/simsde

Numerical integrators for simulating stochastic differential equations in Python

Primary LanguageJupyter NotebookMIT LicenseMIT

simsde

Numerical integrators for simulating stochastic differential equations in Python.

Local installation

To install the latest version of the simsde package and its dependencies in a Python 3.7 or above environment run

pip install git+https://github.com/matt-graham/simsde.git@main

To run the example notebooks you will also need to install JAX, Matplotlib and Jupyter, for example by running

pip install jax matplotlib jupyterlab