The jupyter notebook codes for the experiment in preprint "The random periodic solution of a stochastic differential equation with a monotone drift and its numerical approximation" (arxiv):
| jupyter notebook name | Function | Figure(s) |
|---|---|---|
| InitialIndependence_and_Periodicity | Verify the random periodic solution is independent of initial conditions; verify random periodic property | Figure 1-3 in preprint |
| Euler_comparison.ipynb | Compare performance between Euler-Maruyama and backward Euler-Maruyama for approximating random periodic solutions | Figure 4 in preprint |