Newsgroups: sci.math.symbolic
Subject: Re: Any Maple packages for solving stochastic differential equations ?
Date: 20 Apr 1998 08:59:21 -0700
Organization: NCR Corporation, San Diego, CA

en - LEE Hon Chor (enhclee@hkp.hk) wrote:
: Hello,

: I would like to know if there are Maple packages for solving
: stochastic differential equations.  Thanks.

Sasha Cygonowski wrote such a package.  It is available at
http://www3.cm.deakin.edu.au/~sash/maple.html.

Joe Riel
-- 
jsr@sparc.sandiegoca.ncr.com

==============================================================================

From: bmeadows@nosc.mil (Brian K. Meadows)
Newsgroups: sci.math.num-analysis
Subject: Re: Help:Stochastic differential equation and stochastic resonance
Date: Wed, 22 Apr 1998 15:32:44 GMT

On 15 Apr 1998 11:23:33 GMT, sekia@za2.so-net.or.jp (Seki Atsushi)
wrote:

>Hi all,
>
>I study chemical sensors based on elecrochemistry, and I am interested in
>non-linear phenomena, especially, stochastic resonance.
>Before non-linear electrochemical experiments, I woukd like to make a
>model
>and to analyse it numerically.
>But I don't know algorithm for numerical analysis of  stochastic
>defferntial equations.
>Would anyone recommend me books of algorithm and subroutine for numerical
>analysis for stochastic defferntial equations for biginners?
>I would be grateful for any help on this matter.
>
>Atsushi Seki
>email: aseki@t.soka.ac.jp


Here are two good references.  If you need more help please feel free
to email me.

Brian

Gard, T., Introduction to stochastic differential equations. 1988.

Kloeden, P., Platen, E., and Schurz, H., Numerical solution of SDE
through computer experiments. 1994.

_____________________________________
Brian K. Meadows
SPAWAR Systems Center
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email: bmeadows@nosc.mil
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