# Tagged Questions

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### characterising attractors for master equations

I have a master equation for $(x,y,z)$ with the constraint $x+y+z=N$. $x$ can be regarded as the number of animal of a certain species in the whole system. In other words, I have a differential ...
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### Invariant measure of Euler-Maruyama Discretisation of an Ito diffusion

Let $(X_t)_{t \geq 0}$ be a diffusion process with dynamics governed by the stochastic differential equation $$dX_t = b(X_t)dt + \sigma(X_t)dW_t, ~~ X_0 = x_0,$$ where ...
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### References for numerical stochastic differential equations

I am currently working on a topic in physics which requires me to solve stochastic differential equations (specifically stoch. SchrÃ¶dinger equation). I am a physicist and have not had any ...
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### interpolation linear for a sample path

I am looking for a couple of references: interpolation linear for a sample path of Brownian Motion
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### Numerical methods for stochastic differential equations [duplicate]

What type of SDEs can be solved by numerical methods? E.g. can the following differential equation $$dy/dt = y\cdot X\cdot (y\cdot X - g(y,X))\cdot X$$ where X is a random variable and ...
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### Differential equation with random variable

How can I derive analytically or compute numerically the solution to following differential equation $$dy/dt = y\cdot X\cdot (y\cdot X - g(y,X))\cdot X$$ where X is a random variable (e.g. from a ...
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### Initial Conditions for Finite Difference of PDE

I am having trouble with figuring out what my initial conditions should be for a simple finite difference algorithm I wrote in Matlab. Specifically, I'm trying to show that the regular 1-Dimensional ...
one can obtain solutions to the Laplace equation $$\Delta\psi(x) = 0$$ or even for the Poisson equation $\Delta\psi(x)=\varphi(x)$ in a Dirichlet boundary value problem using a random-walk approach, ...