GitHub / Mephistopheles-0 / Branching-Diffusion-Method-for-Solving-PDEs-in-Matlab-

This Matlab code implements a branching diffusion method for solving partial differential equations (PDEs). The method uses Monte Carlo simulation and the branching process to approximate the solution of PDEs. The code provides a set of functions to calculate the mean, standard deviation, and L2 approximation error of the solution.

JSON API: http://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Mephistopheles-0%2FBranching-Diffusion-Method-for-Solving-PDEs-in-Matlab-

Topics: branching-process, diffusion-models, matlab, partial-differential-equations

• Files
• Readme
• Dependencies