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cbherbert / stochrare

This Python package aims at providing tools to study stochastic processes: integrate SDEs, solve Fokker-Planck equations, sample rare events,...
GNU General Public License v3.0
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I5 integrate sde #11

Closed tlestang closed 4 years ago

tlestang commented 4 years ago

This ports the integrate_sde method from deprecated diffusion1d module to the DiffusionProcess class in the diffusion module.

At the moment only the Euler-Maruyama method is available. Addresses #5