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C++ Codes To Perform Stochastic Intergration Using Explicit Euler Method

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Stochastic Integrator : Explicit Euler Method

This is a C++ program that implements a stepper for stochastic integration that uses explicit Euler method

Dependencies:

  1. The C++ BOOST library.

Included are following three header files.

boost_random.hpp

C++ This header file creates the required class for generating random numbers using the BOOST library

det_model_hh_post.hpp

C++ header file containing the HH neuron class. This is similar to the classical HH implementaion

stoch_odeint_explicit_euler.hpp

C++ header file contains the implementaion of stochastic integrator class using explicit_euler method

Example

Also included is the below named main() that demonstrates how to use the program: test_stoch_euler.cpp

Compilation

g++ -std=c++11 -Iinclude example/test_stoch_euler.cpp -o test_stoch_euler_run Execution

./test_stoch_euler_run License

This simulator library is licensed under GNU GPLv3 which is described in LICENSE file found in home directory of this project.

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C++ Codes To Perform Stochastic Intergration Using Explicit Euler Method

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