Optimization of Stochastic Differential Equation Solver for Particle Data Set Generation using Fast Point Cloud Diffusion (FPCD) model.
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Updated
Nov 29, 2023 - Python
Optimization of Stochastic Differential Equation Solver for Particle Data Set Generation using Fast Point Cloud Diffusion (FPCD) model.
PSM - Population Stochastic Modelling
Small collection of numerical experiments
We modeled groundwater particles trajectories as a random-motion and computed their probability of polluting a well. We compared different Montecarlo techniques with a deterministic approach based on PDEs
stodes is a stochastic differential equation solver.
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Yet Another Numeric Library
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Application to find parameters of inter-particle forces from stochastic trajectories using Bayesian inference.
Euler-Maruyama and Milstein methods for solving a general SDE
Numerical schemes to find solutions of SDEs
Time series analysis of COVID-19 data using two unique methods
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