Code for "Numerical methods for the 2nd moment of stochastic ODEs" (https://arxiv.org/abs/1611.02164)
MATLAB code for “Numerical methods for the 2nd moment of stochastic ODEs” (arxiv).
The path to ppfem/lib/ should be made known to MATLAB using e.g. addpath('path-to/ppfem/lib/');.
Note that the curvefit toolbox is required.
Run main_mul_compute and optionally, upon completion, main_mul_plot.
Tested with MATLAB 8.6.0.267246 (R2015b).