Field of Streams

[mscroggs]

Your name, department, and University

Oliver Nash, Imperial

Name(s) and department(s) of anyone else relevant to this project

No response

Please write a brief description of the application area of project

SDEs and SPDEs.

Please describe the project.

We would like to develop a SDE / SPDE library in Python.

What will be the outputs of this project?

An open source library

Which programming language(s) will this project use?

Python

Links to any relevant existing software repositories, etc.

No response

Links to any relevant papers, blog posts, etc.

No response

Make project public

• I understand that this project proposal will be public

[LouisRC8]

Goal for next software week:

Have working spectral and FEM methods for solving the stochastic heat equation.

Ways we are doing this:

• Weekly meetings (Tuesday 9:30am)
• Textbook reading group
• Coding based on algorithms in textbook