Releases: SciML/StochasticDiffEq.jl
Releases · SciML/StochasticDiffEq.jl
Integrator and Callback Interfaces
This implements the integrator and callback interfaces for stochastic differential equation solvers. It also includes a novel (the first!) event handling implementation which makes use of the RSwM algorithm to do the time reversal. Also implements interpolations and the enhanced interpolations, and many performance improvements.
Patches and move Monte Carlo
Monte Carlo libraries were moved to a separate package to be generalized.