Hello,
Can you help me regarding MATLAB solver for a system of stochastic delay differential equations? To be specific the system is delay differential equation where parametric stochasticity is used.
Thank you
In fact, Matlab has several built in functions to solve diff delay problems. They are: dde23, ddesd, ddensd.
Here is the held doc: https://www.mathworks.com/help/matlab/delay-differential-equations.html
Still, you'd need to write a function file or function handle (s) to express your exercise problem (s). These available MATLAB functions are for general delays and thus, you'd need to do some additional codes to express your stochastic delays.
Good luck.
You may have a look at https://au.mathworks.com/help/matlab/referencelist.html?type=function&category=delay-differential-equations&s_tid=CRUX_topnav
I recommend the built-in functions dde23 see https://www.mathworks.com/help/matlab/ref/dde23.html
and ddesd see https://www.mathworks.com/help/matlab/ref/ddesd.html
Stochastic differential equation can not be correctly solved with builtin ode or dde routines in MATLAB. Hence dde23 or ddesd should not be the correct solver for stochastic delay differential equation. Euler Maruyama (EM) might be the the one. EM can handle the stochastic differential equation (SDE), but not sure if it can handle the delayed version of SDE or not.
- Badges
- Science topic