1. The Stochastic Toolbox User's Guide -- xSPDE3: extensible software for stochastic ordinary and partial differential equations
- Author
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Kiesewetter, Simon, Joseph, Ria R., and Drummond, Peter D.
- Subjects
Quantum Physics ,Nonlinear Sciences - Pattern Formation and Solitons ,Physics - Computational Physics - Abstract
The xSPDE toolbox treats stochastic partial and ordinary differential equations, with applications in biology, chemistry, engineering, medicine, physics and quantum technologies. It computes statistical averages, including time-step and/or sampling error estimation. xSPDE can provide higher order convergence, Fourier spectra and probability densities. The toolbox has graphical output and $\chi^{2}$ statistics, as well as weighted, projected, or forward-backward equations. It can generate input-output quantum spectra. All equations may have independent periodic, Dirichlet, and Neumann or Robin boundary conditions in any dimension, for any vector field component, and at either end of any interval., Comment: User manual for xSPDE software on Github, at https://github.com/peterddrummond/xspde_matlab. Total of 160 pages with examples. This is a replacement with minor corrections and an updated reference list. Accepted, and will appear in Scipost
- Published
- 2023