Talk PyS^3DE: Solvers for Stochastic Differential Equations

Abstract

PyS^3DE is a purely python module capable of computing stochastic differential equations (SDE's).
Based on the implemented subroutines of stochastic calculus, it avails: 1) symbolic solvers for linear and reduced
nonlinear SDE's; 2) numeric solvers including Euler and Milstein schemes; 3) visualization tools for creating high-quality
data picture and animation. Furthermore, it has been optimized to work on the Sage and IPython
web-based notebook interface from data computing to final data output, including animation on-line creation.