[an error occurred while processing this directive] AG Numerik, Dynamik und Optimierung MAPLE Stochastic Package





The MAPLE Stochastic Package

by Sasha Cyganowski

Maintained by Lars Grüne

Extensions and Updates by
Thomas Pohl, Lars Grüne and Stefanie Schönbrodt




Contents:



Downloading and Installation

We provide the stochastic package for Maple 6--13 and for Maple V, Release 5.1.

Recent Changes:

We would also like to thank all the users who reported bugs and problems in older versions!

Documentation and Related Papers:


The stochplot package:

The "stochplot..."-files contain procedures for plotting approximate solutions curves for one-dimensional SDES. The output of any of the numerical scheme procedures from the stochastic package can be used as input. The corresponding demo worksheets demonstrate the use of these routines.

The source code for these packages can be loaded into a Maple worksheet using the read command as described above.


Recent Changes:


Note:


Additional Material:

The following files contain additional numerical schemes for SDEs. You should be familiar with the subject if you want to use them. No guarantee is given for the correctness of these algorithms, they are placed here as they may be of some benefit to others, but they are not part of the "stochastic" package.

The source code for these packages can be loaded into a Maple worksheet using the read command as described above.

Related Work:


Contact:

 

 Lars Grüne
 Last Change: July 1, 2011
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