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xSPDE3: Extensible software for stochastic ordinary and partial differential equations

Simon Kiesewetter, Ria R. Joseph, Peter D. Drummond

SciPost Phys. Codebases 17 (2023) · published 2 October 2023

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Abstract

The xSPDE toolbox treats stochastic partial and ordinary differential equations, with applications in biology, chemistry, engineering, medicine, physics and quantum technologies. It computes statistical averages, including time-step and/or sampling error estimation. xSPDE can provide higher order convergence, Fourier spectra and probability densities. The toolbox has graphical output and $\chi^{2}$ statistics, as well as weighted, projected, or forward-backward equations. It can generate input-output quantum spectra. All equations may have independent periodic, Dirichlet, and Neumann or Robin boundary conditions in any dimension, for any vector field component, and at either end of any interval.

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