Boltzmann_ex.m Estimates the solution of a certain spatially homogeneous Boltzmann equation, via simulation of the Bird collision process.
chemical_ex.m Simulates the Markov jump process associated with a particular chemical reaction in different volumes of solution, and compares the results with the deterministic limit. Uses gillespie_ode.m.
dirichlet_ex_script.m Estimates the solution of a particular boundary value problem, via simulation of an associated SDE.
gillespie_ode.m A particular system of odes for a chemical reaction. Corresponds to the deterministic limit of an appropriately scaled family of density dependent Markov jump processes.
termbound_ex_script.m Estimates the solution of a particular terminal-boundary value problem, via simulation of an associated SDE.

back