Scope out golang framework

umbralcalc / stochadex

A simulation engine to generate samples from and statistically infer a 'Pokédex' (very general class) of multidimensional stochastic processes

MIT License

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Closed umbralcalc closed 2 years ago

umbralcalc commented 2 years ago

Design a concurrency + gonum framework to meet the formalism requirements and write this up in markdown.

umbralcalc commented 2 years ago

Some components of flexibility to allow for the when designing the software:

deterministic or exponentially-distributed stepsizes
stochastic integrators for Ito or stratonovich formulations
stochastic integrators at higher-order stability in time when considering drift-diffusions
enabling correlated noise terms at the generator level

umbralcalc commented 2 years ago

Use old anglersim code as a guide for where to generalise methods etc...