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A brief discussion of applying Monte-Carlo Integration to Solving Ordinary Differential Equations Numerically.

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Louis-Finegan/Monte-Carlo-Simulation-and-ODEs

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Monte-Carlo-Simulation-and-ODEs-

A brief discussion of applying Monte-Carlo Integration to Solving Ordinary Differential Equations Numerically. Contains:

  1. Derivation of both Monte-Carlo and Euler Integrations.
  2. Algorithm.
  3. Calculated Errors and comparision between both schemes and the analytical solution.

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