Stochastic partial differential equation solvers for Numra: Method of Lines with SDE time-stepping, white and colored noise sources.
Numra: a composable Rust workspace for scientific computing — differential equations (ODE/SDE/DDE/FDE/IDE/PDE/SPDE), optimization, automatic differentiation, linear algebra, statistics, signal processing.
Partial differential equation solvers for Numra via Method of Lines: heat, advection-diffusion, reaction-diffusion in 1D/2D/3D, Stefan moving-boundary problems.
Stochastic differential equation solvers for Numra: Euler-Maruyama, Milstein, adaptive SRA1/SRA2, ensemble runner.