Stochastic equation

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Gillespie Algorithm

The Gillespie Algorithm for stochastic equations is used heavily in a number of fields of applied mathematics, in particular computational systems biology.

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algorithm applied mathematics biology computational biology computational mathematics computer science differential equation probability stochastic equation

The Stochastic Lotka-Volterra Equation

The famous Lotka-Volterra equations model the population of a predator and a prey, which are of course closely related. Stochastic variations on the Lotka-Volterra equations can be an illuminating introduction to the methods used to solve stochastic differential equations.

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applied mathematics differential equation ecology stochastic equation