kloeden and Ricardo M. S. Rosa (see https://github.com/rmsrosa/rode_convergence_euler).