The following is a program to integrate a set of stochastic differential equations (SDEs) by the Euler method. Parameters are set in a Matlab script, which calls a compiled Fortran 90 subroutine to perform the heavy lifting. Another Matlab script performs statistical calculations and plotting routines.
|sde_main.m||Matlab script to call integration routine.|
|sde_integ.f90||Fortran routine that is called from sde_main.m|
|sde_stat.m||Matlab script to perform statistics and plotting routines.|