ODE.jl not efficient for Monte Carlo problem?

Specific Domains Numerics
,
9

Yes, certainly. From my point of view, these are the most important ones:

  • Ernst Hairer, Christian Lubich and Gerhard Wanner. Geometric Numerical Integration. Springer, 2006.
  • Ernst Hairer, Syvert P. Nørsett and Gerhard Wanner. Solving Ordinary Differential Equations I: Nonstiff Problems. Springer, 1993.
  • Ernst Hairer and Gerhard Wanner. Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems. Springer, 1996.
  • John C. Butcher. Numerical Methods for Ordinary Differential Equations. Wiley, 2016.
4 Likes