Stiff SDE and DDE Solvers

By: JuliaDiffEq

Re-posted from: http://juliadiffeq.org/2017/09/09/StiffDDESDE.html

The end of the summer cycle means that many things, including Google Summer of
Code projects, are being released. A large part of the current focus has been to
develop tools to make solving PDEs easier, and also creating efficient tools
for generalized stiff differential equations. I think we can claim to be one of
the first libraries to include methods for stiff SDEs, one of the first for stiff
DDEs, and one of the first to include higher order adaptive Runge-Kutta Nystrom
schemes. And that’s not even looking at a lot of the more unique stuff in this
release. Take a look.