Matlab solver for Stiff Stochastic Differential Equation

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Lucas Martins Stolerman 2020-1-9

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回答： Dinesh Yadav 2020-1-22

Hello,

I'm looking for a Matlab toolbox or function that can solve a stiff stochastic differential equation.

Is there anyone that could give me a recommendation?

Thanks,

Lucas Stolerman

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Dinesh Yadav 2020-1-22

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https://ww2.mathworks.cn/matlabcentral/answers/499535-matlab-solver-for-stiff-stochastic-differential-equation#answer_411402

Hi

For solving Stiff ODE's you can refer to the following link.

https://www.mathworks.com/help/matlab/math/solve-stiff-odes.html

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MATLAB Mathematics Numerical Integration and Differential Equations Ordinary Differential Equations

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