Integrators

Numerical integration schemes for ODE and SDE simulation

Placeholder

This page is under construction.

Overview

The integrator determines how differential equations are stepped forward in time. TVBO supports deterministic and stochastic integration schemes.

Available Integrators

Integrator Order Stochastic Use Case
Euler 1 No Fast, simple
Heun 2 No Better accuracy
EulerMaruyama 1 Yes Additive noise
HeunStochastic 2 Yes Multiplicative noise

YAML Specification

integration:
  integrator:
    name: Heun
  dt: 0.1
  duration: 1000

Choosing an Integrator

  • Deterministic simulations: Use Heun for a good accuracy/speed trade-off
  • Stochastic simulations: Use HeunStochastic for multiplicative noise, EulerMaruyama for additive noise
  • Step size (dt): Smaller is more accurate but slower

See Also