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SciML / StochasticDiffEq.jl

Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem
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SplitSROCK methods #554

Open ChrisRackauckas opened 11 months ago

ChrisRackauckas commented 11 months ago

https://www.researchgate.net/publication/375088081_Split_S-ROCK_Methods_for_High-Dimensional_Stochastic_Differential_Equations