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SODECL: an open-source library for calculating multiple orbits of a system of stochastic differential equations in parallel. (English) Zbl 1484.65010


MSC:

65C30 Numerical solutions to stochastic differential and integral equations
65Y05 Parallel numerical computation
65Y15 Packaged methods for numerical algorithms

Software:

SODECL; GitHub; OpenCL; CUDA
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