Code used for the numerical experiments in "Spectral methods for multiscale stochastic differential equations".
Author(s)
Vaes, U
Type
Dataset
Abstract
This code was developed to investigate numerically the convergence of the Hermite spectral method presented in the paper "Spectral methods for multiscale stochastic differential equations".
Version
1
Date Issued
2017-02-27
Citation
2017
Copyright Statement
GNU GPLv3
Subjects
code