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

Last synced: about 1 month ago
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Host: GitHub
URL: https://github.com/rmsrosa/rodeconvergence.jl
Owner: rmsrosa
License: mit
Created: 2024-11-25T18:41:58.000Z (about 2 months ago)
Default Branch: main
Last Pushed: 2024-11-25T23:39:07.000Z (about 2 months ago)
Last Synced: 2024-11-26T00:28:08.319Z (about 2 months ago)
Language: Julia
Size: 134 KB
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).