stochastic-simulation-algorithm

This repository includes Matlab codes/routines that were used in our manuscript entitled "Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks" that can be found in this preprint:https://arxiv.org/abs/1911.06286

matlab biological-simulations stochastic-process multilevel-models numerical-simulations stochastic-simulation-algorithm numerical-analysis monte-carlo-methods biological-networks multilevel importance-sampling multilevel-monte-carlo stochastic-reaction-networks stochastic-biological-systems

UpdatedJan 17, 2023
MATLAB

wcota /dynSIS

Star10

Implementation of SIS epidemic model for large and heterogeneous networks using Fortran.

fortran networkx computational-physics complex-networks epidemics stochastic-processes stochastic-simulation-algorithm markovian-epidemic-processes gillespie-algorithm markovian-processes

UpdatedSep 15, 2024
Fortran

danieljsharpe /DISCOTRESS_tutorials

Star6

Learn to get started using DISCOTRESS with these tutorials! Then apply to your own Markov chains in ecology 🦜🌴 economics 💸📈 biophysics 🧬🦠 and more!

markov-model simulation markov-chain tutorials kinetic-monte-carlo markov-decision-processes stochastic-simulation-algorithm markov-process random-walk ctmc discrete-event-simulation stochastic-simulation dtmc network-dynamics rare-events markovian-dynamics markov-decision-process stochastic-dynamics

UpdatedSep 12, 2021
Brainfuck

Mrktn /heston-pricing

Star6

Demonstrates how to price derivatives in a Heston framework, using successive approximations of the invariant distribution of a Markov ergodic diffusion with decreasing time discretization steps. The framework is that of G. Pagès & F. Panloup.

stochastic-differential-equations stochastic-simulation-algorithm stochastic-volatility-models pricing-derivatives levy-processes ergodic-stationary-processes heston-model

UpdatedApr 14, 2019
C++

Gapouliasis /Stochastic-Models

Star5

Usefull models simulating stochastic processes in different times scales with or without reproduction of long-term percistence (Hurst-Kolmogorov behaviour). Also a simple tool for determening the Hurst coefficient is provided. All code is in the form of Matlab functions.

matlab stochastic-processes stochastic-simulation-algorithm hurst-kolmogorov

UpdatedFeb 5, 2019
MATLAB

trojanink /stochastic-processes

Star5

codes from theorems in the field of stochastic processes

lambda wiki scalar stochastic population central stochastic-processes stochastic-simulation-algorithm theorems weibull-distribution rayleigh-distribution poisson-probability

UpdatedAug 2, 2020
MATLAB

kgustafIDM /fractair

Star3

Fractional calculus and commercial air transport models used in: arxiv.org/abs/1601.07655

stochastic-simulation-algorithm human-mobility fractional-calculus

UpdatedNov 28, 2016
MATLAB

Jamesflynn1 /pyRBM

Star3

A Python framework to build and simulate stochastic rules-based models.

mathematical-modelling stochastic-simulation-algorithm stochastic-simulation

UpdatedNov 12, 2024
Jupyter Notebook

wcota /dynSIS-py

Star3

Implementation of SIS epidemic model for large and heterogeneous networks

networkx computational-physics complex-networks epidemics stochastic-processes stochastic-simulation-algorithm markovian-epidemic-processes gillespie-algorithm markovian-processes

UpdatedAug 12, 2023
Python

justinnk /mason-ssa

Star3

An extension to the MASON simulation framework introducing agent-based modelling via dependency-aware stochastic simulation algorithms, powered by aspect-oriented programming.

agent-based-modeling stochastic-simulation-algorithm mason agent-based-simulation