Code used for the numerical experiments in "Spectral methods for multiscale stochastic differential equations".

Title: Code used for the numerical experiments in "Spectral methods for multiscale stochastic differential equations".
Author(s): Vaes, U
Item 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".
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".
Content Version: 1
Publication Date: 27-Feb-2017
URI: http://hdl.handle.net/10044/1/44895
DOI: http://dx.doi.org/10.5281/zenodo.322897
Copyright Statement: GNU GPLv3
Keywords: code
Appears in Collections:Faculty of Natural Sciences - Research Data



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